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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 ORDER、APR放大订单后，买卖滑点均明显增加，其中ORDER的10万规模模拟买卖滑点最高。 $IRYS 成本差异主要体现在大额买入。模拟1万规模买/卖滑点0.14%/0.12%，10万为1.34%/0.73%。成本恶化时先缩量或拆单，而不是改方向观点。 $ORDER 模拟1万规模买/卖滑点0.18%/0.19%，10万为1.01%/0.94%。薄深度的标志是双侧同步抬升。 $APR 模拟1万规模买/卖滑点0.15%/0.17%，10万为0.92%/0.85%。放大订单后，进出两侧的滑点都明显增加。
Gallery 1
$IRYS+0.27%
$ORDER+1.81%
$APR-3.07%
02:09 · 10/26/26·5.37K views·Posted on OKX Orbit

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