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之前一直使用逐仓做严格止损,但是近期做双向对冲策略改用全仓模式,发现持仓价值和可用余额有点诡异,特来求教。
币安合约中,如果选择逐仓模式,交易对价格变化不会优先可用余额,持仓保证金也不会变化,只需要用持仓保证金加上未实现盈利就可以计算持仓价值。
但如果选择全仓模式,可用余额会随着持仓盈利而自动增加,反之会自动减少,持仓保证金也会变化。这就导致一个问题,如果准确计算持仓价值的变化?
例如做 BTC 的 USDT和BUSD合约平衡策略时,如何精确计算出需要调配平衡的金额?
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