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@@ -549,9 +549,9 @@ impl AvellanedaStoikov {
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optimal_ask_price: self.optimal_ask_price,
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optimal_bid_price: self.optimal_bid_price,
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- inventory: self.inventory,
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- sigma_square: self.flow_ratio_long,
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- gamma: self.last_open_interest,
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+ inventory: self.last_open_interest,
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+ sigma_square: self.last_volume,
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+ gamma: self.last_price,
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kappa: self.t_diff,
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flow_ratio: self.flow_ratio_long,
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