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===================20141125T021339======================= EXCHANGE PRICE DEPTH SCALE--------------------------------------------------------- bts_usd 0.10329 512653.36310 2.00000 btc38 0.10250 845479.87707 0.50000 bter 0.10130 24594.39362 1.00000 bts_cny 0.10289 3538.16337 2.00000 yunbi 0.10315 62856.36000 1.00000--------------------------------------------------------- average 0.10303========================================================
更新了,重写了价格算法,对每个时刻的价格取自5个交易所:btc38, yunbi, bter, BTS USD, BTS CNY对这5个价格做了加权平均计算,权重依赖两个因素:1. 5% 价格内的市场深度。比如当前价格0.1,计算0.095~0.105 范围内的买单深度和卖单深度,取小值。2. scale_xxx 参数。注意更新后使用的是 python3,使用前请定制配置文件config.json 调整自己的权重及采样点数,参考config-sample.json
另外想到一个方案可以按市场权重计算喂价,不是按交易成交量算,而是按交易成交价上下5%的买单卖单深度取最小值作为权重因为交易量是很容易刷的,但成交价附近5%的深度不容易作假,我觉得作为权重比较保险。内盘想夺回定价权需要更好的市场深度
几点拙见:1)成交量的因素需要考虑。每个市场的价格需要考虑在各个市场总成交量中的权重。不能因为一个市场的价格变动就触发喂价2)将触发喂价的价格变化率下限和上线都硬代码 ,建议下限定为5% 上限定为50%。自动喂价触发必须满足价格变化率高于5%3)过去7天的市场平均价必须作为权重加以考虑。Quote from: alt on November 21, 2014, 03:48:52 am因为现在的喂价计算完全依赖外部市场,导致内盘无任何话语权,这样是很不公平的。但到底哪个市场才是真正有话语权的,我认为靠程序无法自动识别,因此比重会完全由 delegate 自行设定,最终价格按各个市场权重计算。我准备提供5个市场供选择:内盘USD,内盘CNY,比特时代,云币,比特儿。另外每个市场的价格会继续按采样取中间值的方式,靠成交量的方式会导致更容易被操控,有时候刷成交量是很容易做到的。采样点个数同样有各个delegate自定义。大家觉得这样的方式怎么样?What do you think about my new price feed mechanism ?The status quo is that the price feed is rely on the external market , so the inner-market has no weight in the price , that is not fair .But which market should have the real weight ? I think it can't be calculated by a program . So , we should let the delegates decide the weight value , and the final price feed should be calculated by the respective weight value .I'm planing on offering five markets to weight in : inner-market USD price , inner-market CNY price , BTC38 , Yunbi , Bter .Further more , the price of each market will continue to choose the sampling of intermediate value , because if we rely on volume it would be more easy to manipulate . The numbers for sampling points should be decided by the individual delegates as well .How about that ?
因为现在的喂价计算完全依赖外部市场,导致内盘无任何话语权,这样是很不公平的。但到底哪个市场才是真正有话语权的,我认为靠程序无法自动识别,因此比重会完全由 delegate 自行设定,最终价格按各个市场权重计算。我准备提供5个市场供选择:内盘USD,内盘CNY,比特时代,云币,比特儿。另外每个市场的价格会继续按采样取中间值的方式,靠成交量的方式会导致更容易被操控,有时候刷成交量是很容易做到的。采样点个数同样有各个delegate自定义。大家觉得这样的方式怎么样?What do you think about my new price feed mechanism ?The status quo is that the price feed is rely on the external market , so the inner-market has no weight in the price , that is not fair .But which market should have the real weight ? I think it can't be calculated by a program . So , we should let the delegates decide the weight value , and the final price feed should be calculated by the respective weight value .I'm planing on offering five markets to weight in : inner-market USD price , inner-market CNY price , BTC38 , Yunbi , Bter .Further more , the price of each market will continue to choose the sampling of intermediate value , because if we rely on volume it would be more easy to manipulate . The numbers for sampling points should be decided by the individual delegates as well .How about that ?
Quote from: BTS熊 on November 21, 2014, 04:41:08 amQuote from: yangsbo on November 21, 2014, 03:58:02 am你终于承认喂价是不公平了, 一个10几亿的内盘市场被比特时代2亿的市场操纵价格。看我的建议, 取消喂价,采用股市限制措施, 每天10%涨跌限制, T+1限制。等成交量稳定了, bts上1元以上再取消这些限制让市场自己平衡。T+1的建议太牛逼了 在瞬息万变的数字货币市场听见了T+1 牛b?熊你是说反话吧
Quote from: yangsbo on November 21, 2014, 03:58:02 am你终于承认喂价是不公平了, 一个10几亿的内盘市场被比特时代2亿的市场操纵价格。看我的建议, 取消喂价,采用股市限制措施, 每天10%涨跌限制, T+1限制。等成交量稳定了, bts上1元以上再取消这些限制让市场自己平衡。T+1的建议太牛逼了 在瞬息万变的数字货币市场听见了T+1
你终于承认喂价是不公平了, 一个10几亿的内盘市场被比特时代2亿的市场操纵价格。看我的建议, 取消喂价,采用股市限制措施, 每天10%涨跌限制, T+1限制。等成交量稳定了, bts上1元以上再取消这些限制让市场自己平衡。