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796交易所的预先委托单是如何自动成交的?
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Topic: 796交易所的预先委托单是如何自动成交的? (Read 898 times)
ams
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796交易所的预先委托单是如何自动成交的?
September 08, 2013, 05:28:18 PM
#1
每周交割后,预先委托单在0点开盘前自动成交,由于是同时处理的,那么最高的几个买单可能和最低的几个卖单重合。举个简单例子,假如下面是全站的预先委托单列表,买一的价已经高于卖一的价,那么最后有多少预先委托单自动成交?第一笔成交价,究竟是按买一的127元算还是卖一的126元算?买一和卖一抵消后,126的买二和127的卖二是否还能抵消,还是买二和卖二都加入开盘后的委托单列表?
数量 买价 卖价 数量
1 127 126 1
1 126 127 1
1 125 128 1
用户无法看见预先委托单列表,而管理员可以看到,如果有低价的卖一或是高价的买一,管理员就可以在相反方向开仓吃掉这些单子,有作弊的机会,所以预先委托时,用户难以在有利价位开仓。不过我还没搞清这个自动成交的原理,暂时不做结论。个人觉得预先委托单列表应该公示。
796
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Re: 796交易所的预先委托单是如何自动成交的?
September 09, 2013, 08:36:41 AM
#2
这个功能主要是方便投资者在每周的结算交割后实现变相的自动移仓。结算交割后。系统会把所有投资者预先设置好的挂单按设置时间先后次序放入交易队列,进行撮合交易。方便投资者更好的执行自己的投资理念。
pinoye
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Re: 796交易所的预先委托单是如何自动成交的?
September 09, 2013, 09:42:22 AM
#3
796宣称交割结算价格是周日mtgox在23:50的平均价。
可是9月8日mtgox在23:50的成交价是125.73美元,(事实上23:00到00:00都未超过127的价位)
为何当日796以127.63的价格结算,硬是多了1.5%?
ams
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Re: 796交易所的预先委托单是如何自动成交的?
September 09, 2013, 09:43:11 AM
#4
Quote from: 796 on September 09, 2013, 08:36:41 AM
这个功能主要是方便投资者在每周的结算交割后实现变相的自动移仓。结算交割后。系统会把所有投资者预先设置好的挂单按设置时间先后次序放入交易队列,进行撮合交易。方便投资者更好的执行自己的投资理念。
假如所有的预先委托单只有3个,用户A在周五预先委托125卖出1btc,用户B在周六委托126买入1btc,用户C在周日委托127的买入1btc,如果按时间先后撮合交易,那么A的125卖单是被B吃掉了,而不是之后开出更高买入价的C?从昨晚的4笔预先委托成交价看,应该是符合你说的按时间先后撮合交易的。
是否可以考虑增加显示预先委托列表的功能?
796
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Re: 796交易所的预先委托单是如何自动成交的?
September 09, 2013, 10:05:59 AM
#5
Quote from: pinoye on September 09, 2013, 09:42:22 AM
796宣称交割结算价格是周日mtgox在23:50的平均价。
可是9月8日mtgox在23:50的成交价是125.73美元,(事实上23:00到00:00都未超过127的价位)
为何当日796以127.63的价格结算,硬是多了1.5%?
请注意 我们使用的交割价为MTGOX网上顶部 Weighted Avg 价格也就是最近24小时的加权均价为结算价!!!均价与现价有差距是很正常的事,谢谢!!
关于结算:
796交易所BTC期货将会在每周日的23:45---00:00分停止交易与委托,期间将按Mt.Gox上23:50分时显示的平均价进行交割,所有已开仓仓位均会按此价格结算。所有开仓委托挂单不受影响。
参与结算的交易都将计算三倍的VIP值。如有100BTC持仓单参与了自动交割结算,则此100BTC将在增加VIP值时计算成300BTC交易量。
796
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Activity: 532
Merit: 500
Re: 796交易所的预先委托单是如何自动成交的?
September 09, 2013, 10:08:50 AM
#6
Quote from: ams on September 09, 2013, 09:43:11 AM
Quote from: 796 on September 09, 2013, 08:36:41 AM
这个功能主要是方便投资者在每周的结算交割后实现变相的自动移仓。结算交割后。系统会把所有投资者预先设置好的挂单按设置时间先后次序放入交易队列,进行撮合交易。方便投资者更好的执行自己的投资理念。
假如所有的预先委托单只有3个,用户A在周五预先委托125卖出1btc,用户B在周六委托126买入1btc,用户C在周日委托127的买入1btc,如果按时间先后撮合交易,那么A的125卖单是被B吃掉了,而不是之后开出更高买入价的C?从昨晚的4笔预先委托成交价看,应该是符合你说的按时间先后撮合交易的。
是否可以考虑增加显示预先委托列表的功能?
如果原有挂单不在125-127间 那么A与B会以125成交1BTC C的127会挂在市场。
目前没有打算让预挂单被显示,如果以后预挂单量够大我们会考虑。
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