self.bid_delta = dec!(-2);

        self.ask_delta = dec!(-2);

strategy/src/predictor.rs

@@ -343,6 +343,9 @@ impl Predictor {
         let is_close_long = self.inventory > Decimal::ZERO && (self.fair_price < self.mid_price * (Decimal::ONE + self.params.close));
         let is_close_short = self.inventory < Decimal::ZERO && (self.fair_price > self.mid_price * (Decimal::ONE - self.params.close));
 
+        self.bid_delta = dec!(-2);
+        self.ask_delta = dec!(-2);
+
         if is_close_long {
             self.ask_delta = dec!(0);
             self.bid_delta = dec!(-2);