fix: data race, scale-in PnL, nonce mutex, dead code, hourly check

- 🔴 Data race: Add GetPositionsCopy() returning deep copies (no shared
  ArbPosition pointers). Use it in dashboard broadcastLoop + handleStatus.
- 🟡 Scale-in PnL: Track LongEntryPrices/ShortEntryPrices on ArbPosition,
  compute weighted average (harmonic mean) at exit for accurate PnL.
- 🟢 CalcNetProfit: Delete dead code from exchange/helpers.go.
- 🟢 HL nonce: Add sync.Mutex around lastNonce++ (thread safety).
- 🟢 Hourly check: Change from 5-second window to minute window.
- 🟢 ExitPrice: Test mode closeLeg already handled by checkExit.

dashboard.go

@@ -290,8 +290,8 @@ func (d *Dashboard) broadcastLoop() {
 		}
 		d.hub.Broadcast("prices", prices)
 
-		// 2. Open positions with live PnL (P3-3)
-		positions := d.trader.GetOpenPositions()
+		// 2. Open positions with live PnL (P3-3) — use safe copy for concurrent read
+		positions := d.trader.GetPositionsCopy()
 		posList := make([]map[string]interface{}, 0, len(positions))
 		for _, pos := range positions {
 			posEntry := map[string]interface{}{
@@ -304,7 +304,7 @@ func (d *Dashboard) broadcastLoop() {
 				"started_at":   pos.StartedAt.Format("15:04:05"),
 			}
 
-			// Calculate live PnL from current prices
+			// Calculate live PnL from current prices — use weighted average for scale-ins
 			if exMap := snap[pos.Coin]; exMap != nil {
 				bgP := exMap[ExBitget]
 				hlP := exMap[ExHyperLiquid]
@@ -315,8 +315,10 @@ func (d *Dashboard) broadcastLoop() {
 					} else {
 						longCurrent, shortCurrent = hlP, bgP
 					}
-					longPnl := (longCurrent - pos.LongLeg.EntryPrice) / pos.LongLeg.EntryPrice * 100
-					shortPnl := (pos.ShortLeg.EntryPrice - shortCurrent) / pos.ShortLeg.EntryPrice * 100
+					longAvg := weightedAvgPrice(pos.LongEntryPrices, pos.AmountUSD/float64(max(1, len(pos.LongEntryPrices))))
+					shortAvg := weightedAvgPrice(pos.ShortEntryPrices, pos.AmountUSD/float64(max(1, len(pos.ShortEntryPrices))))
+					longPnl := (longCurrent - longAvg) / longAvg * 100
+					shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
 					totalFees := 2 * (makerFees[ExBitget] + makerFees[ExHyperLiquid])
 					netPnl := longPnl + shortPnl - totalFees
 
@@ -426,7 +428,7 @@ func (d *Dashboard) handleIndex(w http.ResponseWriter, r *http.Request) {
 
 func (d *Dashboard) handleStatus(w http.ResponseWriter, r *http.Request) {
 	snap := d.store.GetAll()
-	positions := d.trader.GetOpenPositions()
+	positions := d.trader.GetPositionsCopy()
 	converged, diverged, flat, total := d.trader.GetClosedStats()
 
 	resp := map[string]interface{}{