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不利时尽快卖出

skyffire 9 月之前
父节点
当前提交
9110e95894
共有 1 个文件被更改,包括 1 次插入7 次删除
  1. 1 7
      strategy/src/predictor.rs

+ 1 - 7
strategy/src/predictor.rs

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