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取消挂单价格限制。

skyffire 1 year ago
parent
commit
44ff22503d
1 changed files with 2 additions and 2 deletions
  1. 2 2
      strategy/src/strategy.rs

+ 2 - 2
strategy/src/strategy.rs

@@ -951,7 +951,7 @@ impl Strategy {
         // let one_hand_long_value = dec!(0.99) * (self.max_long_value / self.grid);
         // let one_hand_short_value = dec!(0.99) * (self.max_short_value / self.grid);
         // 挂多单
-        if self.post_side >= 0 && buy_value == Decimal::ZERO && predictor.optimal_bid_price < predictor.mid_price {
+        if self.post_side >= 0 && buy_value == Decimal::ZERO {
             let mut target_buy_price = predictor.optimal_bid_price;
             // target_buy_price = utils::clip(target_buy_price, self.bp * dec!(0.97), self.ap * dec!(1.0005));
             target_buy_price = utils::fix_price(target_buy_price, self.tick_size);
@@ -991,7 +991,7 @@ impl Strategy {
             }
         }
         // 挂空单
-        if self.post_side <= 0 && sell_value == Decimal::ZERO && predictor.optimal_ask_price > predictor.mid_price {
+        if self.post_side <= 0 && sell_value == Decimal::ZERO {
             let mut target_sell_price = predictor.optimal_ask_price;
             // target_sell_price = utils::clip(target_sell_price, self.bp * dec!(0.9995), self.ap * dec!(1.03));
             // 取消大小限制