Improve OAuth

[BingYanchi]

I found the AUTH0_DOMAIN, AUTH0_CLIENT_ID, and AUTH0_CLIENT_SECRET environment variables that were not written in the Readme. But it's weird, normally you should fill in the URL instead of the domain.

This prevents me from using OAuth that is not deployed in the root directory, example: https://oauth.xxx.com/oauth/authorize

I tried to fill in oauth.xxx.com in AUTH0_DOMAIN, and it jumped to 404. I tried oauth.xxx.com/oauth again, and Client authentication failed appeared.