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@@ -467,12 +467,12 @@ impl Strategy {
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predictor.optimal_ask_price = utils::fix_price(predictor.optimal_ask_price, self.tick_size);
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predictor.optimal_bid_price = utils::fix_price(predictor.optimal_bid_price, self.tick_size);
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- let delta_ask = predictor.ask_delta.clone();
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- let delta_bid = predictor.ask_delta.clone();
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+ // let delta_ask = predictor.ask_delta.clone();
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+ // let delta_bid = predictor.ask_delta.clone();
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// 开仓相关
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- let avoid_ask = min(dec!(0.001), delta_ask / predictor.ref_price);
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- let avoid_bid = min(dec!(0.001), delta_bid / predictor.ref_price);
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+ let avoid_ask = min(dec!(0.001), predictor.spread_max / predictor.ref_price);
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+ let avoid_bid = min(dec!(0.001), predictor.spread_max / predictor.ref_price);
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// 用于判断价格是否出界
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self.open_dist = vec
