fix: HL size 动态格式化（从 Meta 取 szDecimals）

- 新增 HyperLiquidTrade.GetSize()，从 HL Meta.Universe 获取
  每个币的 SzDecimals 运行时格式化订单数量
- 替代硬编码的 exchange.GetHLSize() switch case
- trader.go 中 placeOrder/placeOrderAt 两处调用切换为新方法
- 新增 TryEntry 价格<=0 检查，过滤异常数据

exchange/hyperliquid_trade.go

@@ -24,6 +24,10 @@ type HyperLiquidTrade struct {
 	nonceMu     sync.Mutex
 	lastNonce   int64
 	configured  bool
+
+	// szDecimals maps coin name -> decimal places for size formatting
+	// Populated from HL Meta on initExchange()
+	szDecimals map[string]int
 }
 
 func NewHyperLiquidTrade(privateKeyHex, mainAddress, apiAddress string) (*HyperLiquidTrade, error) {
@@ -76,14 +80,57 @@ func (h *HyperLiquidTrade) initExchange() error {
 	}
 
 	h.exchange = hl.NewExchange(ctx, h.privateKey, hl.MainnetAPIURL, meta, "", h.mainAddress, spotMeta, nil)
+
+	// Build szDecimals map from HL Meta for correct size formatting
+	h.szDecimals = make(map[string]int, len(meta.Universe))
+	for _, asset := range meta.Universe {
+		h.szDecimals[asset.Name] = asset.SzDecimals
+	}
 	return nil
 }
 
+// GetSize returns a formatted size string for HL orders using the correct szDecimals.
+func (h *HyperLiquidTrade) GetSize(coin string, amountUSD, price float64) string {
+	sz := amountUSD / price
+	decimals, ok := h.szDecimals[coin]
+	if !ok {
+		// Fallback: 4 decimal places
+		return fmt.Sprintf("%.4f", math.Floor(sz*10000)/10000)
+	}
+	switch decimals {
+	case 0:
+		sz = math.Floor(sz)
+		if sz < 1 {
+			sz = 1
+		}
+		return fmt.Sprintf("%.0f", sz)
+	case 1:
+		sz = math.Floor(sz*10) / 10
+		if sz < 0.1 {
+			sz = 0.1
+		}
+		return fmt.Sprintf("%.1f", sz)
+	case 2:
+		sz = math.Floor(sz*100) / 100
+		if sz < 0.01 {
+			sz = 0.01
+		}
+		return fmt.Sprintf("%.2f", sz)
+	default:
+		mult := math.Pow10(decimals)
+		sz = math.Floor(sz*mult) / mult
+		if sz < 1/mult {
+			sz = 1 / mult
+		}
+		return fmt.Sprintf("%."+strconv.Itoa(decimals)+"f", sz)
+	}
+}
+
+// PlaceMarketOrder places a market order and returns the raw JSON response.
 func (h *HyperLiquidTrade) IsConfigured() bool {
 	return h.configured
 }
 
-// PlaceMarketOrder places a market order and returns the raw JSON response.
 func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, error) {
 	if !h.configured {
 		return "", fmt.Errorf("HL not configured")

trader.go

@@ -488,6 +488,12 @@ func (t *Trader) TryEntry(opp *ArbOpportunity, store *PriceStore, notifier *Noti
 		return false
 	}
 
+	// Data quality: reject if either price is zero or negative (stale/fake data)
+	if opp.BuyPrice <= 0 || opp.SellPrice <= 0 {
+		log.Printf("[Trader] %s: skip entry (price=%v/%v <= 0), likely stale/delisted coin", opp.Coin, opp.BuyPrice, opp.SellPrice)
+		return false
+	}
+
 	t.mu.Lock()
 	if t.shuttingDown {
 		t.mu.Unlock()
@@ -1159,7 +1165,7 @@ func (t *Trader) placeOrder(leg *PositionLeg, side string, store *PriceStore) (s
 		}
 		return "", fee
 	} else {
-		size := exchange.GetHLSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
+		size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, leg.EntryPrice)
 		resp, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
 		if err != nil {
 			return fmt.Sprintf("HL %s error: %v", side, err), 0
@@ -1544,7 +1550,7 @@ func (t *Trader) placeOrderAt(leg *PositionLeg, side string, store *PriceStore,
 			return fmt.Sprintf("BG %s error: %v", side, err)
 		}
 	} else {
-		size := exchange.GetHLSize(leg.Coin, t.cfg.TradeAmountUSD, price)
+		size := t.hyperliquid.GetSize(leg.Coin, t.cfg.TradeAmountUSD, price)
 		_, err := t.hyperliquid.PlaceMarketOrder(leg.Coin, side, size)
 		if err != nil {
 			return fmt.Sprintf("HL %s error: %v", side, err)