open_interest

strategy/src/avellaneda_stoikov.rs

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