参考交易所占7成

strategy/src/avellaneda_stoikov.rs

@@ -340,7 +340,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.ref_price * dec!(0.002);
+        self.sigma_square = self.ref_price * dec!(0.0015);
         self.sigma_square.rescale(10);
     }
 
@@ -369,7 +369,7 @@ impl AvellanedaStoikov {
 
             let price_diff = mp0 - mp1;
 
-            self.ref_price = (self.fair_price_vec[0] + self.fair_price_vec[1] + price_diff) / Decimal::TWO;
+            self.ref_price = self.fair_price_vec[0] * dec!(0.3) + self.fair_price_vec[1] * dec!(0.7) + price_diff / Decimal::TWO;
             // self.ref_price = (self.fair_price_vec[0] + self.fair_price_vec[1]) / Decimal::TWO;
         }
     }