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@@ -427,8 +427,16 @@ impl Predictor {
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// let cci_arc = self.cci_arc.clone();
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let now = data_time;
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let mid_price = self.mid_price;
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- let ask_price = Self::DONT_VIEW;
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- let bid_price = Self::DONT_VIEW;
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+ let ask_price = if self.params.ref_exchange.len() > 0 {
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+ self.fair_price_vec[0]
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+ } else {
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+ Self::DONT_VIEW
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+ };
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+ let bid_price = if self.params.ref_exchange.len() > 1 {
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+ self.fair_price_vec[1]
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+ } else {
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+ Self::DONT_VIEW
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+ };
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let optimal_ask_price = self.optimal_ask_price;
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let optimal_bid_price = self.optimal_bid_price;
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let last_price = Self::DONT_VIEW;
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