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桀-@LTChives
Influential Creator
盘口强弱榜
5分钟中位滑点，按盘口估算
$ONE 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0.13%/0.12%，10万为0.59%/0.68%。深度在规模上不连续，十万档才是真正的执行约束。
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