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问题都是一些基础问题,由于我刚开始学习价差套利,然后有一些问题向各位前辈请教。
1:数字货币期货与现货出现价差时开始套利,这个时候的主动腿与被动腿怎么判断,根据盘口单量还是 档位价差
2:我目前都是用的市价两边下单 滑点非常大,但是没有一个成熟的逻辑去交易
3:两边都采用限价下单的情况,如何处理一边成交 一边不成交的问题 未成交的一边按超价多次挂单撤单 超过一定次数就采用市价强制下单 还是怎么处理
如上,是我的一些问题,目前思路比较乱,对这个逻辑也不清晰,希望社区前辈不吝赐教。
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