From de1373deae45987e47e53e24b580924fd0b631f4 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sun, 5 Jul 2026 23:06:51 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E6=97=A5=E7=BA=BF=E6=8A=95?=
 =?UTF-8?q?=E5=BD=B1=E7=BC=BA=E7=9B=98=E5=8F=A3=E9=87=8F=E6=8B=92=E5=8D=95?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 40 +++++++++++--------
 1 file changed, 23 insertions(+), 17 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 6e635fd..de1c964 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -1541,7 +1541,10 @@ impl PlatformExprStrategy {
         let constraints = self.config.risk_config.trading_constraints;
         let mut max_fill = requested_qty;
 
-        if self.config.quote_quantity_limit || constraints.liquidity_limit_enabled {
+        let enforce_top_level_liquidity = quote.is_some()
+            && (self.config.quote_quantity_limit || constraints.liquidity_limit_enabled)
+            || quote.is_none() && constraints.liquidity_limit_enabled;
+        if enforce_top_level_liquidity {
             let top_level_liquidity = match (quote, side) {
                 (Some(quote), OrderSide::Buy) => quote
                     .ask1_volume
@@ -1555,21 +1558,24 @@ impl PlatformExprStrategy {
                 (None, OrderSide::Sell) => market.liquidity_for_sell().min(u32::MAX as u64) as u32,
             };
             if top_level_liquidity == 0 {
-                return None;
-            }
-            let liquidity_limited = if side == OrderSide::Sell && allow_odd_lot_sell {
-                top_level_liquidity
+                if quote.is_some() {
+                    return None;
+                }
             } else {
-                self.round_lot_quantity(
-                    top_level_liquidity,
-                    minimum_order_quantity,
-                    order_step_size,
-                )
-            };
-            if liquidity_limited == 0 {
-                return None;
+                let liquidity_limited = if side == OrderSide::Sell && allow_odd_lot_sell {
+                    top_level_liquidity
+                } else {
+                    self.round_lot_quantity(
+                        top_level_liquidity,
+                        minimum_order_quantity,
+                        order_step_size,
+                    )
+                };
+                if liquidity_limited == 0 {
+                    return None;
+                }
+                max_fill = max_fill.min(liquidity_limited);
             }
-            max_fill = max_fill.min(liquidity_limited);
         }
 
         if constraints.volume_limit_enabled {
@@ -21544,9 +21550,9 @@ mod tests {
                     ask1: 10.0,
                     prev_close: 9.9,
                     volume: 1_000_000,
-                    minute_volume: 10_000,
-                    bid1_volume: 2_000,
-                    ask1_volume: 2_000,
+                    minute_volume: 0,
+                    bid1_volume: 0,
+                    ask1_volume: 0,
                     trading_phase: Some("continuous".to_string()),
                     paused: false,
                     upper_limit: 11.0,