SPREAD_TIME_RANGE_MICROS

strategy/src/avellaneda_stoikov.rs

@@ -54,7 +54,7 @@ pub struct AvellanedaStoikov {
 impl AvellanedaStoikov {
     // 时间窗口大小（微秒）
     const MAX_TIME_RANGE_MICROS: i64 = 3 * 60_000_000;
-    const SPREAD_TIME_RANGE_MICROS: i64 = 20 * 60_000_000;
+    const SPREAD_TIME_RANGE_MICROS: i64 = 20 * 60 * 60_000_000;
     const RECORD_RANGE_MICROS: i64 = 4 * 60_000_000;
     const TRADE_LONG_RANGE_MICROS: i64 = 3 * 60_000_000;
     const TRADE_SHORT_RANGE_MICROS: i64 = 20_000_000;