Add open auction strategy hook

2026-04-22 23:23:51 -07:00
parent 2b5241c2e6
commit c85116c59d
3 changed files with 16 additions and 0 deletions
--- a/crates/fidc-core/src/engine.rs
+++ b/crates/fidc-core/src/engine.rs
@@ -203,6 +203,7 @@ where
                portfolio: &portfolio,
            };
            self.strategy.before_trading(&daily_context)?;
+            self.strategy.open_auction(&daily_context)?;

            let decision = decision_slot
                .map(|(decision_idx, decision_date)| {