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