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@@ -303,7 +303,11 @@ impl Predictor {
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.count();
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if fair_price_count != 0 {
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self.fair_price = fair_price_sum / Decimal::from(fair_price_count);
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- self.spread_vec.push_back(((self.fair_price - self.mid_price) / self.mid_price).abs());
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+
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+ let mut spread_abs = ((self.fair_price - self.mid_price) / self.mid_price).abs();
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+ spread_abs.rescale(5);
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+
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+ self.spread_vec.push_back(spread_abs);
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let max_abs_value = self.spread_vec.deque.iter().max().unwrap().clone();
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let prev_open = self.params.open.clone();
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