https://eryk.github.io/categories/%E9%87%91%E8%9E%8D/ Recent content in 金融 on Eryk's Blog Hugo zh-CN © 2017–2026 Eryk Fri, 25 May 2018 10:19:00 +0000 https://eryk.github.io/2018/05/25/okex%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E5%9F%BA%E6%9C%AC%E6%A6%82%E5%BF%B5%E4%BB%8B%E7%BB%8D/ Fri, 25 May 2018 10:19:00 +0000 https://eryk.github.io/2018/05/25/okex%E5%90%88%E7%BA%A6%E4%BA%A4%E6%98%93%E5%9F%BA%E6%9C%AC%E6%A6%82%E5%BF%B5%E4%BB%8B%E7%BB%8D/ <p>我的微信公众号：pyquant</p> <p><img src="https://raw.githubusercontent.com/eryk/blog_img/master/20190424095328.jpg" alt=""></p> <h3 id="概念">概念</h3> <p>虚拟合约是合约交易的买卖对象，是由合约交易所统一制定的，规定了某一特定的时间交割一定数量商品的标准化合约。</p> <p>OKEX的合约是OKEX推出的以BTC/LTC等币种进行结算的虚拟合约产品，每一张合约分别代表100美元的BTC，或10美元的其他币种（LTC,ETH等）,投资者可以通过买入做多合约来获取虚拟数字货币价格上涨的收益，或通过卖出做空来获取虚拟数字货币收益。合约的杠杆倍数为10或20倍。</p> https://eryk.github.io/2018/03/29/%E9%80%90%E7%AC%94%E5%88%86%E7%AC%94%E9%80%90%E5%8D%95%E5%88%86%E6%97%B6%E6%95%B0%E6%8D%AE%E6%A6%82%E5%BF%B5%E5%8C%BA%E5%88%AB/ Thu, 29 Mar 2018 09:57:00 +0000 https://eryk.github.io/2018/03/29/%E9%80%90%E7%AC%94%E5%88%86%E7%AC%94%E9%80%90%E5%8D%95%E5%88%86%E6%97%B6%E6%95%B0%E6%8D%AE%E6%A6%82%E5%BF%B5%E5%8C%BA%E5%88%AB/ <p>我的微信公众号：pyquant</p> <p><img src="https://raw.githubusercontent.com/eryk/blog_img/master/20190424095328.jpg" alt=""></p> <h1 id="逐笔成交">逐笔成交：</h1> <p>交易过程中的单次成交，是交易过程的真实成交情况。这是Level-2的专有数据，用一个实例来解释这个概念：假设目前的卖一是10元、100手，这时有人以10元委托买入100手，那么这100手是如何成交的呢？这要取决于卖盘由几个委托单构成，如果卖一是一个委托单，那就是一笔成交，即100手；而如果卖一是由40手和60手两笔委托构成，那么这100股就会分成两次成交，即40手一次，60手一次，逐笔成交就是2笔。</p> https://eryk.github.io/2018/01/13/%E4%BA%A4%E6%98%93%E8%AE%A2%E5%8D%95%E7%B1%BB%E5%9E%8B%E4%BB%8B%E7%BB%8D/ Sat, 13 Jan 2018 19:05:00 +0000 https://eryk.github.io/2018/01/13/%E4%BA%A4%E6%98%93%E8%AE%A2%E5%8D%95%E7%B1%BB%E5%9E%8B%E4%BB%8B%E7%BB%8D/ <h1 id="filled相关order类型">Filled相关Order类型：</h1> <ol> <li> <p>Market Order</p> <ul> <li>当订单规模很大时，broker可能会将订单拆分成多个规模较小的订单，导致以不同价格成交不同订单</li> <li>bid-ask spreads 较大时风险较大</li> </ul> </li> <li> <p>Limit Order</p> <ul> <li>Some brokers may charge different commissions between Market &amp; Limit Orders.</li> </ul> </li> <li> <p>Market On Close(MOC) Order</p> https://eryk.github.io/2017/12/22/%E6%AF%94%E7%89%B9%E5%B8%81%E8%B5%84%E6%BA%90%E6%94%B6%E9%9B%86/ Fri, 22 Dec 2017 23:25:00 +0000 https://eryk.github.io/2017/12/22/%E6%AF%94%E7%89%B9%E5%B8%81%E8%B5%84%E6%BA%90%E6%94%B6%E9%9B%86/ <h1 id="资源">资源</h1> <p><a href="https://github.com/kennethreitz/awesome-coins">https://github.com/kennethreitz/awesome-coins</a></p> <h1 id="数据">数据</h1> <ol> <li><a href="https://www.cryptocompare.com/api">https://www.cryptocompare.com/api</a></li> </ol> <blockquote> <p>Cryptocurrency data API for over 40 exchanges and 600 coins(BTC,ETH,XMR + 600 other cryptos)</p> </blockquote> <blockquote> <p>Get open, high, low, close, volumefrom and volumeto from the each minute historical data. This data is only stored for 7 days, if you need more,use the hourly or daily path. It uses BTC conversion if data is not available because the coin is not trading in the specified currency</p> </blockquote> <ol start="2"> <li><a href="https://bitcoincharts.com/about/markets-api/">https://bitcoincharts.com/about/markets-api/</a></li> </ol> <blockquote> <p>Bitcoincharts&rsquo; API is accessable through HTTP Parameters are passed using GET-requests returned data is JSON encoded Don&rsquo;t query more often than once every 15 minutes!</p> https://eryk.github.io/2017/11/24/%E6%B7%B1%E5%9C%B3%E5%B8%82%E4%BB%B7%E5%A7%94%E6%89%98%E7%9A%84%E7%B1%BB%E5%9E%8B/ Fri, 24 Nov 2017 09:29:00 +0000 https://eryk.github.io/2017/11/24/%E6%B7%B1%E5%9C%B3%E5%B8%82%E4%BB%B7%E5%A7%94%E6%89%98%E7%9A%84%E7%B1%BB%E5%9E%8B/ <p>深圳市价委托的类型有五种，分别为：对手方最优价格、本方最优价格、最优五档即时成交剩余撤销、即时成交剩余撤销（FAK）、全额成交或撤销委托（FOK）。</p> https://eryk.github.io/2017/11/06/%E6%9C%9F%E8%B4%A7%E5%88%86%E6%9E%90%E4%B8%8E%E4%BA%A4%E6%98%93%E5%85%A5%E9%97%A8-live-%E7%AC%94%E8%AE%B0/ Mon, 06 Nov 2017 09:29:00 +0000 https://eryk.github.io/2017/11/06/%E6%9C%9F%E8%B4%A7%E5%88%86%E6%9E%90%E4%B8%8E%E4%BA%A4%E6%98%93%E5%85%A5%E9%97%A8-live-%E7%AC%94%E8%AE%B0/ <h1 id="手续费">手续费</h1> <p>包括期货交易所和期货公司收取，期货公司手续费是交易所基础上的1.1 ～ 1.5 倍</p> <h1 id="书籍推荐">书籍推荐</h1> <ol> <li>道：斯坦利·克罗的《期货交易策略》和江恩的《如何从商品期货交易中获利》</li> <li>术：中国期货业协会编的《铁矿石期货》，我们必须要了解铁矿石供给来源、中国铁矿石的进口量、铁矿石需求情况、铁矿石现货有哪些关键指标</li> </ol> <h1 id="关于大周期和小周期趋势问题">关于大周期和小周期趋势问题</h1> <p>把握好小周期，积少成多</p> https://eryk.github.io/2017/08/24/leve1level2-%E8%A7%A3%E9%87%8A/ Thu, 24 Aug 2017 16:36:21 +0000 https://eryk.github.io/2017/08/24/leve1level2-%E8%A7%A3%E9%87%8A/ <h1 id="level-1-market-data">Level 1 Market Data</h1> <p>Basic market data is known as level 1 market data, and includes the following information:</p> <ul> <li><strong>Bid price</strong>: The highest price that a trader is willing to buy an asset at.</li> <li><strong>Bid size</strong>: The number of shares, forex lots or contracts that are available at the bid price.</li> <li><strong>Ask price</strong>: The lowest price that a trader is willing to sell an asset at.</li> <li><strong>Ask size</strong>: The number of shares, forex lots or contracts that are available at the ask price.</li> <li><strong>Last price</strong>: The price at which the most recent trade was completed.</li> <li><strong>Last size</strong>: The number of shares, forex lots or contracts that were traded in the most recent trade.</li> </ul> <p>Level 1 market data provides all of the information needed to trade using most trading systems. If you are trading a price action or indicator based strategy, then Level 1 market data should satisfy your informational needs.</p> https://eryk.github.io/2017/08/18/%E9%87%91%E8%9E%8D%E5%90%8D%E8%AF%8D%E8%A7%A3%E9%87%8A%E6%8C%81%E7%BB%AD%E6%9B%B4%E6%96%B0/ Fri, 18 Aug 2017 09:02:57 +0000 https://eryk.github.io/2017/08/18/%E9%87%91%E8%9E%8D%E5%90%8D%E8%AF%8D%E8%A7%A3%E9%87%8A%E6%8C%81%E7%BB%AD%E6%9B%B4%E6%96%B0/ <h1 id="基础概念">基础概念</h1> <ul> <li> <p>证券市场的交易机制</p> <p>分为报价驱动市场(Quote-driven Market 和订单驱动市场(Order-driven Market)两类，前者依赖做市商提供流动性，后者通过限价单订单提供流动性,交易通过投资者的买进委托和卖出委托竞价所形成。中国的证券市场属于订单驱动市场，包括股票市场和期货市场。</p>