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@@ -463,13 +463,13 @@ impl Predictor {
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pub fn update_optimal_ask_and_bid(&mut self) {
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self.optimal_ask_price = if self.ask_delta == Decimal::NEGATIVE_ONE {
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- self.ref_price + self.mid_price * self.params.close * Decimal::PI
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+ self.ref_price + self.mid_price * self.params.open * Decimal::PI
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} else {
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max(self.ask_price + self.ask_delta, self.bid_price)
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};
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self.optimal_bid_price = if self.bid_delta == Decimal::NEGATIVE_ONE {
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- self.ref_price - self.mid_price * self.params.close * Decimal::PI
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+ self.ref_price - self.mid_price * self.params.open * Decimal::PI
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} else {
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min(self.bid_price - self.bid_delta, self.ask_price)
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};
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