From 689f93f1f1f38929e304f057c6015f820f5bbeb6 Mon Sep 17 00:00:00 2001 From: boris Date: Sat, 19 Sep 2026 21:33:25 +0800 Subject: [PATCH] =?UTF-8?q?=E9=99=90=E5=88=B6=E5=BC=80=E7=9B=98=E6=8A=A5?= =?UTF-8?q?=E4=BB=B7=E8=B7=AF=E5=BE=84=E4=BB=85=E7=94=A8=E4=BA=8E=E6=98=BE?= =?UTF-8?q?=E5=BC=8F=E9=80=90=E7=AC=94=E5=AE=B9=E9=87=8F=E5=90=88=E5=90=8C?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- crates/fidc-core/src/broker.rs | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs index 46e7830..9ccac01 100644 --- a/crates/fidc-core/src/broker.rs +++ b/crates/fidc-core/src/broker.rs @@ -8735,8 +8735,12 @@ where | MatchingType::MinuteBestCounterparty | MatchingType::Vwap | MatchingType::Twap - ) || (matches!(self.matching_type, MatchingType::CurrentBarClose | MatchingType::NextBarOpen) + ) || (self.matching_type == MatchingType::CurrentBarClose && self.intraday_execution_start_time.is_some()) + || (self.matching_type == MatchingType::NextBarOpen + && self.intraday_execution_start_time.is_some() + && self.volume_limit + && self.volume_capacity_mode == VolumeCapacityMode::ExecutionObservation) } pub(crate) fn drives_resting_quote_clock(&self) -> bool {