回归接针逻辑

strategy/src/avellaneda_stoikov.rs

@@ -336,7 +336,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max * dec!(2);
+        self.sigma_square = self.ref_price * dec!(0.0006);
         self.sigma_square.rescale(10);
     }
 
@@ -381,10 +381,10 @@ impl AvellanedaStoikov {
 
             if self.inventory > Decimal::ZERO {
                 // self.ask_delta = self.base_delta;
-                self.ask_delta = Decimal::NEGATIVE_ONE;
+                self.ask_delta = self.ref_price * dec!(0.0002);
             } else if self.inventory < Decimal::ZERO {
                 // self.bid_delta = self.base_delta;
-                self.bid_delta = Decimal::NEGATIVE_ONE;
+                self.bid_delta = self.ref_price * dec!(0.0002);
             }
         }
     }

strategy/src/bitget_usdt_swap.rs

@@ -187,12 +187,12 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
                 };
 
                 trace_stack.on_after_format();
-                on_depth(core_arc, &response.label, &mut trace_stack, &result_depth, 1).await;
+                on_depth(core_arc, &response.label, &mut trace_stack, &result_depth, 0).await;
             }
             // 全量
             else {
                 trace_stack.on_after_format();
-                on_depth(core_arc, &response.label, &mut trace_stack, &depth, 1).await;
+                on_depth(core_arc, &response.label, &mut trace_stack, &depth, 0).await;
 
                 depth_asks.clear();
                 depth_asks.append(&mut depth.asks);
@@ -209,7 +209,7 @@ async fn on_public_data(core_arc: Arc<Mutex<Core>>, mul: &Decimal, response: &Re
             for trade in trades.iter_mut() {
                 let core_arc_clone = core_arc.clone();
 
-                on_trade(core_arc_clone, &response.label, &mut trace_stack, &trade, 1).await;
+                on_trade(core_arc_clone, &response.label, &mut trace_stack, &trade, 0).await;
             }
         }
         "tickers" => {