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正式环境的标准。

skyfffire 11 月之前
父节点
当前提交
8ae9dd59b7
共有 2 个文件被更改,包括 25 次插入27 次删除
  1. 1 1
      src/main.rs
  2. 24 26
      strategy/src/avellaneda_stoikov.rs

+ 1 - 1
src/main.rs

@@ -115,7 +115,7 @@ fn read_params_json() -> Params {
     return params;
 }
 
-#[tokio::main]
+#[tokio::main(flavor = "multi_thread", worker_threads = 2)]
 async fn main() {
     // 日志级别配置
     // let params = read_params();

+ 24 - 26
strategy/src/avellaneda_stoikov.rs

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