ratio_edge

strategy/src/avellaneda_stoikov.rs

@@ -290,11 +290,11 @@ impl AvellanedaStoikov {
             }
 
             if self.ratio_edge > Decimal::ZERO {
-                self.ask_delta -= self.sigma_square.abs() * (Decimal::TWO - self.t_diff);
+                self.ask_delta -= self.ratio_edge.abs() * (Decimal::TWO - self.t_diff);
                 self.bid_delta += self.sigma_square.abs() * dec!(10);
             } else if self.ratio_edge < Decimal::ZERO {
                 self.ask_delta += self.sigma_square.abs() * dec!(10);
-                self.bid_delta -= self.sigma_square.abs() * (Decimal::TWO - self.t_diff);
+                self.bid_delta -= self.ratio_edge.abs() * (Decimal::TWO - self.t_diff);
             } else if self.ratio_edge == Decimal::ZERO {
                 self.ask_delta += self.sigma_square.abs() * dec!(10);
                 self.bid_delta += self.sigma_square.abs() * dec!(10);