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@@ -245,11 +245,11 @@ impl AvellanedaStoikov {
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}
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if self.ratio_edge > Decimal::ZERO {
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- self.ask_delta = self.ask_delta - self.ratio_edge.abs() * (dec!(1.618) - self.t_diff);
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+ self.ask_delta = self.ask_delta - self.ratio_edge.abs() * (Decimal::TWO - self.t_diff);
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self.bid_delta = self.bid_delta + self.ratio_edge.abs() * dec!(16);
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} else if self.ratio_edge < Decimal::ZERO {
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self.ask_delta = self.ask_delta + self.ratio_edge.abs() * dec!(16);
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- self.bid_delta = self.bid_delta - self.ratio_edge.abs() * (dec!(1.618) - self.t_diff);
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+ self.bid_delta = self.bid_delta - self.ratio_edge.abs() * (Decimal::TWO - self.t_diff);
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}
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if self.init_delta_plus.is_zero() {
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