6毫秒冲击+0.75倍最大

strategy/src/avellaneda_stoikov.rs

@@ -132,7 +132,7 @@ impl AvellanedaStoikov {
 
             let mut first_trade_price = last_trade.price;
             for trade in self.trade_long_vec.deque.iter().rev() {
-                if last_trade_time - trade.time > Decimal::TEN {
+                if last_trade_time - trade.time > dec!(6) {
                     break;
                 }
 
@@ -202,7 +202,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max * dec!(0.5);
+        self.sigma_square = self.spread_max * dec!(0.75);
         self.sigma_square.rescale(10);
     }