3分钟加仓时间改成10s

strategy/src/avellaneda_stoikov.rs

@@ -57,6 +57,7 @@ impl AvellanedaStoikov {
     const MAX_TIME_RANGE_MICROS: i64 = 3 * 60_000_000;
     const TRADE_LONG_RANGE_MICROS: i64 = 3 * 60_000_000;
     const TRADE_SHORT_RANGE_MICROS: i64 = 60_000_000;
+    const OPEN_DELAY_MICROS: i64 = 10_000_000;
     // const ONE_MILLION: Decimal = dec!(1_000_000);
     // const TWENTY_THOUSAND: Decimal = dec!(20_000);
     const IRA: Decimal = dec!(1);
@@ -310,7 +311,7 @@ impl AvellanedaStoikov {
     pub fn update_t_diff(&mut self) {
         if self.prev_trade_time > 0 {
             let time_diff_decimal = Decimal::from_i64(Utc::now().timestamp_micros() - self.prev_trade_time).unwrap();
-            self.t_diff = max(Decimal::ONE - time_diff_decimal / Decimal::from_i64(Self::MAX_TIME_RANGE_MICROS).unwrap(), Decimal::ZERO);
+            self.t_diff = max(Decimal::ONE - time_diff_decimal / Decimal::from_i64(Self::OPEN_DELAY_MICROS).unwrap(), Decimal::ZERO);
         } else {
             self.t_diff = Decimal::ONE;
         }