{"id":572,"date":"2026-06-29T06:22:36","date_gmt":"2026-06-29T06:22:36","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=572"},"modified":"2026-06-29T06:22:36","modified_gmt":"2026-06-29T06:22:36","slug":"%e6%9a%97%e5%8f%b7%e8%b3%87%e7%94%a3%e3%83%9e%e3%83%bc%e3%82%b1%e3%83%83%e3%83%88%e3%83%a1%e3%82%a4%e3%82%ad%e3%83%b3%e3%82%b0%e6%88%a6%e7%95%a5%ef%bc%9a%e3%82%aa%e3%83%bc%e3%83%80%e3%83%bc%e3%83%96","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/%e6%9a%97%e5%8f%b7%e8%b3%87%e7%94%a3%e3%83%9e%e3%83%bc%e3%82%b1%e3%83%83%e3%83%88%e3%83%a1%e3%82%a4%e3%82%ad%e3%83%b3%e3%82%b0%e6%88%a6%e7%95%a5%ef%bc%9a%e3%82%aa%e3%83%bc%e3%83%80%e3%83%bc%e3%83%96\/","title":{"rendered":"\u6697\u53f7\u8cc7\u7523\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u6226\u7565\uff1a\u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u4e0d\u5747\u8861\u5ea6\u306b\u3088\u308b\u52d5\u7684\u4fa1\u683c\u8abf\u6574"},"content":{"rendered":"\n
\"\"<\/figure>\n\n\n\n

\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u3068\u306f\u672c\u8cea\u7684\u306b\u3001\u7d04\u5b9a\u78ba\u7387\u3068\u30ea\u30b9\u30af\u7ba1\u7406\u306e\u30d0\u30e9\u30f3\u30b9\u8abf\u6574<\/strong>\u3067\u3059\u3002
\u6307\u5024\u304c\u4fdd\u5b88\u7684\u3059\u304e\u308c\u3070\u7d04\u5b9a\u305b\u305a\u3001\u653b\u3081\u3059\u304e\u308c\u3070\u6025\u5909\u52d5\u3067\u4e0d\u5229\u306a\u7d04\u5b9a\u3092\u5f15\u304d\u53d7\u3051\u3066\u3057\u307e\u3044\u307e\u3059\u3002<\/p>\n\n\n\n

\u3053\u306e\u554f\u984c\u306f\u6697\u53f7\u8cc7\u7523\u5e02\u5834\u3067\u306f\u3055\u3089\u306b\u9855\u8457\u306b\u306a\u308a\u307e\u3059\u3002
24\u6642\u9593\u5e02\u5834\u3067\u4fa1\u683c\u304c\u52d5\u304d\u7d9a\u3051\u3001\u30bb\u30f3\u30c1\u30e1\u30f3\u30c8\u306e\u5909\u5316\u3082\u901f\u304f\u3001\u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u304c\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u3067\u9700\u7d66\u3092\u53cd\u6620\u3059\u308b\u305f\u3081\u3067\u3059\u3002<\/p>\n\n\n\n

\u305d\u3053\u3067\u91cd\u8981\u306b\u306a\u308b\u554f\u3044\u304c\u3053\u3061\u3089\u3067\u3059\uff1a
\u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u4e0d\u5747\u8861\u5ea6\uff08Order Book Imbalance\uff09\u3092\u4f7f\u3063\u3066\u3001\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u306e\u4fa1\u683c\u3092\u52d5\u7684\u306b\u8abf\u6574\u3067\u304d\u308b\u304b\uff1f<\/strong><\/p>\n\n\n\n

1. \u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u306f\u4e88\u6e2c\u3067\u306f\u306a\u304f\u300c\u4fa1\u683c\u4ed8\u3051\u300d<\/h2>\n\n\n\n

\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u3092\u4fa1\u683c\u4e88\u6e2c\u554f\u984c\u3068\u6349\u3048\u308b\u306e\u306f\u8aa4\u89e3\u3067\u3059\u3002<\/p>\n\n\n\n

\u5b9f\u969b\u306b\u306f\u4ee5\u4e0b\u306e3\u70b9\u304c\u91cd\u8981\u3067\u3059\uff1a<\/p>\n\n\n\n

    \n
  • \u73fe\u5728\u4fa1\u683c\u5468\u8fba\u306e\u6d41\u52d5\u6027\u5206\u5e03<\/li>\n\n\n\n
  • \u3069\u3061\u3089\u5074\u306e\u6ce8\u6587\u304c\u3088\u308a\u30a2\u30b0\u30ec\u30c3\u30b7\u30d6\u304b<\/li>\n\n\n\n
  • \u3069\u306e\u4fa1\u683c\u5e2f\u306a\u3089\u7d04\u5b9a\u3057\u3084\u3059\u304f\u3001\u304b\u3064\u4e0d\u5229\u306a\u7d04\u5b9a\u3092\u907f\u3051\u3089\u308c\u308b\u304b<\/li>\n<\/ul>\n\n\n\n

    \u6697\u53f7\u8cc7\u7523\u5e02\u5834\u3067\u306f\u3001\u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u306f\u6700\u3082\u76f4\u63a5\u7684\u306a\u30de\u30a4\u30af\u30ed\u30b9\u30c8\u30e9\u30af\u30c1\u30e3\u30fc\u30c7\u30fc\u30bf\u3067\u3059\u3002<\/p>\n\n\n\n

    2. \u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u4e0d\u5747\u8861\u5ea6\uff08Order Book Imbalance\uff09<\/h2>\n\n\n\n

    \u4e00\u822c\u7684\u306a\u5b9a\u7fa9\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3067\u3059\uff1a<\/p>\n\n\n\n

    Order Imbalance = (Bid Volume – Ask Volume) \/ (Bid Volume + Ask Volume)<\/strong><\/p>\n\n\n\n

    \u4f8b\u3048\u3070\u6df1\u30555\u301c10\u30ec\u30d9\u30eb\u3067\u8a08\u7b97\u3067\u304d\u307e\u3059\uff1a<\/p>\n\n\n\n

      \n
    • 0\u3088\u308a\u5927\u304d\u3044\uff1a\u8cb7\u3044\u5727\u529b\u304c\u5f37\u3044<\/li>\n\n\n\n
    • 0\u3088\u308a\u5c0f\u3055\u3044\uff1a\u58f2\u308a\u5727\u529b\u304c\u5f37\u3044<\/li>\n\n\n\n
    • 0\u4ed8\u8fd1\uff1a\u5747\u8861\u72b6\u614b<\/li>\n<\/ul>\n\n\n\n

      \u91cd\u8981\u306a\u306e\u306f\u65b9\u5411\u4e88\u6e2c\u3067\u306f\u306a\u304f\u3001<\/p>\n\n\n\n

      \n

      \u3069\u3061\u3089\u5074\u306e\u6d41\u52d5\u6027\u304c\u6d88\u8cbb\u3055\u308c\u3084\u3059\u3044\u304b\u3092\u793a\u3059\u70b9\u3067\u3059\u3002<\/p>\n<\/blockquote>\n\n\n\n

      3. \u30b3\u30a2\u6226\u7565\uff1a\u52d5\u7684\u30af\u30a9\u30fc\u30c8\u8abf\u6574<\/h2>\n\n\n\n

      \u5f93\u6765\u306e\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30af\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u56fa\u5b9a\u7684\u3067\u3059\uff1a<\/p>\n\n\n\n

      Mid Price \u00b1 \u30b9\u30d7\u30ec\u30c3\u30c9 \/ 2<\/strong><\/p>\n\n\n\n

      \u3057\u304b\u3057\u5b9f\u969b\u306b\u306f\u5e02\u5834\u306f\u5e38\u306b\u5909\u5316\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n

      \u305d\u3053\u3067\u6b21\u306e\u3088\u3046\u306b\u62e1\u5f35\u3057\u307e\u3059\uff1a<\/p>\n\n\n\n

      Bid Price = Mid – Spread\/2 + \u03b1 \u00d7 Imbalance<\/strong>
      Ask Price = Mid + Spread\/2 + \u03b1 \u00d7 Imbalance<\/strong><\/p>\n\n\n\n

        \n
      • \u03b1\uff1a\u653b\u6483\u6027\u30d1\u30e9\u30e1\u30fc\u30bf<\/li>\n\n\n\n
      • Imbalance\uff1a\u30aa\u30d5\u30bb\u30c3\u30c8\u65b9\u5411<\/li>\n<\/ul>\n\n\n\n

        \u3053\u308c\u306b\u3088\u308a\u3001\u6d41\u52d5\u6027\u5727\u529b\u306b\u5fdc\u3058\u305f\u4fa1\u683c\u8abf\u6574\u304c\u53ef\u80fd\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

        4. \u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u304b\u3089\u30b7\u30b0\u30ca\u30eb\u3078\u306e\u5909\u63db<\/h2>\n\n\n\n

        \u3053\u306e\u6226\u7565\u306b\u306f\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u306e\u677f\u60c5\u5831\u304c\u5fc5\u9808\u3067\u3059\u3002<\/p>\n\n\n\n

        WebSocket\u306a\u3069\u306e\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u30c7\u30fc\u30bf\u30d5\u30a3\u30fc\u30c9\u3092\u4f7f\u3044\u3001\u30ec\u30d9\u30eb2\u30c7\u30fc\u30bf\u3092\u53d6\u5f97\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

        \uff08Python\u30b3\u30fc\u30c9\u4f8b\u306f\u82f1\u8a9e\u7248\u3068\u540c\u69d8\u69cb\u9020\uff09<\/p>\n\n\n\n

        5. \u306a\u305c\u4e0d\u5747\u8861\u5ea6\u304c\u91cd\u8981\u306a\u306e\u304b<\/h2>\n\n\n\n

        \u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u6700\u5927\u306e\u30ea\u30b9\u30af\u306f**\u9006\u9078\u629e\uff08Adverse Selection\uff09**\u3067\u3059\u3002<\/p>\n\n\n\n

        \u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u4e0d\u5747\u8861\u5ea6\u306f\u4ee5\u4e0b\u306b\u5f79\u7acb\u3061\u307e\u3059\uff1a<\/p>\n\n\n\n

        1. \u6d41\u52d5\u6027\u306e\u5909\u5316\u3092\u65e9\u671f\u691c\u77e5<\/h3>\n\n\n\n
          \n
        • \u8cb7\u3044\u6ce8\u6587\u306e\u6025\u5897<\/li>\n\n\n\n
        • \u58f2\u308a\u6ce8\u6587\u306e\u6025\u6e1b<\/li>\n<\/ul>\n\n\n\n

          2. \u4e0d\u5229\u306a\u5074\u3078\u306e\u6307\u5024\u56de\u907f<\/h3>\n\n\n\n

          \u58f2\u308a\u5727\u529b\u304c\u5f37\u3044\u3068\u304d\u306b\u8cb7\u3044\u6307\u5024\u3092\u653b\u3081\u308b\u3068\u640d\u5931\u30ea\u30b9\u30af\u304c\u9ad8\u307e\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

          3. \u7d04\u5b9a\u54c1\u8cea\u306e\u5411\u4e0a<\/h3>\n\n\n\n

          \u6d41\u52d5\u6027\u306e\u65b9\u5411\u306b\u6cbf\u3063\u305f\u4fa1\u683c\u8abf\u6574\u304c\u53ef\u80fd\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

          6. \u767a\u5c55\uff1a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u30d5\u30a3\u30eb\u30bf<\/h2>\n\n\n\n

          \u4e0d\u5747\u8861\u5ea6\u5358\u4f53\u3067\u306f\u30ce\u30a4\u30ba\u304c\u5927\u304d\u3044\u305f\u3081\u3001\u4ee5\u4e0b\u3092\u8ffd\u52a0\u3057\u307e\u3059\uff1a<\/p>\n\n\n\n

          if volatility > threshold:\n    alpha *= 0.5\n<\/pre>\n\n\n\n
            \n
          • \u9ad8\u30dc\u30e9 \u2192 \u4fdd\u5b88\u7684<\/li>\n\n\n\n
          • \u4f4e\u30dc\u30e9 \u2192 \u7a4d\u6975\u7684<\/li>\n<\/ul>\n\n\n\n
            7. \u30de\u30eb\u30c1\u30a2\u30bb\u30c3\u30c8\u62e1\u5f35<\/h2>\n\n\n\n
            BTC\u3001ETH\u3001FX\u3001\u30b4\u30fc\u30eb\u30c9\u306a\u3069\u8907\u6570\u8cc7\u7523\u3092\u63a5\u7d9a\u3059\u308b\u3068\uff1a<\/p>\n\n\n\n
              \n
            • \u8cc7\u7523\u9593\u306e\u4e0d\u5747\u8861\u6bd4\u8f03<\/li>\n\n\n\n
            • \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u6b63\u898f\u5316<\/li>\n\n\n\n
            • \u8cc7\u91d1\u30d5\u30ed\u30fc\u79fb\u52d5\u306e\u691c\u51fa<\/li>\n<\/ul>\n\n\n\n
              \u4f8b\uff1a<\/p>\n\n\n\n
                \n
              • BTC\u8cb7\u3044\u5727\u529b\u5f37 + ETH\u5f31 \u2192 \u8cc7\u91d1\u30ed\u30fc\u30c6\u30fc\u30b7\u30e7\u30f3<\/li>\n\n\n\n
              • \u30b4\u30fc\u30eb\u30c9\u4e0a\u6607 + \u30c9\u30eb\u4e0b\u843d \u2192 \u30de\u30af\u30ed\u30c8\u30ec\u30f3\u30c9<\/li>\n<\/ul>\n\n\n\n
                8. \u672c\u8cea\uff1a\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u306f\u5e02\u5834\u306e\u547c\u5438\u3092\u8aad\u3080\u3053\u3068<\/h2>\n\n\n\n
                \u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u306f\u5358\u306a\u308b\u30c7\u30fc\u30bf\u3067\u306f\u306a\u304f\u3001\u5e02\u5834\u306e\u72b6\u614b\u305d\u306e\u3082\u306e\u3067\u3059\u3002<\/p>\n\n\n\n
                  \n
                • \u8cb7\u3044\u306e\u96c6\u4e2d = \u5f37\u6c17\u5727\u529b<\/li>\n\n\n\n
                • \u58f2\u308a\u306e\u64a4\u9000 = \u6d41\u52d5\u6027\u4f4e\u4e0b<\/li>\n\n\n\n
                • \u4e0d\u5747\u8861 = \u30bb\u30f3\u30c1\u30e1\u30f3\u30c8\u5dee\u5206<\/li>\n<\/ul>\n\n\n\n
                  \u6700\u7d42\u7684\u306b\u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u306f\u4e88\u6e2c\u3067\u306f\u306a\u304f\u3001\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u6d41\u52d5\u6027\u306b\u57fa\u3065\u304d\u3001\u4fa1\u683c\u3092\u7d99\u7d9a\u7684\u306b\u88dc\u6b63\u3059\u308b\u884c\u70ba\u3078\u3068\u9032\u5316\u3057\u307e\u3059\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"
                  \u30de\u30fc\u30b1\u30c3\u30c8\u30e1\u30a4\u30ad\u30f3\u30b0\u3068\u306f\u672c\u8cea\u7684\u306b\u3001\u7d04\u5b9a\u78ba\u7387\u3068\u30ea\u30b9\u30af\u7ba1\u7406\u306e\u30d0\u30e9\u30f3\u30b9\u8abf\u6574\u3067\u3059\u3002\u6307\u5024\u304c\u4fdd\u5b88\u7684\u3059\u304e\u308c\u3070\u7d04\u5b9a\u305b\u305a\u3001\u653b\u3081\u3059\u304e\u308c\u3070\u6025\u5909\u52d5\u3067\u4e0d\u5229\u306a\u7d04\u5b9a\u3092\u5f15\u304d\u53d7\u3051\u3066\u3057\u307e\u3044\u307e\u3059\u3002 \u3053\u306e\u554f\u984c\u306f\u6697\u53f7\u8cc7\u7523\u5e02\u5834\u3067\u306f\u3055\u3089\u306b\u9855\u8457\u306b\u306a\u308a\u307e\u3059\u300224\u6642\u9593\u5e02\u5834 […]<\/p>\n","protected":false},"author":3,"featured_media":573,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-572","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2026\/06\/%E8%82%A1%E7%A5%A8%E5%B8%82%E5%9C%BA%E6%95%B0%E6%8D%AEAPI%E5%B0%81%E9%9D%A2%E5%9B%BE%E5%88%9B%E4%BD%9C-7-scaled.png?fit=2560%2C1338&ssl=1","author_info":{"display_name":"\u662d\u7199","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/sohee\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/572","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=572"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/572\/revisions"}],"predecessor-version":[{"id":574,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/572\/revisions\/574"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/573"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=572"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=572"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=572"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}