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】
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。
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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Information about: digital currency exchange services is prepared by OKX Australia Pty Ltd (ABN 22 636 269 040); derivatives and margin by OKX Australia Financial Pty Ltd (ABN 14 145 724 509, AFSL 379035) and is only intended for wholesale clients (within the meaning of the Corporations Act 2001 (Cth)); and other products and services by the relevant OKX entities which offer them (see Terms of Service). Information is general in nature and should not be taken as investment advice, personal recommendation or an offer of (or solicitation to) buy any crypto or related products. You should do your own research and obtain professional advice, including to ensure you understand the risks associated with these products, before you make a decision about them. Past performance is not indicative of future performance - never risk more than you are prepared to lose. Read our Terms of ServiceTerms of Serviceand Risk Disclosure Statement for more information.
© 2024 OKX. This article may be reproduced or distributed in its entirety, or excerpts of 100 words or less of this article may be used, provided such use is non-commercial. Any reproduction or distribution of the entire article must also prominently state: “This article is © 2024 OKX and is used with permission.” Permitted excerpts must cite to the name of the article and include attribution, for example “Article Name, [author name if applicable], © 2024 OKX.” No derivative works or other uses of this article are permitted.
Information about: digital currency exchange services is prepared by OKX Australia Pty Ltd (ABN 22 636 269 040); derivatives and margin by OKX Australia Financial Pty Ltd (ABN 14 145 724 509, AFSL 379035) and is only intended for wholesale clients (within the meaning of the Corporations Act 2001 (Cth)); and other products and services by the relevant OKX entities which offer them (see Terms of Service). Information is general in nature and should not be taken as investment advice, personal recommendation or an offer of (or solicitation to) buy any crypto or related products. You should do your own research and obtain professional advice, including to ensure you understand the risks associated with these products, before you make a decision about them. Past performance is not indicative of future performance - never risk more than you are prepared to lose. Read our Terms of ServiceTerms of Serviceand Risk Disclosure Statement for more information.