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