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挂单距离调整。

skyfffire 1 year ago
parent
commit
fc4f403fe1
1 changed files with 1 additions and 1 deletions
  1. 1 1
      strategy/src/avellaneda_stoikov.rs

+ 1 - 1
strategy/src/avellaneda_stoikov.rs

@@ -204,7 +204,7 @@ impl AvellanedaStoikov {
         // };
         // self.gamma.rescale(8);
 
-        self.gamma = dec!(0.5) * Self::IRA;
+        self.gamma = dec!(0.75) * Self::IRA;
     }
 
     pub fn update_kappa(&mut self) {