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@@ -553,7 +553,7 @@ impl AvellanedaStoikov {
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optimal_bid_price: self.optimal_bid_price,
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inventory: self.inventory,
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- sigma_square: self.open_interest_diff,
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+ sigma_square: self.open_interest,
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gamma: self.money_flow_diff,
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kappa: self.total_cross_diff,
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