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@@ -54,7 +54,7 @@ pub struct AvellanedaStoikov {
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impl AvellanedaStoikov {
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// 时间窗口大小（微秒）
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const MAX_TIME_RANGE_MICROS: i64 = 3 * 60_000_000;
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- const SPREAD_TIME_RANGE_MICROS: i64 = 20 * 60 * 60_000_000;
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+ const SPREAD_TIME_RANGE_MICROS: i64 = 20 * 60_000_000;
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const RECORD_RANGE_MICROS: i64 = 4 * 60_000_000;
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const TRADE_LONG_RANGE_MICROS: i64 = 3 * 60_000_000;
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const TRADE_SHORT_RANGE_MICROS: i64 = 20_000_000;
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@@ -478,8 +478,8 @@ impl AvellanedaStoikov {
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bid_price: self.bid_price,
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last_price: self.last_price,
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spread: self.spread,
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- spread_max: self.ask_delta,
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- spread_min: self.bid_delta,
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+ spread_max: self.spread_max,
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+ spread_min: self.spread_min,
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optimal_ask_price: self.optimal_ask_price,
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optimal_bid_price: self.optimal_bid_price,
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