1. 什么是标记价格和最新价格
2. 标记价格算法
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价格 1 = 价格指数 * (1 + 最新资金费率 * (距下一次资金费率收取的时间 / 资金费率收取周期))
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资金费率收取周期是BTCC每次向用户收取资金费率的时间间隔,以小时为单位。
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距下一次资金费率收取的时间为下一次资金费率收取之前剩余的时间,以小时为单位。假设资金费率收取周期设置为 8 小时,且上一次资金费率在 2 小时前收取,则距下一次资金费率收取的时间为 6 小时。
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价格 2 = 价格指数 + 移动平均值(5 分钟基差)
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PI 是计算时的价格指数。
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Bid1_i、Ask1_i 和 PI_i 基于 5 分钟内的 60 个数据点,每 5 秒(每分钟的 0、5、10、15、20、25、30、35、40、45、50 和 55 秒)计算一次。
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若价格 1 < 价格 2 < 合约价格,则价格 2 将用作标记价格。
3. 标记价格应用
<价格 2="2"><合约价格,则价格 2="2" 将用作标记价格。"}}},"folded":false}},"xjzydfduyofekkxeconlwstigwd":{"id":"xjzydfduyofekkxeconlwstigwd","snapshot":{"comments":[],"revisions":[],"hidden":false,"children":[],"text":{"initialattributedtexts":{"attribs":{"0":"*0+1v"},"text":{"0":"注:在极端市场情况或价格来源偏差下,标记价格可能会偏离现货价格。在这种情况下,btcc将采取额外的防护措施,即标记价格="价格" 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data-lark-record-format="docx/record" class="lark-record-clipboard"></合约价格,则价格></价格>
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