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@@ -164,6 +164,7 @@ impl AvellanedaStoikov {
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self.trade_short_vec.push_back(trade.clone());
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self.trade_short_vec.push_back(trade.clone());
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self.last_price = trade.price;
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self.last_price = trade.price;
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+ self.mid_price = trade.price;
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self.update_spread();
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self.update_spread();
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self.processor().await;
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self.processor().await;
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}
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}
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