開平倉的一些距離係數的調整。

strategy/src/avellaneda_stoikov.rs

@@ -246,9 +246,9 @@ impl AvellanedaStoikov {
 
             if self.ratio_edge > Decimal::ZERO {
                 self.ask_delta = self.ask_delta - self.ratio_edge.abs() * (dec!(1.618) - self.t_diff);
-                self.bid_delta = self.bid_delta + self.ratio_edge.abs() * dec!(16);
+                self.bid_delta = self.bid_delta + self.ratio_edge.abs() * dec!(25);
             } else if self.ratio_edge < Decimal::ZERO {
-                self.ask_delta = self.ask_delta + self.ratio_edge.abs() * dec!(16);
+                self.ask_delta = self.ask_delta + self.ratio_edge.abs() * dec!(25);
                 self.bid_delta = self.bid_delta - self.ratio_edge.abs() * (dec!(1.618) - self.t_diff);
             }
 
@@ -259,8 +259,8 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_optimal_ask_and_bid(&mut self) {
-        self.optimal_ask_price = max(self.ref_price + self.ask_delta / Decimal::TWO, self.ask_price);
-        self.optimal_bid_price = min(self.ref_price - self.bid_delta / Decimal::TWO, self.bid_price);
+        self.optimal_ask_price = max(self.ref_price + self.ask_delta / dec!(3.72), self.ask_price);
+        self.optimal_bid_price = min(self.ref_price - self.bid_delta / dec!(3.72), self.bid_price);
     }
 
     pub fn update_t_diff(&mut self) {