Fix SpreadWindow: use netProfit() for fee accuracy, track real peak

- Replace manual spread-fee calc with netProfit() call — matches
  scanner's exact fee model (round-trip 0.07%)
- Each direction gets correct buy/sell fee pairing
- Add PeakNet field to record true max during window, not close-time value
- Log peak net with +/- sign instead of approx symbol

types.go

@@ -128,6 +128,7 @@ type SpreadWindow struct {
 	Coin      string
 	Direction string // "BG->HL" or "HL->BG"
 	Since     time.Time
+	PeakNet   float64 // highest netProfit % observed during this window
 }
 
 type SpreadWindowTracker struct {
@@ -151,18 +152,22 @@ func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, thresho
 			continue
 		}
 
-		// Check both directions
+		// Check both directions — use netProfit() for exact fee model match
-		for _, dir := range []struct {
+		// BG→HL: buy BG (Bitget 0.020%), sell HL (HL 0.015%)
-			name string
+		// HL→BG: buy HL (HL 0.015%), sell BG (Bitget 0.020%)
-			low  float64
+		type dirCheck struct {
-			high float64
+			name      string
-		}{
+			buyPrice  float64
-			{"BG->HL", bgP, hlP},
+			sellPrice float64
-			{"HL->BG", hlP, bgP},
+			buyFee    float64
+			sellFee   float64
+		}
+		for _, dir := range []dirCheck{
+			{"BG->HL", bgP, hlP, makerFees[ExBitget], makerFees[ExHyperLiquid]},
+			{"HL->BG", hlP, bgP, makerFees[ExHyperLiquid], makerFees[ExBitget]},
 		} {
 			key := coin.Name + ":" + dir.name
-			spread := (dir.high - dir.low) / dir.low * 100
+			netSpr := netProfit(dir.buyPrice, dir.sellPrice, dir.buyFee, dir.sellFee)
-			netSpr := spread - (makerFees[ExBitget] + makerFees[ExHyperLiquid]) // rough net
 
 			w, exists := swt.windows[key]
 			if netSpr >= threshold {
@@ -171,14 +176,17 @@ func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, thresho
 						Coin:      coin.Name,
 						Direction: dir.name,
 						Since:     now,
+						PeakNet:   netSpr,
 					}
+				} else if netSpr > w.PeakNet {
+					w.PeakNet = netSpr
 				}
 			} else {
 				if exists {
 					dur := now.Sub(w.Since)
 					if dur > 100*time.Millisecond {
-						log.Printf("[SpreadWindow] %s %s exceeded threshold for %v (peak net≈%.4f%%)",
+						log.Printf("[SpreadWindow] %s %s exceeded threshold for %v (peak net=%+.4f%%)",
-							w.Coin, w.Direction, dur.Round(time.Millisecond), netSpr)
+							w.Coin, w.Direction, dur.Round(time.Millisecond), w.PeakNet)
 					}
 					delete(swt.windows, key)
 				}