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限制开盘报价路径仅用于显式逐笔容量合同

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boris
2026-09-19 21:33:25 +08:00
parent 4d731f9c14
commit 689f93f1f1
1 changed files with 5 additions and 1 deletions
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crates/fidc-core/src/broker.rs
+5 -1
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@@ -8735,8 +8735,12 @@ where
| MatchingType::MinuteBestCounterparty | MatchingType::MinuteBestCounterparty
| MatchingType::Vwap | MatchingType::Vwap
| MatchingType::Twap | MatchingType::Twap
) || (matches!(self.matching_type, MatchingType::CurrentBarClose | MatchingType::NextBarOpen) ) || (self.matching_type == MatchingType::CurrentBarClose
&& self.intraday_execution_start_time.is_some()) && 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 { pub(crate) fn drives_resting_quote_clock(&self) -> bool {