diff --git a/trader.go b/trader.go
index b900fe2..f7cf14a 100644
--- a/trader.go
+++ b/trader.go
@@ -258,39 +258,37 @@ func (t *Trader) TryEntry(opp *ArbOpportunity, store *PriceStore, notifier *Noti
 	}
 	t.mu.Unlock()
 
-	go t.executeEntry(opp, store, notifier)
-	return true
+	return t.executeEntry(opp, store, notifier)
 }
 
-func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *Notifier) {
+// executeEntry places both legs using the scan-time prices from ArbOpportunity.
+// Synchronous — runs in the scanner tick to avoid WS price movement between
+// detection and execution.
+func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *Notifier) bool {
+	// Use scan-time prices directly to avoid WS jitter killing the entry
+	bgP, hlP := opp.BuyPrice, opp.SellPrice
+	if opp.BuyEx == ExHyperLiquid {
+		bgP, hlP = opp.SellPrice, opp.BuyPrice
+	}
+	if bgP <= 0 || hlP <= 0 {
+		return false
+	}
+
+	// Quick sanity check: spread direction hasn't completely reversed
+	// Use a relaxed check (not full re-read) since WS prices move constantly
 	snap := store.GetAll()
 	exMap := snap[opp.Coin]
-	if exMap == nil {
-		return
-	}
-	bgP := exMap[ExBitget]
-	hlP := exMap[ExHyperLiquid]
-	if bgP <= 0 || hlP <= 0 {
-		return
-	}
-
-	// Issue #1: reProfit must use actual direction — CalcNetProfit auto-swaps on reversal!
-	var reProfit float64
-	if opp.BuyEx == ExBitget {
-		reProfit = netProfit(bgP, hlP, makerFees[ExBitget], makerFees[ExHyperLiquid])
-	} else {
-		reProfit = netProfit(hlP, bgP, makerFees[ExHyperLiquid], makerFees[ExBitget])
-	}
-	if reProfit < t.cfg.TradeThreshold {
-		return
-	}
-
-	// Issue #1: Verify spread direction hasn't flipped since scan
-	if opp.BuyEx == ExBitget && hlP <= bgP {
-		return // reversed: HL no longer more expensive than BG
-	}
-	if opp.BuyEx == ExHyperLiquid && bgP <= hlP {
-		return // reversed: BG no longer more expensive than HL
+	if exMap != nil {
+		currBg := exMap[ExBitget]
+		currHl := exMap[ExHyperLiquid]
+		if currBg > 0 && currHl > 0 {
+			if opp.BuyEx == ExBitget && currHl <= currBg*0.999 {
+				return false // reversed beyond small tolerance
+			}
+			if opp.BuyEx == ExHyperLiquid && currBg <= currHl*0.999 {
+				return false
+			}
+		}
 	}
 
 	pos := &ArbPosition{
@@ -337,13 +335,13 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
 	// Execute both legs
 	if err := t.placeOrder(pos.LongLeg, "buy", store); err != "" {
 		t.cleanup(pos.Coin)
-		return
+		return false
 	}
 	time.Sleep(300 * time.Millisecond)
 	if err := t.placeOrder(pos.ShortLeg, "sell", store); err != "" {
 		t.closeLeg(pos.LongLeg)
 		t.cleanup(pos.Coin)
-		return
+		return false
 	}
 
 	pos.LastScaleAt = time.Now()
@@ -374,6 +372,7 @@ func (t *Trader) executeEntry(opp *ArbOpportunity, store *PriceStore, notifier *
 			"time":         time.Now().Format("15:04:05"),
 		})
 	}
+	return true
 }
 
 // checkScaleIn adds more position when spread widens further.