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@@ -987,7 +987,7 @@ impl Strategy {
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// let one_hand_short_value = dec!(0.97) * predictor.one_grid_order_value;
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// 挂多单
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- if self.post_side >= 0 && buy_value.is_zero() && predictor.inventory < predictor.params.grid && predictor.bid_delta != dec!(-2) {
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+ if self.post_side >= 0 && buy_value.is_zero() && predictor.inventory.is_zero() && predictor.bid_delta != dec!(-2) {
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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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@@ -1019,7 +1019,7 @@ 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.is_zero() && predictor.inventory > -predictor.params.grid && predictor.ask_delta != dec!(-2) {
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+ if self.post_side <= 0 && sell_value.is_zero() && predictor.inventory.is_zero() && predictor.ask_delta != dec!(-2) {
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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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