Security: Implement lending pool price manipulation protection with TWAP oracle

[devdianax]

Context

Spot price oracles are vulnerable to manipulation via flash loans or low-liquidity pools.

Current Limitation/Problem

Current oracle integration uses spot prices directly. Manipulated spot prices can trigger false liquidations or bad debt.

Expected Outcome

TWAP (Time-Weighted Average Price) oracle integration that smooths price data to resist short-term manipulation.

Acceptance Criteria

• Implement TWAP calculation: accumulate price * time over configurable window
• Configurable TWAP window: 30min (volatile assets) to 24h (stable assets)
• Spot vs TWAP deviation check: reject liquidation if deviation > configurable %
• Fallback: if TWAP unavailable, use spot price with higher safety margin
• TWAP update: update accumulator on each oracle price update
• TWAP accuracy monitoring: historical TWAP vs actual price at liquidation
• Governance: per-pool TWAP window configuration

Technical Scope

• contracts/oracle/twap.rs - TWAP oracle implementation
• Integration with pool liquidation and borrowing
• TWAP accuracy dashboard
• Edge cases: TWAP initialization for new pools, low-volume periods, TWAP manipulation resistance analysis