In morrowind there is the Mudcrab and the Scamp that have lots of money and buy at 100% of the value. Is there something like this in Oblivion????

Nope.

I'm afraid not, it would be nice though, I'm fed up for forever being screwed over because the merchant only has 800 gold and I'm trying to sell something that they should pay 2000 for.

To gain wealth, I think the best merchant to sell to, is the lady in the Mystic Emporium. Although, she is only available with the Wizard's Tower DLC. She is limited to buying only pots, scrolls, ingreds and a few other items. But she does have 2000g to play with.