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@@ -270,17 +270,8 @@ impl AvellanedaStoikov {
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}
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}
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pub fn update_optimal_ask_and_bid(&mut self) {
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pub fn update_optimal_ask_and_bid(&mut self) {
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- self.optimal_ask_price = if self.inventory > Decimal::ZERO {
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- self.ref_price + self.ask_delta
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- } else {
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- max(self.ref_price + self.ask_delta, self.ask_price)
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- };
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-
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- self.optimal_bid_price = if self.inventory < Decimal::ZERO {
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- self.ref_price + self.ask_delta
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- } else {
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- min(self.ref_price - self.bid_delta, self.bid_price)
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- };
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+ self.optimal_ask_price = max(self.ref_price + self.ask_delta, self.ask_price);
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+ self.optimal_bid_price = min(self.ref_price - self.bid_delta, self.bid_price);
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}
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}
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pub fn update_t_diff(&mut self) {
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pub fn update_t_diff(&mut self) {
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