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mid_price>

skyffire 1 year ago
parent
commit
8883855656
1 changed files with 1 additions and 0 deletions
  1. 1 0
      strategy/src/avellaneda_stoikov.rs

+ 1 - 0
strategy/src/avellaneda_stoikov.rs

@@ -164,6 +164,7 @@ impl AvellanedaStoikov {
         self.trade_short_vec.push_back(trade.clone());
 
         self.last_price = trade.price;
+        self.mid_price = trade.price;
         self.update_spread();
         self.processor().await;
     }