观察两个交易所价格的关系2

strategy/src/predictor.rs

@@ -334,9 +334,9 @@ impl Predictor {
             };
 
             // 进行价格归一化处理，公平所的价格有可能是带前缀的
-            let fair_price_part0 = self.fair_price_vec[0] * dec!(0.2);
-            let fair_price_part1 = (self.fair_price_vec[1] / self.price_times_avg) * dec!(0.8);
-            self.fair_price = fair_price_part0 + fair_price_part1;
+            // let fair_price_part0 = self.fair_price_vec[0] * dec!(0.2);
+            // let fair_price_part1 = (self.fair_price_vec[1] / self.price_times_avg) * dec!(0.8);
+            self.fair_price = self.fair_price_vec[1] / self.price_times_avg;
             self.fair_price_time_vec.push_back(self.fair_price);
             self.fair_price_long_time_vec.push_back(self.fair_price);
             self.fair_price_ema_long = if self.fair_price_ema_long.is_zero() {
@@ -638,11 +638,11 @@ impl Predictor {
         let ask_price = self.ask_price;
         let bid_price = self.bid_price;
         let last_price = self.last_price;
-        let fair_price = self.fair_price_ema_long;
+        let fair_price = self.fair_price;
 
-        let spread = self.fair_price;
-        let spread_max = self.fair_price_vec[1] / self.price_times_avg;
-        let spread_min = self.fair_price_vec[0];
+        let spread = self.spread;
+        let spread_max = self.spread_ema_1000;
+        let spread_min = Self::DONT_VIEW;
         // let spread = self.price_times_avg;
         // let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
         // let spread_min = self.fair_price / self.mid_price;