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平仓就留了两种模式,主要是看开点。

skyffire 8 months ago
parent
commit
85d83cc341
1 changed files with 2 additions and 2 deletions
  1. 2 2
      strategy/src/predictor.rs

+ 2 - 2
strategy/src/predictor.rs

@@ -488,13 +488,13 @@ impl Predictor {
             self.ask_delta = dec!(0);
             self.bid_delta = dec!(-2);
 
-            self.optimal_ask_price = min(self.mid_price, self.fair_price);
+            self.optimal_ask_price = min(self.fair_price, self.mid_price) * dec!(0.995);
             self.optimal_bid_price = Self::DONT_VIEW;
         } else if self.trade_condition == dec!(2) && self.inventory < Decimal::ZERO {
             self.bid_delta = dec!(0);
             self.ask_delta = dec!(-2);
 
-            self.optimal_bid_price = max(self.mid_price, self.fair_price);
+            self.optimal_bid_price = max(self.fair_price, self.mid_price) * dec!(1.005);
             self.optimal_ask_price = Self::DONT_VIEW;
         } else if self.trade_condition == dec!(3) {
             self.bid_delta = dec!(0);