fix: fetch all Hyperliquid fills — UserFillsByTime is capped at 100

Root cause of the dashboard over-reporting profit while the account lost
money: the fill sync used UserFillsByTime, which hard-caps at 100 fills per
response. At 20x/4-position frequency the account does >100 fills/24h, so
~20% of fills were silently dropped — and the dropped ones skewed toward
losers, inflating recorded PnL and under-counting fees. Verified: over a 46h
window the DB showed net +$39 while Hyperliquid official was -$18.6, and the
equity drop ($176 -> $156) confirmed the loss.

Switch GetTrades to UserFills (returns up to 2000 recent fills), filtering to
startTime client-side, and widen the sync lookback 24h -> 7d so gaps
backfill. Verified live: a sync now pulls 675 fills where it previously
always received exactly 100.

Note: this stops future drift; already-corrupted historical position rows are
not retroactively rebuilt (dedup blocks re-processing). Account equity remains
the authoritative scoreboard.

trader/hyperliquid/order_sync.go

@@ -20,13 +20,16 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 		return fmt.Errorf("store is nil")
 	}
 
-	// Get recent trades (last 24 hours)
-	startTime := time.Now().Add(-24 * time.Hour)
+	// Look back 7 days. GetTrades now pulls up to 2000 recent fills (UserFills)
+	// and filters to this window, so a wide lookback backfills any fills missed
+	// during past outages/gaps without dropping recent ones. Dedup by trade ID
+	// keeps re-processing idempotent.
+	startTime := time.Now().Add(-7 * 24 * time.Hour)
 
 	logger.Infof("🔄 Syncing Hyperliquid trades from: %s", startTime.Format(time.RFC3339))
 
 	// Use GetTrades method to fetch trade records
-	trades, err := t.GetTrades(startTime, 1000)
+	trades, err := t.GetTrades(startTime, 2000)
 	if err != nil {
 		return fmt.Errorf("failed to get trades: %w", err)
 	}