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牛市即将离去，于是乎开启了USD币本位合约，突然发现了一个问题
假如利用机器人自动计算仓位套保，这个频率如何控制呢？
1.实时计算仓位并套保，顾名思义就是1秒检测一次，于是问题就来了，大的仓位对冲了，到最后的个位数不平衡，机器人大约每10几秒就开一张，平一张保证了平衡，但是这个频率一天刷下来手续费可不少
2.频率降低，每5%平衡一次仓位，这个又有问题了，遇到暴跌，总是亏了之后才去平衡仓位
现在比较迷茫了，求各位大佬给点经验，到底频率如何控制最优化？
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你说的问题不存在
假定有1个btc，当前价格为A, 折合USD金额为A；
币本位做空仓位A；
当价格变化到B时，USD余额为：（1+A*（1/B - 1/A) ) = A
5 years ago
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