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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
$IREN 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0.30%/0.38%,10万为1.41%/1.37%。别用万级滑点线性外推到十万级,按真实单量读档位。

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