{"id":10964,"date":"2026-06-29T14:22:24","date_gmt":"2026-06-29T06:22:24","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10964"},"modified":"2026-06-29T14:22:24","modified_gmt":"2026-06-29T06:22:24","slug":"%e5%8a%a0%e5%af%86%e8%b4%a7%e5%b8%81%e9%87%8f%e5%8c%96%e7%ad%96%e7%95%a5%e7%9a%84%e5%81%9a%e5%b8%82%e7%ad%96%e7%95%a5%ef%bc%9a%e5%a6%82%e4%bd%95%e6%a0%b9%e6%8d%ae%e8%ae%a2%e5%8d%95%e7%b0%bf%e4%b8%8d","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/%e5%8a%a0%e5%af%86%e8%b4%a7%e5%b8%81%e9%87%8f%e5%8c%96%e7%ad%96%e7%95%a5%e7%9a%84%e5%81%9a%e5%b8%82%e7%ad%96%e7%95%a5%ef%bc%9a%e5%a6%82%e4%bd%95%e6%a0%b9%e6%8d%ae%e8%ae%a2%e5%8d%95%e7%b0%bf%e4%b8%8d\/","title":{"rendered":"\u52a0\u5bc6\u8d27\u5e01\u91cf\u5316\u7b56\u7565\u7684\u505a\u5e02\u7b56\u7565\uff1a\u5982\u4f55\u6839\u636e\u8ba2\u5355\u7c3f\u4e0d\u5e73\u8861\u5ea6\u52a8\u6001\u8c03\u6574\u4e70\u5356\u62a5\u4ef7\uff1f"},"content":{"rendered":"\n<figure class=\"wp-block-image size-large\"><img data-recalc-dims=\"1\" fetchpriority=\"high\" decoding=\"async\" width=\"800\" height=\"418\" src=\"https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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.png?resize=800%2C418&#038;ssl=1\" alt=\"\" class=\"wp-image-10965\" srcset=\"https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?resize=1024%2C535&amp;ssl=1 1024w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?resize=300%2C157&amp;ssl=1 300w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?resize=768%2C401&amp;ssl=1 768w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?resize=1536%2C803&amp;ssl=1 1536w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?resize=2048%2C1071&amp;ssl=1 2048w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?w=1600&amp;ssl=1 1600w, https:\/\/i0.wp.com\/blog.alltick.co\/zh-CN\/wp-content\/uploads\/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?w=2400&amp;ssl=1 2400w\" sizes=\"(max-width: 800px) 100vw, 800px\" \/><\/figure>\n\n\n\n<p>\u505a\u5e02\u8fd9\u4ef6\u4e8b\uff0c\u8bf4\u767d\u4e86\u5c31\u662f\u5728\u201c\u613f\u610f\u6210\u4ea4\u201d\u548c\u201c\u63a7\u5236\u98ce\u9669\u201d\u4e4b\u95f4\u4e0d\u65ad\u8d70\u94a2\u4e1d\u3002\u4f60\u6302\u5f97\u592a\u4fdd\u5b88\uff0c\u6ca1\u4eba\u8ddf\u4f60\u6210\u4ea4\uff1b\u4f60\u6302\u5f97\u592a\u6fc0\u8fdb\uff0c\u5e02\u573a\u4e00\u6ce2\u6ce2\u52a8\u5c31\u628a\u4f60\u626b\u51fa\u5c40\u3002<\/p>\n\n\n\n<p>\u5c24\u5176\u662f\u5728\u52a0\u5bc6\u8d27\u5e01\u5e02\u573a\uff0c\u8fd9\u79cd\u77db\u76fe\u4f1a\u88ab\u653e\u5927\u3002\u56e0\u4e3a\u4ef7\u683c\u662f 24\/7 \u8df3\u52a8\u7684\uff0c\u60c5\u7eea\u53d8\u5316\u6bd4\u4f20\u7edf\u5e02\u573a\u66f4\u5feb\uff0c\u800c\u8ba2\u5355\u7c3f\u7ed3\u6784\u53c8\u975e\u5e38\u201c\u8bda\u5b9e\u201d\u2014\u2014\u5b83\u51e0\u4e4e\u5b9e\u65f6\u66b4\u9732\u4e86\u5e02\u573a\u7684\u4f9b\u9700\u503e\u659c\u3002<\/p>\n\n\n\n<p>\u4e8e\u662f\uff0c\u4e00\u4e2a\u5f88\u5173\u952e\u7684\u95ee\u9898\u5c31\u51fa\u73b0\u4e86\uff1a<br><strong>\u80fd\u4e0d\u80fd\u7528\u8ba2\u5355\u7c3f\u7684\u4e0d\u5e73\u8861\u5ea6\uff08Order Book Imbalance\uff09\uff0c\u52a8\u6001\u8c03\u6574\u505a\u5e02\u62a5\u4ef7\uff1f<\/strong><\/p>\n\n\n\n<p>\u8fd9\u7bc7\u6587\u7ae0\u5c31\u56f4\u7ed5\u8fd9\u4e2a\u95ee\u9898\u5c55\u5f00\uff0c\u7528 Python \u601d\u8def\u62c6\u89e3\u4e00\u4e2a\u201c\u53ef\u843d\u5730\u201d\u7684\u505a\u5e02\u7b56\u7565\u6846\u67b6\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e00\u3001\u505a\u5e02\u7b56\u7565\u7684\u6838\u5fc3\u4e0d\u662f\u9884\u6d4b\uff0c\u800c\u662f\u201c\u5b9a\u4ef7\u201d<\/h2>\n\n\n\n<p>\u5f88\u591a\u4eba\u7406\u89e3\u505a\u5e02\u7b56\u7565\u65f6\uff0c\u4f1a\u4e0d\u81ea\u89c9\u5730\u5f80\u201c\u9884\u6d4b\u6da8\u8dcc\u201d\u4e0a\u9760\uff0c\u4f46\u771f\u5b9e\u7684\u505a\u5e02\u903b\u8f91\u5b8c\u5168\u4e0d\u540c\u3002<\/p>\n\n\n\n<p>\u505a\u5e02\u5546\u771f\u6b63\u5173\u5fc3\u7684\u662f\u4e09\u4ef6\u4e8b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5f53\u524d\u4ef7\u683c\u9644\u8fd1\u7684\u771f\u5b9e\u6d41\u52a8\u6027\u5728\u54ea\u91cc<\/li>\n\n\n\n<li>\u4e70\u76d8\u548c\u5356\u76d8\u8c01\u66f4\u201c\u6025\u201d<\/li>\n\n\n\n<li>\u5728\u4ec0\u4e48\u4ef7\u4f4d\u6302\u5355\u80fd\u66f4\u9ad8\u6982\u7387\u6210\u4ea4\uff0c\u540c\u65f6\u4e0d\u88ab\u8fc7\u5ea6\u51fb\u7a7f<\/li>\n<\/ul>\n\n\n\n<p>\u5728\u52a0\u5bc6\u8d27\u5e01\u9886\u57df\uff08Cryptocurrency Market\uff09\uff0c\u8ba2\u5355\u7c3f\u5c31\u662f\u6700\u76f4\u63a5\u7684\u4fe1\u53f7\u6e90\u3002\u5982\u679c\u4f60\u80fd\u8bfb\u61c2\u8ba2\u5355\u7c3f\u7ed3\u6784\u53d8\u5316\uff0c\u4f60\u5c31\u5df2\u7ecf\u6bd4\u201c\u770bK\u7ebf\u201d\u7684\u7b56\u7565\u63d0\u524d\u534a\u6b65\u4e86\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e8c\u3001\u8ba2\u5355\u7c3f\u4e0d\u5e73\u8861\u5ea6\uff08Order Book Imbalance\uff09<\/h2>\n\n\n\n<p>\u6700\u5e38\u89c1\u7684\u5b9a\u4e49\u65b9\u5f0f\u662f\uff1a<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p>Order Imbalance = (Bid Volume &#8211; Ask Volume) \/ (Bid Volume + Ask Volume)<\/p>\n<\/blockquote>\n\n\n\n<p>\u6211\u4eec\u53ef\u4ee5\u5728\u4e0d\u540c\u6df1\u5ea6\uff08\u4f8b\u5982\u524d5\u6863\u3001\u524d10\u6863\uff09\u8ba1\u7b97\u8be5\u6307\u6807\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>0\uff1a\u4e70\u76d8\u66f4\u5f3a\uff08\u591a\u5934\u538b\u529b\uff09<\/li>\n\n\n\n<li>&lt; 0\uff1a\u5356\u76d8\u66f4\u5f3a\uff08\u7a7a\u5934\u538b\u529b\uff09<\/li>\n\n\n\n<li>\u63a5\u8fd1 0\uff1a\u5e02\u573a\u5747\u8861<\/li>\n<\/ul>\n\n\n\n<p>\u8fd9\u4e2a\u6307\u6807\u7684\u5173\u952e\u610f\u4e49\u4e0d\u662f\u201c\u9884\u6d4b\u65b9\u5411\u201d\uff0c\u800c\u662f\uff1a<strong>\u544a\u8bc9\u4f60\u201c\u4ef7\u683c\u66f4\u53ef\u80fd\u5411\u54ea\u4e00\u4fa7\u66f4\u5bb9\u6613\u88ab\u5403\u6389\u6d41\u52a8\u6027\u201d<\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e09\u3001\u7b56\u7565\u6838\u5fc3\uff1a\u52a8\u6001\u8c03\u6574\u62a5\u4ef7<\/h2>\n\n\n\n<p>\u4f20\u7edf\u505a\u5e02\u7b56\u7565\u901a\u5e38\u662f\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Mid Price \u00b1 Spread\/2 \u56fa\u5b9a\u6302\u5355<\/li>\n<\/ul>\n\n\n\n<p>\u4f46\u5728\u8ba2\u5355\u7c3f\u4e0d\u5e73\u8861\u60c5\u51b5\u4e0b\uff0c\u8fd9\u79cd\u65b9\u6cd5\u8fc7\u4e8e\u201c\u673a\u68b0\u201d\u3002<\/p>\n\n\n\n<p>\u6211\u4eec\u53ef\u4ee5\u6539\u6210\uff1a<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u52a8\u6001\u62a5\u4ef7\u6a21\u578b\uff1a<\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">Bid Price = Mid - Spread\/2 + \u03b1 \u00d7 Imbalance\nAsk Price = Mid + Spread\/2 + \u03b1 \u00d7 Imbalance\n<\/pre>\n\n\n\n<p>\u5176\u4e2d\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u03b1 \u63a7\u5236\u201c\u6fc0\u8fdb\u7a0b\u5ea6\u201d<\/li>\n\n\n\n<li>Imbalance \u51b3\u5b9a\u504f\u79fb\u65b9\u5411<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">\u56db\u3001\u4ece\u8ba2\u5355\u7c3f\u6570\u636e\u5230\u7b56\u7565\u4fe1\u53f7<\/h2>\n\n\n\n<p>\u8981\u5b9e\u73b0\u8fd9\u4e2a\u7b56\u7565\uff0c\u6838\u5fc3\u662f\u5b9e\u65f6\u8ba2\u5355\u7c3f\u6570\u636e\u3002<\/p>\n\n\n\n<p>\u901a\u8fc7\u7c7b\u4f3c <a href=\"https:\/\/alltick.co\/?utm_source=chatgpt.com\" target=\"_blank\" rel=\"noopener\">AllTick API<\/a> \u7684\u591a\u8d44\u4ea7\u884c\u60c5\u6d41\uff0c\u53ef\u4ee5\u76f4\u63a5\u8ba2\u9605 Level2 \/ Depth \u6570\u636e\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">Python\uff08WebSocket \u5b9e\u65f6\u884c\u60c5\u8ba2\u9605\u4f18\u5316\u7248\uff09<\/h3>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import json\nimport websocket\nimport uuid\nimport time\n\nAPI_KEY = \"YOUR_API_KEY\"\nSYMBOLS = [\"BTCUSDT\", \"ETHUSDT\", \"XAUUSD\"]\n\nWS_URL = f\"wss:\/\/quote.alltick.co\/quote-b-ws-api?token={API_KEY}\"\n\n\ndef build_subscribe_msg(symbols):\n    return {\n        \"cmd_id\": 22004,\n        \"seq_id\": int(time.time()),\n        \"trace\": str(uuid.uuid4()),\n        \"data\": {\n            \"symbol_list\": [\n                {\"code\": s} for s in symbols\n            ]\n        }\n    }\n\n\ndef on_open(ws):\n    print(\"WebSocket connected\")\n\n    msg = build_subscribe_msg(SYMBOLS)\n    ws.send(json.dumps(msg))\n\n\ndef on_message(ws, message):\n    data = json.loads(message)\n\n    # \u53ea\u5904\u7406\u884c\u60c5\u63a8\u9001\n    if \"cmd_id\" in data and data.get(\"cmd_id\") == 22998:\n        tick = data[\"data\"]\n\n        code = tick[\"code\"]\n        price = float(tick[\"price\"])\n        volume = float(tick.get(\"volume\", 0))\n        direction = tick.get(\"trade_direction\", 0)\n\n        print(\n            f\"[{code}] price={price} \"\n            f\"volume={volume} \"\n            f\"dir={direction}\"\n        )\n\n\ndef on_error(ws, error):\n    print(\"WebSocket error:\", error)\n\n\ndef on_close(ws, close_status_code, close_msg):\n    print(\"WebSocket closed, reconnecting in 3s...\")\n    time.sleep(3)\n    start()\n\n\ndef start():\n    ws = websocket.WebSocketApp(\n        WS_URL,\n        on_open=on_open,\n        on_message=on_message,\n        on_error=on_error,\n        on_close=on_close\n    )\n\n    ws.run_forever(ping_interval=10, ping_timeout=5)\n\n\nif __name__ == \"__main__\":\n    start()\n<\/pre>\n\n\n\n<p>\u8fd9\u4e2a\u7ed3\u6784\u672c\u8d28\u4e0a\u505a\u4e86\u4e09\u4ef6\u4e8b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5b9e\u65f6\u8bfb\u53d6\u8ba2\u5355\u7c3f<\/li>\n\n\n\n<li>\u8ba1\u7b97\u4e70\u5356\u529b\u91cf\u5dee<\/li>\n\n\n\n<li>\u52a8\u6001\u66f4\u65b0\u62a5\u4ef7<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e94\u3001\u4e3a\u4ec0\u4e48\u201c\u4e0d\u5e73\u8861\u5ea6\u201d\u5bf9\u505a\u5e02\u5f88\u91cd\u8981\uff1f<\/h2>\n\n\n\n<p>\u505a\u5e02\u7b56\u7565\u7684\u6838\u5fc3\u98ce\u9669\u662f\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u9006\u5411\u9009\u62e9\uff08Adverse Selection\uff09<\/li>\n\n\n\n<li>\u88ab\u201c\u806a\u660e\u8d44\u91d1\u201d\u5403\u5355<\/li>\n<\/ul>\n\n\n\n<p>\u8ba2\u5355\u7c3f\u4e0d\u5e73\u8861\u5ea6\u7684\u4ef7\u503c\u5728\u4e8e\uff1a<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">1. \u63d0\u524d\u8bc6\u522b\u6d41\u52a8\u6027\u503e\u659c<\/h3>\n\n\n\n<p>\u6bd4\u5982\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e70\u5355\u7a81\u7136\u5806\u79ef<\/li>\n\n\n\n<li>\u5356\u5355\u77ac\u95f4\u64a4\u5355<\/li>\n<\/ul>\n\n\n\n<p>\u4ef7\u683c\u8fd8\u6ca1\u52a8\uff0c\u4f46\u201c\u538b\u529b\u5df2\u7ecf\u51fa\u73b0\u201d<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">2. \u907f\u514d\u6302\u5728\u9519\u8bef\u4e00\u4fa7<\/h3>\n\n\n\n<p>\u5982\u679c imbalance &lt; 0\uff08\u5356\u538b\u5f3a\uff09\uff0c\u7ee7\u7eed\u9ad8\u4ef7\u6302 bid\uff0c\u5c31\u5bb9\u6613\u88ab\u6301\u7eed\u6210\u4ea4\u540e\u201c\u63a5\u5200\u201d\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">3. \u63d0\u9ad8\u6210\u4ea4\u8d28\u91cf<\/h3>\n\n\n\n<p>\u52a8\u6001\u62a5\u4ef7\u53ef\u4ee5\u8ba9\u4f60\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5728\u5f3a\u4e70\u76d8\u65f6\u63d0\u9ad8 ask \u6210\u4ea4\u6982\u7387<\/li>\n\n\n\n<li>\u5728\u5f3a\u5356\u76d8\u65f6\u63d0\u9ad8 bid \u6210\u4ea4\u6982\u7387<\/li>\n<\/ul>\n\n\n\n<p>\u672c\u8d28\u662f\u201c\u987a\u7740\u6d41\u52a8\u6027\u505a\u5e02\u201d\uff0c\u800c\u4e0d\u662f\u5bf9\u6297\u5e02\u573a\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u516d\u3001\u8fdb\u9636\u4f18\u5316\uff1a\u52a0\u5165\u6ce2\u52a8\u7387\u8fc7\u6ee4<\/h2>\n\n\n\n<p>\u5355\u72ec\u4f7f\u7528 imbalance \u4f1a\u6709\u4e00\u4e2a\u95ee\u9898\uff1a\u5728\u9ad8\u6ce2\u52a8\u5e02\u573a\u5bb9\u6613\u201c\u8bef\u5224\u201d<\/p>\n\n\n\n<p>\u6240\u4ee5\u901a\u5e38\u4f1a\u52a0\u4e00\u5c42\u8fc7\u6ee4\uff1a<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">if volatility &gt; threshold:\n    alpha = alpha * 0.5\n<\/pre>\n\n\n\n<p>\u903b\u8f91\u662f\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5e02\u573a\u8d8a\u4e71\uff0c\u8d8a\u4fdd\u5b88<\/li>\n\n\n\n<li>\u5e02\u573a\u7a33\u5b9a\uff0c\u5141\u8bb8\u66f4\u6fc0\u8fdb\u62a5\u4ef7<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">\u4e03\u3001\u7b56\u7565\u6269\u5c55\uff1a\u4ece\u5355\u8d44\u4ea7\u5230\u591a\u8d44\u4ea7\u5bf9\u51b2<\/h2>\n\n\n\n<p>\u5f53\u4f60\u540c\u65f6\u63a5\u5165\u591a\u4e2a\u5e02\u573a\uff08BTC\u3001ETH\u3001EURUSD\u3001\u9ec4\u91d1\u7b49\uff09\uff0c\u53ef\u4ee5\u8fdb\u4e00\u6b65\u505a\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8de8\u8d44\u4ea7 imbalance \u5bf9\u6bd4<\/li>\n\n\n\n<li>\u6ce2\u52a8\u7387\u5f52\u4e00\u5316<\/li>\n\n\n\n<li>\u6d41\u52a8\u6027\u8fc1\u79fb\u68c0\u6d4b<\/li>\n<\/ul>\n\n\n\n<p>\u4f8b\u5982\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>BTC \u4e70\u76d8\u5f3a + ETH \u5356\u76d8\u5f31 \u2192 \u53ef\u80fd\u8d44\u91d1\u8f6e\u52a8<\/li>\n\n\n\n<li>\u9ec4\u91d1\u4e0a\u6da8 + \u7f8e\u5143\u8d70\u5f31 \u2192 \u5b8f\u89c2\u9a71\u52a8\u4fe1\u53f7<\/li>\n<\/ul>\n\n\n\n<p>\u8fd9\u65f6\u505a\u5e02\u4e0d\u518d\u662f\u201c\u5355\u70b9\u5b9a\u4ef7\u201d\uff0c\u800c\u662f\u201c\u7ed3\u6784\u5316\u5b9a\u4ef7\u201d\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u516b\u3001\u505a\u5e02\u7684\u672c\u8d28\u662f\u201c\u8bfb\u61c2\u8ba2\u5355\u7c3f\u60c5\u7eea\u201d<\/h2>\n\n\n\n<p>\u8ba2\u5355\u7c3f\u4e0d\u53ea\u662f\u6570\u636e\uff0c\u5b83\u66f4\u50cf\u5e02\u573a\u7684\u201c\u547c\u5438\u201d\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e70\u5355\u5806\u79ef = \u60c5\u7eea\u504f\u70ed<\/li>\n\n\n\n<li>\u5356\u5355\u64a4\u9000 = \u6d41\u52a8\u6027\u9000\u6f6e<\/li>\n\n\n\n<li>imbalance = \u60c5\u7eea\u5dee\u503c\u7684\u91cf\u5316\u8868\u8fbe<\/li>\n<\/ul>\n\n\n\n<p>\u505a\u5e02\u7b56\u7565\u771f\u6b63\u7684\u8fdb\u5316\u65b9\u5411\uff0c\u4e0d\u662f\u66f4\u590d\u6742\u7684\u9884\u6d4b\u6a21\u578b\uff0c\u800c\u662f\uff1a<\/p>\n\n\n\n<p>\u7528\u66f4\u4f4e\u5ef6\u8fdf\u7684\u6570\u636e\u7ed3\u6784\uff0c\u6301\u7eed\u4fee\u6b63\u62a5\u4ef7\u504f\u79fb<\/p>\n\n\n\n<p>\u5728\u8fd9\u4e2a\u8fc7\u7a0b\u4e2d\uff0c\u50cf <a href=\"https:\/\/alltick.co\/?utm_source=chatgpt.com\" target=\"_blank\" rel=\"noopener\">AllTick API<\/a> \u8fd9\u6837\u7684\u5b9e\u65f6\u591a\u8d44\u4ea7\u6570\u636e\u6d41\uff0c\u4f1a\u8ba9\u7b56\u7565\u4ece\u201c\u9759\u6001\u6302\u5355\u201d\u8d70\u5411\u201c\u52a8\u6001\u9002\u5e94\u201d\u3002<\/p>\n\n\n\n<p>\u5982\u679c\u8bf4\u4f20\u7edf\u505a\u5e02\u662f\u201c\u8bbe\u597d\u4ef7\u683c\u7b49\u5e02\u573a\u6765\u201d\uff0c\u90a3\u4e48\u57fa\u4e8e\u8ba2\u5355\u7c3f\u4e0d\u5e73\u8861\u7684\u505a\u5e02\uff0c\u5c31\u662f\uff1a<strong>\u8fb9\u770b\u5e02\u573a\u547c\u5438\uff0c\u8fb9\u8c03\u6574\u81ea\u5df1\u7684\u62a5\u4ef7\u8282\u594f\u3002<\/strong><\/p>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u505a\u5e02\u8fd9\u4ef6\u4e8b\uff0c\u8bf4\u767d\u4e86\u5c31\u662f\u5728\u201c\u613f\u610f\u6210\u4ea4\u201d\u548c\u201c\u63a7\u5236\u98ce\u9669\u201d\u4e4b\u95f4\u4e0d\u65ad\u8d70\u94a2\u4e1d\u3002\u4f60\u6302\u5f97\u592a\u4fdd\u5b88\uff0c\u6ca1\u4eba\u8ddf\u4f60\u6210\u4ea4\uff1b\u4f60\u6302\u5f97\u592a\u6fc0\u8fdb\uff0c\u5e02&#8230;<\/p>\n","protected":false},"author":5,"featured_media":10965,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10964","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10964","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10964"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10964\/revisions"}],"predecessor-version":[{"id":10966,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10964\/revisions\/10966"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10965"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10964"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10964"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10964"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}