dog food is a controversial topic, you'll find lots of opinions around here. If you look at the dog food industry and what they actually put in it it's actually pretty gross. There are some high end foods that are pretty good quality and the low end "grocery store brands" that are mostly filler and byproducts (think hoofs and beaks and entralls) and rather disgusting. Many people make their own (but you have to follow specific recipes in order to be nutritionally complete), etc. I personally feed a brand called ACANA after doing lots of research and trial and error, but it's a personal choice. Regardless of what you choose, you have to make any change slowly. Puppies have a very sensitive gut and any sudden change will cause runny poos. It will get better as they age, but what your describing sounds pretty normal for puppies.
Also, getting up in the middle of the night also sounds pretty normal for a young puppy.
You bought your puppy at an auction? That's very strange. What kind of breeder sells their puppy at an auction? I've never heard of that; even if it is for charity.
Finally, we have 1 rule around here; we need to see baby pictures of every new puppy on the forum!!!!