skyffire vor 1 Jahr
Ursprung
Commit
dfc9ff522c
1 geänderte Dateien mit 2 neuen und 2 gelöschten Zeilen
  1. 2 2
      strategy/src/avellaneda_stoikov.rs

+ 2 - 2
strategy/src/avellaneda_stoikov.rs

@@ -461,9 +461,9 @@ impl AvellanedaStoikov {
 
             if self.money_flow_diff > Decimal::ZERO {
                 self.ask_delta -= self.base_delta * (Decimal::TWO - self.t_diff);
-                self.bid_delta += self.base_delta;
+                self.bid_delta += self.base_delta * dec!(5);
             } else if self.money_flow_diff < Decimal::ZERO {
-                self.ask_delta += self.base_delta;
+                self.ask_delta += self.base_delta * dec!(5);
                 self.bid_delta -= self.base_delta * (Decimal::TWO - self.t_diff);
             }
         }