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反方向*5

skyffire 1 tahun lalu
induk
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dfc9ff522c
1 mengubah file dengan 2 tambahan dan 2 penghapusan
  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);
             }
         }