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@@ -102,14 +102,14 @@ impl AvellanedaStoikov {
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}
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// 长度限制
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- if debugs[0].len() > 1_000_000 {
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+ if debugs[0].len() > 500_000 {
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for i in 0..len {
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debugs[i].pop_front(); // 从前面移除元素
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}
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}
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let now = Decimal::from(Utc::now().timestamp_millis());
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- if now - prev_save_time < dec!(10000) {
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+ if now - prev_save_time < dec!(60000) {
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continue;
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}
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@@ -589,31 +589,29 @@ impl AvellanedaStoikov {
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let flow_ratio = Decimal::ZERO;
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let ref_price = self.ref_price;
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- // let need_append = now - self.prev_insert_time > dec!(50);
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- // if !need_append {
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- // return;
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- // }
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-
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- for _ in 0..100 {
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- self.debug_sender.unbounded_send(vec![
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- now,
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- mid_price,
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- ask_price,
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- bid_price,
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- last_price,
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- spread,
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- spread_max,
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- spread_min,
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- optimal_ask_price,
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- optimal_bid_price,
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- inventory,
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- sigma_square,
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- gamma,
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- kappa,
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- flow_ratio,
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- ref_price
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- ]).unwrap()
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+ let need_append = now - self.prev_insert_time > Decimal::ONE_HUNDRED;
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+ if !need_append {
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+ return;
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}
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+
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+ self.debug_sender.unbounded_send(vec![
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+ now,
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+ mid_price,
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+ ask_price,
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+ bid_price,
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+ last_price,
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+ spread,
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+ spread_max,
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+ spread_min,
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+ optimal_ask_price,
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+ optimal_bid_price,
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+ inventory,
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+ sigma_square,
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+ gamma,
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+ kappa,
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+ flow_ratio,
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+ ref_price
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+ ]).unwrap()
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}
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// #[instrument(skip(self, ref_ticker_map), level="TRACE")]
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