fix: limit order never keep stale values for buy asset market price

[gomesalexandre]

Description

Buy asset market data price looks like it's a purely derived value as a product of the input buy amount and sell amount, however, it is derived from the quote buy and sell amounts.

A quote however, is RTK query data, and stale RTK query data will stil be present when:

• fetching
• current query is errored, but previous (stale) one was happy

This was producing odd bugs where failures in getting a CoW quote (i.e inputting too low of am amount) would return the previous stale quote, however, the previous quote was for an entirely different asset, and possibly a different precision, which will lead to amounts being off.

Fixed by zero'ing amounts out when fetching/errored.

Issue (if applicable)

closes #8414

Risk

High Risk PRs Require 2 approvals

What protocols, transaction types, wallets or contract interactions might be affected by this PR?

Low to none

Testing

• In limit orders, try to sell a non-18 precision asset that's much higher than FOX (the default USDC -> FOX pair is perfect for that)
• Sell high enough of an amount e.g 100 USDC
• Then, choose another, much cheaper, and ideally non-18 precision asset (selecting FOX i.e FOX -> USDC is perfect for that)
• Try inputting some low amount e.g the same 100 as previously (i.e 100 FOX -> USDC)
• Notice there is no longer amounts which are totally off

Engineering

• ^

Operations

• 🏁 My feature is behind a flag and doesn't require operations testing (yet)

• ^

Screenshots (if applicable)

• develop

https://jam.dev/c/7ef95c99-ae34-4902-ac15-6302d26ef7ab

• this diff

https://jam.dev/c/d9e4e20e-6239-43d4-afa7-4fbaab9336b4

[0xApotheosis]

Does precisely what it says on the box!