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@@ -951,7 +951,7 @@ impl Strategy {
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// let one_hand_long_value = dec!(0.99) * (self.max_long_value / self.grid);
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// let one_hand_short_value = dec!(0.99) * (self.max_short_value / self.grid);
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// 挂多单
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- if self.post_side >= 0 && buy_value == Decimal::ZERO && predictor.optimal_bid_price < predictor.mid_price && predictor.inventory <= Decimal::ZERO {
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+ if self.post_side >= 0 && buy_value == Decimal::ZERO && predictor.inventory <= Decimal::ZERO {
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let mut target_buy_price = predictor.optimal_bid_price;
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// target_buy_price = utils::clip(target_buy_price, self.bp * dec!(0.97), self.ap * dec!(1.0005));
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target_buy_price = utils::fix_price(target_buy_price, self.tick_size);
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@@ -991,7 +991,7 @@ impl Strategy {
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}
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}
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// 挂空单
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- if self.post_side <= 0 && sell_value == Decimal::ZERO && predictor.optimal_ask_price > predictor.mid_price && predictor.inventory >= Decimal::ZERO {
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+ if self.post_side <= 0 && sell_value == Decimal::ZERO && predictor.inventory >= Decimal::ZERO {
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let mut target_sell_price = predictor.optimal_ask_price;
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// target_sell_price = utils::clip(target_sell_price, self.bp * dec!(0.9995), self.ap * dec!(1.03));
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// 取消大小限制
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@@ -1110,7 +1110,7 @@ impl Strategy {
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self.fix_price(predictor);
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self._cancel_open(&mut command, local_orders); // 撤单命令处理
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- // self._post_open(&mut command, local_orders, predictor); // 限价单命令处理
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+ self._post_open(&mut command, local_orders, predictor); // 限价单命令处理
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self._check_local_orders(&mut command, local_orders); // 固定时间检查超时订单
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self._update_in_cancel(&mut command, local_orders); // 更新撤单队列，是一个filter
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self._check_request_limit(&mut command); // 限制频率，移除不合规则之订单，是一个filter
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