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插入的时间间距bug。

skyfffire 11 months ago
parent
commit
01b5f96e33
1 changed files with 3 additions and 1 deletions
  1. 3 1
      strategy/src/avellaneda_stoikov.rs

+ 3 - 1
strategy/src/avellaneda_stoikov.rs

@@ -611,7 +611,9 @@ impl AvellanedaStoikov {
             kappa,
             flow_ratio,
             ref_price
-        ]).unwrap()
+        ]).unwrap();
+
+        self.prev_insert_time = Decimal::from(Utc::now().timestamp_millis())
     }
 
     // #[instrument(skip(self, ref_ticker_map), level="TRACE")]