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@@ -369,7 +369,7 @@ impl AvellanedaStoikov {
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self.open_interest_ema = if self.open_interest_ema.is_zero() {
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self.open_interest
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} else {
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- dec!(0.1) * self.open_interest + dec!(0.9) * self.open_interest_ema
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+ dec!(0.2) * self.open_interest + dec!(0.8) * self.open_interest_ema
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};
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}
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self.open_interest_diff = self.open_interest - self.open_interest_ema;
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