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@@ -130,7 +130,7 @@ impl AvellanedaStoikov {
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let mut first_trade_price = last_trade.price;
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let mut first_trade_price = last_trade.price;
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for trade in self.trade_long_vec.deque.iter().rev() {
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for trade in self.trade_long_vec.deque.iter().rev() {
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- if last_trade_time - trade.time > Decimal::TEN {
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+ if last_trade_time - trade.time > dec!(6) {
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break;
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break;
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}
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}
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