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@@ -220,7 +220,7 @@ impl AvellanedaStoikov {
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pub fn update_delta(&mut self) {
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if self.gamma != Decimal::ZERO {
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- let pos_edge = if self.inventory.abs() <= dec!(3) {
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+ let pos_edge = if self.inventory.abs() < dec!(3) {
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self.gamma * self.sigma_square * self.inventory.abs().powd(Decimal::TWO) * self.t_diff
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} else {
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Decimal::PI * self.gamma * self.sigma_square * self.inventory.abs().powd(Decimal::TWO) * self.t_diff
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