订单存活率降低

strategy/src/strategy.rs

@@ -826,10 +826,10 @@ impl Strategy {
     pub fn _cancel_open(&self, command: &mut OrderCommand, local_orders: &HashMap<String, OrderInfo>) {
         // debug!(?command);
         // 挂单范围
-        // let long_upper = self.open_dist[0];
-        // let long_lower = self.open_dist[1];
-        // let short_lower = self.open_dist[2];
-        // let short_upper = self.open_dist[3];
+        let long_upper = self.open_dist[0];
+        let long_lower = self.open_dist[1];
+        let short_lower = self.open_dist[2];
+        let short_upper = self.open_dist[3];
 
         for order_client_id in local_orders.keys() {
             let order = local_orders.get(order_client_id).unwrap();
@@ -840,7 +840,7 @@ impl Strategy {
             if order.side == "kd".to_string() {
                 // 在价格范围内时不处理
                 // if order.price <= long_upper && order.price >= long_lower {
-                if self.local_time - order.local_time <= 200 {
+                if (self.local_time - order.local_time <= 200) && (order.price <= long_upper && order.price >= long_lower) {
                     continue
                 }
                 // debug!(?key, ?order.price, ?long_upper, ?long_lower);
@@ -848,7 +848,7 @@ impl Strategy {
             } else if order.side == "kk".to_string() { // 开空订单处理
                 // 在价格范围内时不处理
                 // if order.price >= short_lower && order.price <= short_upper {
-                if self.local_time - order.local_time <= 200 {
+                if (self.local_time - order.local_time <= 200) && (order.price >= short_lower && order.price <= short_upper) {
                     continue
                 }
                 // debug!(?key, ?order.price, ?short_lower, ?short_upper);