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反方向ZERO

skyffire 1 year ago
parent
commit
1813f11ee5
1 changed files with 2 additions and 2 deletions
  1. 2 2
      strategy/src/avellaneda_stoikov.rs

+ 2 - 2
strategy/src/avellaneda_stoikov.rs

@@ -260,10 +260,10 @@ impl AvellanedaStoikov {
 
             if self.inventory > Decimal::ZERO {
                 self.bid_delta += pos_edge;
-                self.ask_delta = Decimal::NEGATIVE_ONE * self.base_delta;
+                self.ask_delta = Decimal::ZERO;
             } else if self.inventory < Decimal::ZERO {
                 self.ask_delta += pos_edge;
-                self.bid_delta = Decimal::NEGATIVE_ONE * self.base_delta;
+                self.bid_delta = Decimal::ZERO;
             }
         }
     }