fix: HL size floor, random scan jitter 50-250ms

- GetHLSize: change rounding from Sprintf (round-to-nearest)
  to math.Floor (floor), consistent with GetBitgetSize
- Scan interval: fixed 200ms → random 50-250ms to avoid
  lock-step with HyperLiquid's ~200ms allMids push cycle
- README: update architecture diagram, trading logic, config note

README.md

@@ -19,7 +19,8 @@ PriceStore ─────────┼─────────────
                     └──────────────┘
                            │
                  ┌─────────▼─────────┐
-                 │ ScanBGHL (200ms)   │
+                 │ ScanBGHL (50-250ms │
+                 │   random jitter)   │
                  │ BG ↔ HL only       │
                  └─────────┬─────────┘
                            │
@@ -92,11 +93,13 @@ Then open [http://localhost:8888](http://localhost:8888) for the Web dashboard.
 | `TRADE_THRESHOLD` | `0.15` | Min net profit % to enter (after fees) |
 | `TRADE_AMOUNT_USD` | `10` | USD per leg |
 | `TRADE_COOLDOWN_MS` | `30000` | Cooldown between same-coin trades (ms) |
-| `TEST_MODE` | `false` | Simulate orders (no real API calls) |
+| `TEST_MODE` | `false` | Simulate orders with mock fills (no real API calls) |
 | `MOCK_SLIPPAGE_PCT` | `0.005` | Simulated slippage per leg (%) |
 | `BITGET_API_KEY` / `BITGET_API_SECRET` / `BITGET_PASSPHRASE` | — | Bitget API credentials (test mode skips) |
 | `HL_PRIVATE_KEY` / `HL_ADDRESS` | — | HyperLiquid wallet credentials (test mode skips) |
 
+> **Note:** Scan interval is fixed at **50-250ms random jitter** (not configurable). This prevents lock-step with HyperLiquid's ~200ms push cycle.
+
 ## Fee Model
 
 All trades use **maker** (limit orders), no rebate. Only Bitget and HyperLiquid are used for trading:
@@ -110,7 +113,7 @@ Round trip (2 legs entry + 2 legs exit): **0.07%** total fees.
 
 ## Trading Logic
 
-1. **Scanner** runs every 500ms, checks all 6 coins for BG ↔ HL spread
+1. **Scanner** runs every 50-250ms (random jitter to avoid lock-step with exchange push cycles), 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)

exchange/hyperliquid_trade.go

@@ -5,6 +5,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"io"
+	"math"
 	"math/big"
 	"net/http"
 	"strings"
@@ -171,21 +172,28 @@ func (h *HyperLiquidTrade) signAction(action HLOrderAction, nonce int64) (string
 // GetHLSize calculates size for a given USD amount on HyperLiquid.
 // Uses szDecimals precision from HL's contract universe.
 // Returns size as a decimal string complying with HL precision.
+// Uses math.Floor to round DOWN to the nearest valid step, consistent with GetBitgetSize.
 func GetHLSize(coin string, amountUSD, price float64) string {
 	sz := amountUSD / price // raw coin count
 	switch coin {
 	case "DOGE":
-		return fmt.Sprintf("%.0f", sz) // szDecimals=0
+		sz = math.Floor(sz) // step=1, szDecimals=0
+		return fmt.Sprintf("%.0f", sz)
 	case "LINK":
-		return fmt.Sprintf("%.1f", sz) // szDecimals=1
+		sz = math.Floor(sz*10) / 10 // step=0.1, szDecimals=1
+		return fmt.Sprintf("%.1f", sz)
 	case "ONDO":
-		return fmt.Sprintf("%.0f", sz) // szDecimals=0
+		sz = math.Floor(sz) // step=1, szDecimals=0
+		return fmt.Sprintf("%.0f", sz)
 	case "OP":
-		return fmt.Sprintf("%.1f", sz) // szDecimals=1
+		sz = math.Floor(sz*10) / 10 // step=0.1, szDecimals=1
+		return fmt.Sprintf("%.1f", sz)
 	case "WIF":
-		return fmt.Sprintf("%.0f", sz) // szDecimals=0
+		sz = math.Floor(sz) // step=1, szDecimals=0
+		return fmt.Sprintf("%.0f", sz)
 	case "ARB":
-		return fmt.Sprintf("%.1f", sz) // szDecimals=1
+		sz = math.Floor(sz*10) / 10 // step=0.1, szDecimals=1
+		return fmt.Sprintf("%.1f", sz)
 	default:
 		return fmt.Sprintf("%.4f", sz)
 	}

main.go

@@ -6,6 +6,7 @@ import (
 	"fmt"
 	"io"
 	"log"
+	"math/rand"
 	"os"
 	"os/signal"
 	"strings"
@@ -113,10 +114,16 @@ func main() {
 
 	// Main loop
 	lastHour := -1
-	scannerTick := time.NewTicker(time.Duration(cfg.ScanIntervalMs) * time.Millisecond)
+
+	// Random jitter 50-250ms to avoid lock-step with exchange push cycles
+	jitterMin, jitterMax := 50, 250
+	randInterval := func() time.Duration {
+		return time.Duration(jitterMin+rand.Intn(jitterMax-jitterMin+1)) * time.Millisecond
+	}
+	scannerTick := time.NewTimer(randInterval())
 	statusTick := time.NewTicker(30 * time.Second)
 
-	log.Printf("[Monitor] Scanner running every %dms", cfg.ScanIntervalMs)
+	log.Printf("[Monitor] Scanner running every %d-%dms (random jitter)", jitterMin, jitterMax)
 
 	runLoop := true
 	for runLoop {
@@ -202,6 +209,8 @@ func main() {
 				notifier.SendTradeSummary(positions, now.Format("2006-01-02 15:04"))
 				lastHour = hour
 			}
+
+			scannerTick.Reset(randInterval())
 		}
 	}