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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 两币放大订单后，买卖滑点均明显增加，其中INTW的10万规模模拟买卖滑点最高。 $INTW 模拟1万规模买/卖滑点0.40%/0.35%，10万为1.75%/1.63%。别用万级滑点线性外推到十万级，按真实单量读档位。 $PARTI 模拟1万规模买/卖滑点0.12%/0.13%，10万为0.72%/0.72%。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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11:16 · 10/30/26·6.1K views·Posted on OKX Orbit

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