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remove money_flow

skyffire 1 year ago
parent
commit
c20becc431
1 changed files with 7 additions and 7 deletions
  1. 7 7
      strategy/src/avellaneda_stoikov.rs

+ 7 - 7
strategy/src/avellaneda_stoikov.rs

@@ -250,13 +250,13 @@ impl AvellanedaStoikov {
             self.bid_delta = self.base_delta;
             self.ask_delta = self.base_delta;
 
-            if self.flow_ratio_short > Decimal::ZERO {
-                self.ask_delta = self.ask_delta + self.ratio_edge;
-                self.bid_delta = self.bid_delta - self.ratio_edge;
-            } else if self.flow_ratio_short < Decimal::ZERO {
-                self.ask_delta = self.ask_delta - self.ratio_edge;
-                self.bid_delta = self.bid_delta + self.ratio_edge;
-            }
+            // if self.flow_ratio_short > Decimal::ZERO {
+            //     self.ask_delta = self.ask_delta + self.ratio_edge;
+            //     self.bid_delta = self.bid_delta - self.ratio_edge;
+            // } else if self.flow_ratio_short < Decimal::ZERO {
+            //     self.ask_delta = self.ask_delta - self.ratio_edge;
+            //     self.bid_delta = self.bid_delta + self.ratio_edge;
+            // }
 
             if self.inventory > Decimal::ZERO {
                 self.bid_delta += pos_edge;