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gamma = 1

skyffire 1 year ago
parent
commit
3f563ecb55
1 changed files with 1 additions and 1 deletions
  1. 1 1
      strategy/src/avellaneda_stoikov.rs

+ 1 - 1
strategy/src/avellaneda_stoikov.rs

@@ -215,7 +215,7 @@ impl AvellanedaStoikov {
         // };
         // self.gamma.rescale(8);
 
-        self.gamma = dec!(0.236) * Self::IRA;
+        self.gamma = dec!(1) * Self::IRA;
     }
 
     pub fn update_kappa(&mut self) {