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取消订单限制。

skyffire 1 year ago
parent
commit
c924bcfae7
2 changed files with 2 additions and 2 deletions
  1. 1 1
      strategy/src/avellaneda_stoikov.rs
  2. 1 1
      strategy/src/strategy.rs

+ 1 - 1
strategy/src/avellaneda_stoikov.rs

@@ -410,7 +410,7 @@ impl AvellanedaStoikov {
 
     pub fn update_flow_ratio(&mut self) {
         self.flow_ratio_long = Self::calc_flow_ratio_2(&self.flow_ratio_long, &dec!(0), &mut self.trade_long_vec);
-        self.flow_ratio_short = Self::calc_flow_ratio(&self.flow_ratio_short, &dec!(0), &mut self.trade_long_vec);
+        self.flow_ratio_short = Self::calc_flow_ratio_2(&self.flow_ratio_short, &dec!(0), &mut self.trade_short_vec);
     }
 
     pub fn check_ready(&mut self) {

+ 1 - 1
strategy/src/strategy.rs

@@ -1110,7 +1110,7 @@ impl Strategy {
         }
 
         self._cancel_open(&mut command, local_orders);              // 撤单命令处理
-        // self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
+        self._post_open(&mut command, local_orders, predictor);     // 限价单命令处理
         self._check_local_orders(&mut command, local_orders);       // 固定时间检查超时订单
         self._update_in_cancel(&mut command, local_orders);         // 更新撤单队列,是一个filter
         self._check_request_limit(&mut command);                    // 限制频率,移除不合规则之订单,是一个filter