Let's try this: Set $x=y$ and get $|f(2x)-2f(x)|<M$ for some $M$ and all $x$.
Now assume that there is actually a sequence $x_n$ such that $f(x_n)\rightarrow \infty$. Find now an index $k$ such that $f(x_k)=N$ with $N$ being much greater than $M$ (how much you should decide by the rest).
Now, (*) gives us that $f(2x_k)\geq 2N-M$, then $f(4x_k)\geq 4N-2M-M$ and generally $f(2^nx_k)\geq 2^nN-a_nM$. Here $a_n$ satisfies the following:$$ a_1=1,\quad a_{n+1}=2a_n+1$$ Now these imply easily that $a_n\leq 2^{n+1}-1$.
Therefore, we have $$ f(2^nx_k)\geq 2^nN-2^{n+1}M$$ Now, use this to show that when $N$ is significantly greater than $M$ (you can make that rigorous), we have $\displaystyle \lim_{n\rightarrow \infty}\dfrac{f(2^nx_k)}{2^nx_k}\cong\dfrac{N}{x_k}$ which gives a contradiction.
Edit: After @pizza's comment, I'll update the proof, since the limit is assumed to be $0$ only for integers. So what we've shown by now is that the function $f$ is bounted on integers. Say that $|f(n)|\leq N$ for some $N\gg M$.
Now, $|f(n)-2f(n/2)|<M$ implies that $$M+N\geq 2|f(n/2)|\Rightarrow N\geq |f(n/2)|$$ Similarly we can show that $|f(\dfrac{n}{2^k})|\leq N$ for all $k$.
Now, just notice that the se $\{\dfrac{n}{2^k}: n,k\in\mathbb{Z}\}$ is dense in $\mathbb{R}$ and complete the proof...