1

strategy/src/predictor.rs

@@ -552,7 +552,7 @@ impl Predictor {
         self.spread_ema = if self.spread_ema.is_zero() {
             self.spread
         } else {
-            self.spread_ema * dec!(0.995) + self.spread * dec!(0.005)
+            self.spread_ema * dec!(0.999) + self.spread * dec!(0.001)
         };
         // self.spread_sma_1000.rescale(8);
         // self.spread_sma_1000_time_vec.push_back(self.spread_ema_1000);