试试原本的千千逻辑。

strategy/src/predictor.rs

@@ -420,27 +420,18 @@ impl Predictor {
             return;
         }
 
-        // 可能是接针
-        let is_open_long = true;
-        let is_open_short = true;
         let is_close_long = self.inventory > Decimal::ZERO;
         let is_close_short = self.inventory < Decimal::ZERO;
 
-        self.bid_delta = dec!(-2);
-        self.ask_delta = dec!(-2);
-
         if is_close_long {
             self.optimal_ask_price = max(self.mid_price, self.fair_price) + self.mid_price * self.params.close;
+            self.bid_delta = dec!(-2);
         } else if is_close_short {
             self.optimal_bid_price = min(self.mid_price, self.fair_price) - self.mid_price * self.params.close;
+            self.ask_delta = dec!(-2);
         } else {
-            if is_open_long {
-                self.optimal_bid_price = min(self.mid_price, self.fair_price) - self.mid_price * self.params.open;
-            }
-
-            if is_open_short {
-                self.optimal_ask_price = max(self.mid_price, self.fair_price) + self.mid_price * self.params.open;
-            }
+            self.optimal_bid_price = min(self.mid_price, self.fair_price) - self.mid_price * self.params.open;
+            self.optimal_ask_price = max(self.mid_price, self.fair_price) + self.mid_price * self.params.open;
         }
 
         self.optimal_ask_price.rescale(self.mid_price.scale());