Implement adversarial eviction bounty schema

[alnoki]

Related #95

• Require a deposit for every limit order
• If a user places a limit order far away from the spread, their deposit becomes a bounty
  • Bounty hunters can then cancel the order far from the spread and claim the bounty
  • This makes it so that people don't place bogus orders and occupy book state
• Also require deposit for bounty hunter operations
  • If you falsely try to pick someone else off you lose your deposit
  • This makes it so that people aren't locking up the book
• Have the deposit be equivalent to the minimum order size for the market

[alnoki]

Per offline discussion with @jarry-xiao, and additional thoughts

• Eviction could be disabled within an "unevictable price window"
• Price window could be 20% of reference price to 200% of reference price, for example
• Reference price could be obtained by inspecting clustering of bid volume
• For example a legitimate order has a certain amount of volume that is unevictable
• This could be evaluated only bid side, such that low prices lead to not meeting the threshold
• There could be a market parameter like BID_VOLUME_FOR_REFERENCE_PRICE, and if it is met, then order book is considered "healthy"
• Note that this could be potentially gamed by placing a passive order for low size, only slightly more aggressive than bid price
• Eviction logic should avoid checking too many orders such that it does not query too much state
• There could be an inverse function on ask price, such that if ask size * mid_price / price is sufficiently low, then order isn't aggressive enough
• Logic will need to dynamically allow resetting the spread in the case that the book starts empty, then an adversary quotes around a bogus mid price, attempting to establish hysteresis
• Alternatively, there could be a reference price that can be updated via a governance vote: unlike lot/tick/min size, this can be updated on-the-fly
• For high-visibility markets, the easiest solution will probably be to just take the mid price, then take a percentage on each side: for bids, price can be as low as 20% of mid price, then for asks, mid_price / price can be as low as 20% of mid price
• Eviction could in general be defined as "price less than x% or greater than y% of a well-formed midprice" (or relative to best bid/ask to avoid accessing state from other side)

[alnoki]

For simplicity, eviction could use a few parameters:

• Only allow orders 1/10 best ask
• Only allow orders at price 1/10 best bid
• Evict if more than 1000 orders

Alternatively, reference price could be the price in a liquidity pool if one is available

When inserting, operations could automatically evict an order that lies outside the bound (if the price has moved)