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@@ -230,7 +230,7 @@ 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 = self.gamma * self.sigma_square * self.inventory.abs().powd(dec!(3.14)) * self.t_diff / Decimal::TWO;
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+ let pos_edge = self.gamma * self.sigma_square * self.inventory.abs() * self.t_diff / Decimal::TWO;
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self.base_delta = self.sigma_square * self.t_diff;
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self.ratio_edge = dec!(3.14) * self.flow_ratio * self.sigma_square;
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