mid_price

strategy/src/avellaneda_stoikov.rs

@@ -316,12 +316,12 @@ impl AvellanedaStoikov {
 
     pub fn update_optimal_ask_and_bid(&mut self) {
         self.optimal_ask_price = if self.ask_delta == Decimal::NEGATIVE_ONE {
-            self.ask_price
+            self.mid_price
         } else {
             max(self.ref_price + self.ask_delta, self.ask_price)
         };
         self.optimal_bid_price = if self.bid_price == Decimal::NEGATIVE_ONE {
-            self.bid_price
+            self.mid_price
         } else {
             min(self.ref_price - self.bid_delta, self.bid_price)
         };