平仓*2

strategy/src/avellaneda_stoikov.rs

@@ -283,7 +283,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max * dec!(0.618);
+        self.sigma_square = self.spread_max;
         self.sigma_square.rescale(10);
     }
 

strategy/src/bybit_usdt_swap.rs

@@ -29,7 +29,7 @@ pub(crate) async fn reference_bybit_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         ws.set_subscribe(vec![
             BybitSwapSubscribeType::PuTrade,
             BybitSwapSubscribeType::PuOrderBook1,
-            // BybitSwapSubscribeType::PuKline("1".to_string()),
+            BybitSwapSubscribeType::PuKline("1".to_string()),
             // BybitSwapSubscribeType::PuTickers
         ]);