fix: HL market order double slippage causing 'Order has invalid size'

Root cause: PlaceMarketOrder manually calculated limitPx=mid*0.5 (sell)
then passed &limitPx to SDK's MarketOpen. SDK treated this as reference
price and applied slippage AGAIN (0.95x), resulting in limitPx=mid*0.475.
Notional value fell below HL's 0 minimum → error.

Fix: pass nil instead of &limitPx, letting SDK get mid price and
apply standard 5% slippage itself.

exchange/hyperliquid_trade.go

@@ -145,22 +145,7 @@ func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, erro
 	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
 	defer cancel()
 
-	mids, err := h.info.AllMids(ctx)
+	result, err := h.exchange.MarketOpen(ctx, coin, isBuy, size, nil, 0.05, nil, nil)
-	if err != nil {
-		return "", fmt.Errorf("mids: %w", err)
-	}
-	priceStr, ok := mids[coin]
-	if !ok {
-		return "", fmt.Errorf("coin %s not found", coin)
-	}
-	midPx, _ := strconv.ParseFloat(priceStr, 64)
-
-	limitPx := midPx * 2.0
-	if !isBuy {
-		limitPx = midPx * 0.5
-	}
-
-	result, err := h.exchange.MarketOpen(ctx, coin, isBuy, size, &limitPx, 0.05, nil, nil)
 	if err != nil {
 		return "", fmt.Errorf("market open: %w", err)
 	}