fix: correct constant-product pricing math for selling in PredictionMarketAMM

[mrnetwork0001]

Description

This PR fixes a critical mathematical vulnerability in the PredictionMarketAMM contract.

The Problem

In the original implementation, the sellYes and sellNo functions used the standard constant-product formula to swap the sold asset into the pool to calculate the output shares ($noOut$ or $yesOut$), and then immediately redeemed those output shares for the underlying collateral (USDC).

This redemption process burns the shares, which subtracts $noOut$/$yesOut$ from both reserves (YES and NO). Because subtracting the same quantity from both sides of a product does not preserve the product ($R_Y \cdot R_N$), the constant-product invariant ($k$) decreased on every sell transaction. This created a severe arbitrage loop where users could buy shares and immediately sell them back to receive more USDC than they paid, draining the AMM's liquidity.

The Solution

To preserve the constant-product invariant $k$ (and allow it to increase when fees are active), we must solve for the exact USDC payout $x$ that satisfies the invariant after the swap and redemption:
$$(R_Y + Y_{eff} - x) \cdot (R_N - x) = R_Y \cdot R_N$$

Expanding this yields the quadratic equation:
$$x^2 - (R_Y + R_N + Y_{eff}) \cdot x + Y_{eff} \cdot R_N = 0$$

Solving for the smaller root gives the correct payout amount:
$$x = \frac{b - \sqrt{b^2 - 4c}}{2}$$
where:

• $b = R_Y + R_N + Y_{eff}$
• $c = Y_{eff} \cdot R_N$

This PR:

1. Imports OpenZeppelin's Math.sol and uses Math.sqrt to solve the quadratic equation on-chain.
2. Updates sellYes, sellNo, calcSellYes, and calcSellNo to use this pricing logic.
3. Fixes the pool drain vulnerability and ensures that the constant-product invariant is preserved (or increases when fees are active).