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@@ -248,24 +248,24 @@ impl AvellanedaStoikov {
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if self.flow_ratio_long < Decimal::ZERO {
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if self.flow_ratio_short > Decimal::ZERO {
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self.ask_delta -= self.base_delta * (self.flow_ratio_short.abs());
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- self.bid_delta += self.base_delta * (self.flow_ratio_short.abs());
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+ self.bid_delta += self.base_delta;
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} else if self.flow_ratio_short < Decimal::ZERO && self.inventory < Decimal::ZERO {
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- self.ask_delta += self.base_delta * (self.flow_ratio_short.abs());
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+ self.ask_delta += self.base_delta;
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self.bid_delta -= self.base_delta * (self.flow_ratio_short.abs());
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} else {
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- self.ask_delta += self.base_delta * dec!(2);
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- self.bid_delta += self.base_delta * dec!(2);
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+ self.ask_delta += self.base_delta;
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+ self.bid_delta += self.base_delta;
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}
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} else if self.flow_ratio_long > Decimal::ZERO {
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if self.flow_ratio_short > Decimal::ZERO && self.inventory > Decimal::ZERO {
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self.ask_delta -= self.base_delta * (self.flow_ratio_short.abs());
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- self.bid_delta += self.base_delta * (self.flow_ratio_short.abs());
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+ self.bid_delta += self.base_delta;
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} else if self.flow_ratio_short < Decimal::ZERO {
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- self.ask_delta += self.base_delta * (self.flow_ratio_short.abs());
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+ self.ask_delta += self.base_delta;
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self.bid_delta -= self.base_delta * (self.flow_ratio_short.abs());
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} else {
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- self.ask_delta += self.base_delta * dec!(2);
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- self.bid_delta += self.base_delta * dec!(2);
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+ self.ask_delta += self.base_delta;
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+ self.bid_delta += self.base_delta;
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}
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}
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} else {
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