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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 PARTI、SNXX放大订单后，买卖滑点均明显增加，其中PARTI的10万规模模拟买卖滑点最高。 $PARTI 模拟1万规模买/卖滑点0.13%/0.12%，10万为0.88%/0.79%。薄深度的标志是双侧同步抬升。 $INTW 卖出两档成本同时上升。模拟卖出滑点：1万由0.14%升至0.20%，10万由0.31%升至0.62%。深度在变差，同样单量更贵了。 $SNXX 模拟1万规模买/卖滑点0.06%/0.06%，10万为0.27%/0.29%。双侧变贵，先缩量或拆单。
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03:58 · 10/31/26·18.56K views·Posted on OKX Orbit

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