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一文读懂套利下单

什么是套利下单

从市场角度来看,当市场非理性波动时,价格可能偏离正常水平,有套利资金加入交易,会促使价格更快回归正常,从异常到回归正常的过程中,套利资金会赚取一定的低风险利润。套利下单策略,是用户在套利交易中实时观察两个市场,同时下单,并且需要两个订单尽可能同时成交,套取费率或价差的策略,包含费率套利和价差套利两大类,价差套利又分为期现套利和期期套利。

费率套利:在现货和永续合约中同时进行两笔方向相反、数量相等、盈亏相抵的交易,目标是赚取永续合约交易中的资金费率收益。

期现套利:当同币种的交割合约和现货存在较大价差时,通过买入低价方、卖出高价方,当两者的价差缩小时进行平仓,即可收获价差缩小部分利润。

期期套利:买卖同币种不同交割日期的合约,利用其价差变动进行的套利。但是期期的价差不一定回归0,所以风险比期现套利稍大。

如何使用套利下单

1)打开OKX App,选择【交易】-【策略】-【组合套利】-【套利下单】

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2)以SOL永续合约的费率套利为例,在深度图表中,可以查看【当期资金费率】,当资金费率为正时,多头向空头支付资金费,此时做空SOL永续合约,同时买入仓位价值相等的SOL现货,抵消价格波动的盈亏,就能够赚到下一个结算时的资金费。

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3)在下单页面,填入左侧SOL永续合约的下单价格,数量或者金额,选择下方的双腿下单,以及“任一腿完全成交,另一腿市价吃单”,来保证一条腿成交后,另一条腿可以及时成交,避免滑点。下单成功后,会买入SOL现货,同时持有SOL的永续合约空单,无论价格如何波动,永续合约和现货的盈亏相抵。而在资金账单中,就可以看到每期的资金费收入。

注:如需停止套利下单,需手动停止SOL永续合约空单以及卖出SOL现货。

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