[TASK] Update Keeper for liquidation improvements

[liamzebedee]

• Sort orders by position size and liquidation value

• Validating keeper performance w.r.t. OVM throughput

  PR - https://github.com/Synthetixio/futures-keepers

[andytcf]

@artdgn changes needed - it should not check all the orders (it won't scale), incentives for liquidating larger orders first

[andytcf]

unit tested needed

[artdgn]

@artdgn changes needed - it should not check all the orders (it won't scale), incentives for liquidating larger orders first

A bit more details @bachstatter - the bot should not track all positions for every block, but should track only a constant amount of positions that are closest to liquidation price. This is to prevent hanging if there are too many open positions to track (which could prevent any liquidations from hapenning due to waiting for too many call requests to the node).

Instead a mapping of positions by liquidation price and position size can be maintained:

• Whenever a PositionModified event is emitted, if the position is not closed (size != 0) liquidationPrice() can be queried for this position and stored (size should be stored as well). This is an estimate of the actual liquidation price and in reality the liquidation price will be slightly different.
• When the keeper is bootstrapping with no state, to build this sorted mapping all positions will need to be iterated on - to determine their liquidaiton prices and sizes.
• During normal operation of the bot, some capped number of positions that have their estimated liquidation price closest to the current price (top 100? 1000?) should be queried for liquidation status (canLiquidate() or liquidationFee()) in the order of their position size (larger (abs()) first).

[0xjocke]

Open PRs for adding typescript and unit tests: https://github.com/Synthetixio/futures-keepers/pull/7 https://github.com/Synthetixio/futures-keepers/pull/8 https://github.com/Synthetixio/futures-keepers/pull/9 https://github.com/Synthetixio/futures-keepers/pull/10 https://github.com/Synthetixio/futures-keepers/pull/11 https://github.com/Synthetixio/futures-keepers/pull/12

[cavalier-eth]

cli tool for keeper bot almost ready