1

strategy/src/predictor.rs

@@ -424,14 +424,14 @@ impl Predictor {
         let is_close_short = self.inventory < Decimal::ZERO;
 
         if is_close_long {
-            self.optimal_ask_price = max(self.mid_price, self.fair_price) + self.mid_price * self.params.close;
+            self.optimal_ask_price = self.mid_price + self.mid_price * self.params.close;
             self.bid_delta = dec!(-2);
         } else if is_close_short {
-            self.optimal_bid_price = min(self.mid_price, self.fair_price) - self.mid_price * self.params.close;
+            self.optimal_bid_price = self.mid_price - self.mid_price * self.params.close;
             self.ask_delta = dec!(-2);
         } else {
-            self.optimal_bid_price = min(self.mid_price, self.fair_price) - self.mid_price * self.params.open;
-            self.optimal_ask_price = max(self.mid_price, self.fair_price) + self.mid_price * self.params.open;
+            self.optimal_bid_price = self.mid_price - self.mid_price * self.params.open;
+            self.optimal_ask_price = self.mid_price + self.mid_price * self.params.open;
         }
 
         self.optimal_ask_price.rescale(self.mid_price.scale());