base_delta = self.sigma_square

strategy/src/avellaneda_stoikov.rs

@@ -244,7 +244,7 @@ impl AvellanedaStoikov {
         if self.gamma != Decimal::ZERO {
             let pos_edge = self.gamma * self.sigma_square * self.inventory.abs().powd(dec!(2)) * self.t_diff;
 
-            self.base_delta = self.gamma * self.sigma_square * self.t_diff / Decimal::TWO + (Decimal::ONE / self.gamma) * (Decimal::ONE + self.gamma / self.kappa).ln();
+            self.base_delta = self.sigma_square;
             self.ratio_edge = self.sigma_square;
 
             self.bid_delta = self.base_delta;