skyffire hai 9 meses
pai
achega
ac1cfa1089
Modificáronse 1 ficheiros con 3 adicións e 3 borrados
  1. 3 3
      strategy/src/predictor.rs

+ 3 - 3
strategy/src/predictor.rs

@@ -402,11 +402,11 @@ impl Predictor {
         let optimal_ask_price = self.optimal_ask_price;
         let optimal_bid_price = self.optimal_bid_price;
         let last_price = Self::DONT_VIEW;
-        let fair_price = Self::DONT_VIEW;
+        let fair_price = self.fair_price;
 
-        let spread = self.fair_price_vec[0] / self.mid_price;
+        let spread = self.fair_price_vec[0] / self.mid_price - self.price_avg_times_vec[0];
         let spread_min = self.signal;
-        let spread_max = Self::DONT_VIEW;
+        let spread_max = self.fair_price_vec[0] / self.mid_price - self.price_avg_times_long_vec[0];
         // let spread = self.price_times_avg;
         // let spread_max = self.fair_price_vec[1] / self.fair_price_vec[0];
         // let spread_min = self.fair_price / self.mid_price;