ASQ模型 fix1

strategy/src/avellaneda_stoikov.rs

@@ -220,7 +220,7 @@ impl AvellanedaStoikov {
 
     pub fn update_delta(&mut self) {
         if self.gamma != Decimal::ZERO {
-            let pos_edge = if self.inventory.abs() < dec!(3) {
+            let pos_edge = if self.inventory.abs() < dec!(5) {
                 self.gamma * self.sigma_square * self.inventory.abs().powd(Decimal::TWO) * self.t_diff
             } else {
                 Decimal::PI * self.gamma * self.sigma_square * self.inventory.abs().powd(Decimal::TWO) * self.t_diff