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@@ -482,13 +482,13 @@ impl Predictor {
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self.bid_delta = dec!(0);
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self.bid_delta = dec!(0);
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self.ask_delta = dec!(-2);
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self.ask_delta = dec!(-2);
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- self.optimal_bid_price = self.fair_price * dec!(1.001);
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+ self.optimal_bid_price = max(self.fair_price, self.mid_price) * dec!(1.001);
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self.optimal_ask_price = Self::DONT_VIEW;
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self.optimal_ask_price = Self::DONT_VIEW;
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} else if self.trade_condition == dec!(4) {
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} else if self.trade_condition == dec!(4) {
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self.ask_delta = dec!(0);
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self.ask_delta = dec!(0);
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self.bid_delta = dec!(-2);
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self.bid_delta = dec!(-2);
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- self.optimal_ask_price = self.fair_price * dec!(0.999);
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+ self.optimal_ask_price = min(self.fair_price, self.mid_price) * dec!(0.999);
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self.optimal_bid_price = Self::DONT_VIEW;
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self.optimal_bid_price = Self::DONT_VIEW;
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}
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}
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