Continuing adding priority transaction fee requested in issue #1848, now for Tendermint.
There are three priority levels for tx fees: low, average and high, allowing to users to set higher priority for their transactions by paying more fees.
Cosmos has a registry for its chain ecosystem: https://github.com/cosmos/chain-registry which contains suggested priority tx fees for different coins.
The priority fees from the Cosmos registry should be added in the coins file (for the platform coin only) like:

"coin":"ATOM",
        "protocol":{
            "type":"TENDERMINT",
            "protocol_data": {
                ...
                "priority_gas_prices": [0.1, 0.2, 0.3]
            },
        },
   }

To set priority level with withdraw, WithdrawFee::CosmosGasPriority variant is added.
To set priority for swaps, set_swap_transaction_fee_policy() implemented for TendermintCoin.