Add support for oracle orders to liquidator bots

[crispheaney]

Have liquidators close out their position using oracle orders

Example of placing oracle order here: https://drift-labs.github.io/v2-teacher/#placing-oracle-market-orders

[nilswx]

We can add opts.deriskOrderType to let liquidators choose between current logic (OracleType.MARKET with limit) and OrderType.ORACLE with auction. Should oracle order become default for derisking spot & perp?

Liquidator already calculates a worst-case price against infinite slippage:

keeper-bots-v2/src/bots/liquidator.ts

Lines 616 to 626 in 1549a72

	private calculateOrderLimitPrice(
	oracle: OraclePriceData,
	direction: PositionDirection
	): BN {
	const slippageBN = new BN(this.liquidatorConfig.maxSlippagePct! * 10000);
	if (isVariant(direction, 'long')) {
	return oracle.price.mul(new BN(10000).add(slippageBN)).div(new BN(10000));
	} else {
	return oracle.price.mul(new BN(10000).sub(slippageBN)).div(new BN(10000));
	}
	}

When closing out via oracle order, that would be auctionEndPrice? With oraclePrice as auctionStartPrice, or something more optimistic?

Perhaps auctionStartPrice, auctionEndPrice and auctionDuration should be more configurable, like https://docs.drift.trade/auction-parameters. I'm more of liquidatee myself, so I'm happy to hear ideas.

[crispheaney]

I think we could probably change calculateOrderLimitPrice to be calculateOrderAuctionParams and have it return an auctionStartPrice, auctionEndPrice and limitPrice/oraclePriceOffset.

IF the liquidator is configured for market orders:

• auction start: oracle or best offer
• auction end: oracle +/- max slippage
• limit: oracle +/- max slippage

If liquidate is configured for market oracle order:

• auction start: (oracle or best offer) - oracle
• auction end: +/- max slippage
• oraclePriceOffset: +/- max slippage

We already have the deriveOracleAuctionParams (https://github.com/drift-labs/protocol-v2/blob/3d9105fa85fe90cebd3cc2178a3fc55d52aedbba/sdk/src/math/auction.ts#L117) to get the market oracle params from the market order params

wdyt @0xbigz @wphan

[wphan]

#119 is a quick fix for this issue, might be a good PR to refer to (since it touches the relevant areas of code) if someone wants to take a stab at this and make liquidator derisk smarter