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@@ -81,7 +81,7 @@ TARGET_ASSET_SYMBOL = CEX_TARGET_PAIR_USDT.split('_')[0] # e.g., RATO
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BASE_CURRENCY_SYMBOL = CEX_TARGET_PAIR_USDT.split('_')[1] # e.g., USDT (assumed to be consistent with IN_TOKEN_ADDRESS)
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# 价差与平均价差
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-GAMMA = decimal.Decimal(0.9999)
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+GAMMA = decimal.Decimal(0.999)
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GAMMA_1 = decimal.Decimal(0.99)
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spread_ema = decimal.Decimal(0)
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count = decimal.Decimal(0)
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@@ -318,7 +318,7 @@ def update_data_for_plotly_and_table():
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spread_ema = spread_ema * GAMMA_1 + spread * (decimal.Decimal(1) - GAMMA_1)
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else:
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spread_ema = spread_ema * GAMMA + spread * (decimal.Decimal(1) - GAMMA)
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- # dex_price = dex_price - spread_ema
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+ dex_price = dex_price - spread_ema
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# 4. 计算百分比差异
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# diff = (CEX卖价 - 链上买价) / 链上买价
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