|
|
@@ -308,17 +308,17 @@ def update_data_for_plotly_and_table():
|
|
|
continue
|
|
|
|
|
|
# 加入价差,考虑spread重新计算dex_price
|
|
|
- global spread_ema, count
|
|
|
- spread = dex_price - cex_price
|
|
|
- if count < 120:
|
|
|
- count = count + 1
|
|
|
- if count == 1:
|
|
|
- spread_ema = spread
|
|
|
- else:
|
|
|
- spread_ema = spread_ema * GAMMA_1 + spread * (decimal.Decimal(1) - GAMMA_1)
|
|
|
- else:
|
|
|
- spread_ema = spread_ema * GAMMA + spread * (decimal.Decimal(1) - GAMMA)
|
|
|
- dex_price = dex_price - spread_ema
|
|
|
+ # global spread_ema, count
|
|
|
+ # spread = dex_price - cex_price
|
|
|
+ # if count < 120:
|
|
|
+ # count = count + 1
|
|
|
+ # if count == 1:
|
|
|
+ # spread_ema = spread
|
|
|
+ # else:
|
|
|
+ # spread_ema = spread_ema * GAMMA_1 + spread * (decimal.Decimal(1) - GAMMA_1)
|
|
|
+ # else:
|
|
|
+ # spread_ema = spread_ema * GAMMA + spread * (decimal.Decimal(1) - GAMMA)
|
|
|
+ # dex_price = dex_price - spread_ema
|
|
|
|
|
|
# 4. 计算百分比差异
|
|
|
# diff = (CEX卖价 - 链上买价) / 链上买价
|