差价达到一定规模才提交

strategy/src/predictor.rs

@@ -362,13 +362,13 @@ impl Predictor {
             self.optimal_bid_price = max(self.mid_price, self.fair_price);
             self.optimal_ask_price = Self::DONT_VIEW;
         } else if self.inventory.is_zero() {
-            if self.fair_price > self.mid_price {
+            if self.fair_price > self.mid_price * (Decimal::ONE + self.params.open / Decimal::TWO) {
                 self.bid_delta = dec!(0);
                 self.ask_delta = dec!(-2);
 
                 self.optimal_bid_price = self.fair_price - self.fair_price * self.params.open;
                 self.optimal_ask_price = Self::DONT_VIEW;
-            } else if self.fair_price < self.mid_price {
+            } else if self.fair_price < self.mid_price * (Decimal::ONE - self.params.open / Decimal::TWO) {
                 self.ask_delta = dec!(0);
                 self.bid_delta = dec!(-2);