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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 $SD 成本差异主要体现在大额买入。模拟1万规模买/卖滑点1.62%/1.38%，10万为38.33%/25.61%。 $DOS 大额卖出成本上升，小额卖出几乎没变。10万规模模拟卖出滑点由2.55%升至3.32%。1万卖出仍约0.27%。 $APR 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0.35%/0.35%，10万为2.99%/2.74%。
Gallery 1
$SD+5.35%
$APR-7.56%
$DOS-5.01%
19:31 · 10/13/26·12.03K views·Posted on OKX Orbit
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