Add SpreadWindowTracker to measure opportunity duration

- New SpreadWindowTracker in types.go watches BG↔HL spread for all
  tracked coins, both directions
- Logs duration when spread stays above trade threshold then converges
- Wired into main loop after each scan tick
- Filters sub-100ms windows as noise

main.go

@@ -51,6 +51,9 @@ func main() {
 	dashboard := NewDashboard(store, trader, database, ":8888")
 	go dashboard.Run()
 
+	// Spread window tracker — measures how long spreads stay above threshold
+	spreadTracker := NewSpreadWindowTracker()
+
 	// P3-4: wire real-time trade event broadcast
 	trader.OnTradeEvent = dashboard.BroadcastEvent
 	if trader.IsConfigured() {
@@ -170,6 +173,10 @@ func main() {
 			dashboard.UpdateScan(makerOpps)
 			t2 := time.Now()
 
+			// Track spread window durations (how long each opportunity stays alive)
+			snap := store.GetAll()
+			spreadTracker.Tick(snap, cfg.TradeThreshold)
+
 			for _, opp := range makerOpps {
 				if opp.NetProfit < cfg.ArbThreshold {
 					continue

types.go

@@ -1,6 +1,7 @@
 package main
 
 import (
+	"log"
 	"sync"
 	"time"
 )
@@ -119,3 +120,69 @@ type ArbOpportunity struct {
 	NetProfit  float64 // percentage after fees
 	GrossBasis float64 // raw price difference %
 }
+
+// SpreadWindow tracks how long each coin's spread stays above threshold.
+// Used to measure the window of opportunity between threshold-crossing and
+// convergence — helps diagnose whether entry latency is a problem.
+type SpreadWindow struct {
+	Coin      string
+	Direction string // "BG->HL" or "HL->BG"
+	Since     time.Time
+}
+
+type SpreadWindowTracker struct {
+	windows map[string]*SpreadWindow // key: "COIN:DIRECTION"
+}
+
+func NewSpreadWindowTracker() *SpreadWindowTracker {
+	return &SpreadWindowTracker{windows: make(map[string]*SpreadWindow)}
+}
+
+func (swt *SpreadWindowTracker) Tick(snap map[string]map[string]float64, threshold float64) {
+	now := time.Now()
+	for _, coin := range TrackedCoins {
+		exMap := snap[coin.Name]
+		if exMap == nil {
+			continue
+		}
+		bgP := exMap[ExBitget]
+		hlP := exMap[ExHyperLiquid]
+		if bgP <= 0 || hlP <= 0 {
+			continue
+		}
+
+		// Check both directions
+		for _, dir := range []struct {
+			name string
+			low  float64
+			high float64
+		}{
+			{"BG->HL", bgP, hlP},
+			{"HL->BG", hlP, bgP},
+		} {
+			key := coin.Name + ":" + dir.name
+			spread := (dir.high - dir.low) / dir.low * 100
+			netSpr := spread - (makerFees[ExBitget] + makerFees[ExHyperLiquid]) // rough net
+
+			w, exists := swt.windows[key]
+			if netSpr >= threshold {
+				if !exists {
+					swt.windows[key] = &SpreadWindow{
+						Coin:      coin.Name,
+						Direction: dir.name,
+						Since:     now,
+					}
+				}
+			} 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%%)",
+							w.Coin, w.Direction, dur.Round(time.Millisecond), netSpr)
+					}
+					delete(swt.windows, key)
+				}
+			}
+		}
+	}
+}