diff --git a/vega_sim/scenario/amm/registry.py b/vega_sim/scenario/amm/registry.py index a36fbddb1..96d31ef35 100644 --- a/vega_sim/scenario/amm/registry.py +++ b/vega_sim/scenario/amm/registry.py @@ -14,6 +14,7 @@ annualised_volatility=0.5, notional_trade_volume=100, process_theta=0.02, + drift=0.02, ), ], amm_liquidity_fee=0.001, diff --git a/vega_sim/scenario/benchmark/configs.py b/vega_sim/scenario/benchmark/configs.py index a50d88ae2..f17b5b8c6 100644 --- a/vega_sim/scenario/benchmark/configs.py +++ b/vega_sim/scenario/benchmark/configs.py @@ -11,10 +11,12 @@ def __init__( notional_trade_volume: int, risky_trader_funds: int = 1_000, process_theta: float = 0, + drift: float = 0, ): self.market_config = market_config self.initial_price = initial_price self.process_theta = process_theta + self.drift = drift self.annualised_volatility = annualised_volatility self.notional_trade_volume = notional_trade_volume self.risky_trader_funds = risky_trader_funds