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不利时尽快卖出

skyffire 9 months ago
parent
commit
7dfc1099fc
1 changed files with 3 additions and 3 deletions
  1. 3 3
      strategy/src/predictor.rs

+ 3 - 3
strategy/src/predictor.rs

@@ -1,4 +1,4 @@
-use std::cmp::max;
+use std::cmp::{max, min};
 use std::collections::{BTreeMap, VecDeque};
 use std::sync::Arc;
 use chrono::{Utc};
@@ -347,13 +347,13 @@ impl Predictor {
             self.ask_delta = dec!(0);
             self.bid_delta = dec!(-2);
 
-            self.optimal_ask_price = self.mid_price;
+            self.optimal_ask_price = min(self.mid_price, self.fair_price);
             self.optimal_bid_price = Self::DONT_VIEW;
         } else if is_close_short {
             self.bid_delta = dec!(0);
             self.ask_delta = dec!(-2);
 
-            self.optimal_bid_price = self.mid_price;
+            self.optimal_bid_price = max(self.mid_price, self.fair_price);
             self.optimal_ask_price = Self::DONT_VIEW;
         } else {
             if self.fair_price > self.mid_price {