skyffire 1 gadu atpakaļ
vecāks
revīzija
7220189ac2
1 mainītis faili ar 2 papildinājumiem un 11 dzēšanām
  1. 2 11
      strategy/src/avellaneda_stoikov.rs

+ 2 - 11
strategy/src/avellaneda_stoikov.rs

@@ -169,17 +169,8 @@ impl AvellanedaStoikov {
     pub fn update_volume(&mut self) {
         self.last_volume = Decimal::ZERO;
 
-        if self.trade_long_vec.len() > 0 {
-            let last_trade = self.trade_long_vec.get(self.trade_long_vec.len() - 1).unwrap();
-            let last_trade_time = last_trade.time;
-
-            for trade in self.trade_long_vec.deque.iter().rev() {
-                if last_trade_time - trade.time > dec!(60) * Decimal::ONE_THOUSAND {
-                    break;
-                }
-
-                self.last_volume += trade.value;
-            }
+        for trade in self.trade_long_vec.deque.iter().rev() {
+            self.last_volume += trade.value;
         }
     }