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Update avellaneda_stoikov.rs

JiahengHe 1 year ago
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commit
c6c0a32ae0
1 changed files with 1 additions and 1 deletions
  1. 1 1
      strategy/src/avellaneda_stoikov.rs

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strategy/src/avellaneda_stoikov.rs

@@ -16,7 +16,7 @@ use standard::{Depth, Ticker, Trade};
     S = (ap*bv+bp*av)/(av+bv)
 2. ROC 值 下单风控
 3. VWPIN 值 下单风控
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 **/