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strategy/src/avellaneda_stoikov.rs

@@ -513,7 +513,7 @@ impl AvellanedaStoikov {
         let inventory = self.inventory;
         let sigma_square = self.error_rate;
         let gamma = now - self.last_update_time;
-        let kappa = self.last_index;
+        let kappa = self.short_trade_len_dec;
 
         let flow_ratio = Decimal::ZERO;
         let ref_price = self.ref_price;