Update README: spread window monitoring, synchronous entry

- Add SpreadWindowTracker to architecture diagram
- Document synchronous entry logic (no goroutine, scan-time prices)
- Add Spread Window Monitoring section with log example

README.md

@@ -26,9 +26,15 @@ PriceStore ─────────┼─────────────
            ┌───────────────▼────────────────┐
            │  Trader: TryEntry / Tick / Exit │
            │  Maker fees, scale-in, stop     │
+           │  Synchronous entry (no goroutine)│
            └───────────────┬────────────────┘
                            │
                  ┌─────────▼─────────┐
+                 │ SpreadWindowTracker│
+                 │ (opportunity life) │
+                 └─────────┬─────────┘
+                           │
+                 ┌─────────▼─────────┐
                  │   Notifier: TG     │
                  │   Dashboard: :8888 │
                  └───────────────────┘
@@ -94,6 +100,9 @@ Round trip (2 legs entry + 2 legs exit): **0.07%** total fees.
 
 1. **Scanner** runs every 500ms, checks all 6 coins for BG ↔ HL spread
 2. **Entry** when net profit ≥ `TRADE_THRESHOLD` (after full round-trip fees)
+   - Uses scan-time prices directly (no re-read from store to avoid WS jitter)
+   - Synchronous execution in the scanner tick (no goroutine delay)
+   - Direction sanity check (0.1% tolerance) prevents entry on reversed spreads
 3. **Scale-in** adds another leg-worth when spread widens another 0.10%
 4. **Exit** conditions (whichever hits first):
    - Spread converges to ≤ 0.02% → **价差收敛，止盈平仓**
@@ -101,6 +110,23 @@ Round trip (2 legs entry + 2 legs exit): **0.07%** total fees.
    - Position held over 30 minutes → **超时平仓**
 5. **Direction**: BG → HL (buy BG, sell HL) or HL → BG (buy HL, sell BG)
 
+## Spread Window Monitoring
+
+`SpreadWindowTracker` runs every scan tick and measures how long each coin's spread stays above the trade threshold:
+
+- Records window **start time** when netProfit first hits threshold
+- Tracks real **peak netProfit** during the window
+- Logs window **duration + peak** when spread converges below threshold (sub-100ms windows filtered as noise)
+- Covers both directions (BG→HL and HL→BG) independently
+- Uses the same `netProfit()` fee model as the scanner for exact consistency
+
+Log output example:
+
+```
+[SpreadWindow] ONDO BG->HL exceeded threshold for 1.4s (peak net=+0.1520%)
+[SpreadWindow] OP HL->BG exceeded threshold for 3.2s (peak net=+0.1310%)
+```
+
 ## Notifications
 
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