做市策略特殊逻辑要求平仓距离不得为0

strategy/src/predictor.rs

@@ -203,6 +203,10 @@ impl Predictor {
             trade_amount: Default::default(),
         };
 
+        if params.close.is_zero() {
+            panic!("做市策略特殊逻辑要求平仓距离不得为0。");
+        }
+
         predictor
     }
 
@@ -442,11 +446,11 @@ impl Predictor {
 
         // 可能是接针
         let is_open_long = self.force_order_value < -self.params.open
-            && now - self.prev_trade_time > dec!(60000)
+            && self.mid_price < self.prev_trade_price * dec!(0.999)
             && self.inventory < self.params.grid
             && self.bid_delta == dec!(-2);
         let is_open_short = self.force_order_value > self.params.open
-            && now - self.prev_trade_time > dec!(60000)
+            && self.mid_price > self.prev_trade_price * dec!(1.001)
             && self.inventory > -self.params.grid
             && self.ask_delta == dec!(-2);