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@@ -355,7 +355,7 @@ impl Predictor {
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self.optimal_bid_price = max(self.mid_price, self.fair_price);
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self.optimal_ask_price = Self::DONT_VIEW;
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- } else {
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+ } else if self.inventory.is_zero() {
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if self.fair_price > self.mid_price {
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self.bid_delta = dec!(0);
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self.ask_delta = dec!(-2);
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@@ -368,12 +368,6 @@ impl Predictor {
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self.optimal_ask_price = self.fair_price + self.fair_price * self.params.open;
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self.optimal_bid_price = Self::DONT_VIEW;
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- } else {
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- self.bid_delta = dec!(0);
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- self.ask_delta = dec!(0);
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-
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- self.optimal_bid_price = self.fair_price - self.fair_price * self.params.open;
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- self.optimal_ask_price = self.fair_price + self.fair_price * self.params.open;
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}
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}
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