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桀-@LTChives
桀-@LTChives
Influential Creator
盘口强弱榜 5分钟中位滑点，按盘口估算 $IRYS 成本差异主要体现在大额买入。模拟1万规模买/卖滑点0.10%/0.12%，10万为1.26%/0.83%。盘口不对称只描述成交成本，别从中脑补方向。 $CT 大额买入成本下降，小额买入几乎没变。10万规模模拟买入滑点由1.37%降至0.87%。1万买入仍约0.15%。成本改善可以适度恢复单量，仍按实测档位来。 $ORDER 放大订单后，进出两侧的滑点都明显增加。模拟1万规模买/卖滑点0.14%/0.20%，10万为0.70%/0.60%。这是成本表，不是方向；买卖两侧同步变贵说明深度整体偏薄。
Gallery 1
$IRYS-6.91%
$CT-2.17%
$ORDER-1.47%
06:33 · 25/10/26·11.84K views·Posted on OKX Orbit

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