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Messages - binggo

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2
比例权重X=4.5, 数据来自火币1小时EMA6,2020/02/15 22:00 到2020/02/17 03:00



EMA(6)值 外盘最低价   喂价2    EMA权重2 现价权重2  喂现价差2    跌幅
0.0389    0.0366    0.0370    0.1911    0.8089    1.2007%    6.28%
0.0385    0.0332    0.0343    0.2049    0.7951    3.2709%    15.96%
0.0373    0.034    0.0346    0.1960    0.8040    1.9024%    9.71%
0.0364    0.0332    0.0338    0.1959    0.8041    1.8883%    9.64%
0.0359    0.0346    0.0348    0.1874    0.8126    0.7040%    3.76%
0.0357    0.0345    0.0347    0.1870    0.8130    0.6503%    3.48%
0.0354    0.0346    0.0347    0.1852    0.8148    0.4283%    2.31%
0.0353    0.0348    0.0349    0.1839    0.8161    0.2643%    1.44%
0.0352    0.0346    0.0347    0.1844    0.8156    0.3198%    1.73%
0.035    0.034    0.0342    0.1862    0.8138    0.5476%    2.94%
0.035    0.0349    0.0349    0.1822    0.8178    0.0522%    0.29%
0.0351    0.0351    0.0351    0.1818    0.8182    0.0000%    0.00%
0.0355    0.0361    0.0361    0.1793    0.8207    0.0000%    -1.66%
0.0357    0.0361    0.0361    0.1802    0.8198    0.0000%    -1.11%
0.0359    0.0355    0.0356    0.1835    0.8165    0.2068%    1.13%
0.0358    0.0355    0.0356    0.1831    0.8169    0.1547%    0.85%
0.0357    0.0354    0.0355    0.1831    0.8169    0.1551%    0.85%
0.0357    0.0351    0.0352    0.1844    0.8156    0.3151%    1.71%
0.0356    0.035    0.0351    0.1844    0.8156    0.3160%    1.71%
0.0354    0.0336    0.0339    0.1897    0.8103    1.0163%    5.36%
0.035    0.0333    0.0336    0.1893    0.8107    0.9666%    5.11%
0.0345    0.0332    0.0334    0.1876    0.8124    0.7346%    3.92%
0.0342    0.0324    0.0327    0.1900    0.8100    1.0556%    5.56%
0.034    0.0326    0.0329    0.1882    0.8118    0.8080%    4.29%
0.0337    0.032    0.0323    0.1896    0.8104    1.0075%    5.31%
0.0333    0.0301    0.0307    0.1973    0.8027    2.0979%    10.63%
0.0328    0.0303    0.0308    0.1939    0.8061    1.5999%    8.25%
0.0323    0.0317    0.0318    0.1846    0.8154    0.3494%    1.89%
0.0322    0.0305    0.0308    0.1900    0.8100    1.0592%    5.57%
0.0317    0.0305    0.0307    0.1876    0.8124    0.7382%    3.93%

3
proportion of weight X=3,data come from 1hour EMA6,2020/02/15 22:00 to 2020/02/17 03:00

+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
|EMA(6) |CEX PRICE|FEEDRPICE1  | FEEDRPICE2  | EMA weight1| CEX weight1| EMA weight2 |CEX weight2|Spread1|Spread2 | FALL |
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
| 0.0389   | 0.0366 | 0.0373   | 0.0372   | 0.3     | 0.7    | 0.2616  | 0.7384   | 1.89%  | 1.6439%  | 6.28%  |
| 0.0385   | 0.0332 | 0.0348   | 0.0347   | 0.3     | 0.7    | 0.2788  | 0.7212   | 4.79%  | 4.4505%  | 15.96% |
| 0.0373   | 0.034  | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2678  | 0.7322   | 2.91%  | 2.5989%  | 9.71%  |
| 0.0364   | 0.0332 | 0.0342   | 0.0341   | 0.3     | 0.7    | 0.2676  | 0.7324   | 2.89%  | 2.5797%  | 9.64%  |
| 0.0359   | 0.0346 | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2570  | 0.7430   | 1.13%  | 0.9655%  | 3.76%  |
| 0.0357   | 0.0345 | 0.0349   | 0.0348   | 0.3     | 0.7    | 0.2565  | 0.7435   | 1.04%  | 0.8921%  | 3.48%  |
| 0.0354   | 0.0346 | 0.0348   | 0.0348   | 0.3     | 0.7    | 0.2543  | 0.7457   | 0.69%  | 0.5880%  | 2.31%  |
| 0.0353   | 0.0348 | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2527  | 0.7473   | 0.43%  | 0.3631%  | 1.44%  |
| 0.0352   | 0.0346 | 0.0348   | 0.0348   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.52%  | 0.4391%  | 1.73%  |
| 0.035    | 0.034  | 0.0343   | 0.0343   | 0.3     | 0.7    | 0.2555  | 0.7445   | 0.88%  | 0.7514%  | 2.94%  |
| 0.035    | 0.0349 | 0.0349   | 0.0349   | 0.3     | 0.7    | 0.2505  | 0.7495   | 0.09%  | 0.0718%  | 0.29%  |
| 0.0351   | 0.0351 | 0.0351   | 0.0351   | 0.3     | 0.7    | 0.2500  | 0.7500   | 0.00%  | 0.0000%  | 0.00%  |
| 0.0355   | 0.0361 | 0.0361   | 0.0361   | 0.3     | 0.7    | 0.2469  | 0.7531   | 0.00%  | 0.0000%  | -1.66% |
| 0.0357   | 0.0361 | 0.0361   | 0.0361   | 0.3     | 0.7    | 0.2479  | 0.7521   | 0.00%  | 0.0000%  | -1.11% |
| 0.0359   | 0.0355 | 0.0356   | 0.0356   | 0.3     | 0.7    | 0.2521  | 0.7479   | 0.34%  | 0.2841%  | 1.13%  |
| 0.0358   | 0.0355 | 0.0356   | 0.0356   | 0.3     | 0.7    | 0.2516  | 0.7484   | 0.25%  | 0.2126%  | 0.85%  |
| 0.0357   | 0.0354 | 0.0355   | 0.0355   | 0.3     | 0.7    | 0.2516  | 0.7484   | 0.25%  | 0.2132%  | 0.85%  |
| 0.0357   | 0.0351 | 0.0353   | 0.0353   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.51%  | 0.4328%  | 1.71%  |
| 0.0356   | 0.035  | 0.0352   | 0.0352   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.51%  | 0.4341%  | 1.71%  |
| 0.0354   | 0.0336 | 0.0341   | 0.0341   | 0.3     | 0.7    | 0.2599  | 0.7401   | 1.61%  | 1.3924%  | 5.36%  |
| 0.035    | 0.0333 | 0.0338   | 0.0337   | 0.3     | 0.7    | 0.2595  | 0.7405   | 1.53%  | 1.3245%  | 5.11%  |
| 0.0345   | 0.0332 | 0.0336   | 0.0335   | 0.3     | 0.7    | 0.2573  | 0.7427   | 1.17%  | 1.0074%  | 3.92%  |
| 0.0342   | 0.0324 | 0.0329   | 0.0329   | 0.3     | 0.7    | 0.2603  | 0.7397   | 1.67%  | 1.4460%  | 5.56%  |
| 0.034    | 0.0326 | 0.0330   | 0.0330   | 0.3     | 0.7    | 0.2580  | 0.7420   | 1.29%  | 1.1078%  | 4.29%  |
| 0.0337   | 0.032  | 0.0325   | 0.0324   | 0.3     | 0.7    | 0.2598  | 0.7402   | 1.59%  | 1.3803%  | 5.31%  |
| 0.0333   | 0.0301 | 0.0311   | 0.0310   | 0.3     | 0.7    | 0.2694  | 0.7306   | 3.19%  | 2.8642%  | 10.63% |
| 0.0328   | 0.0303 | 0.0311   | 0.0310   | 0.3     | 0.7    | 0.2652  | 0.7348   | 2.48%  | 2.1878%  | 8.25%  |
| 0.0323   | 0.0317 | 0.0319   | 0.0319   | 0.3     | 0.7    | 0.2535  | 0.7465   | 0.57%  | 0.4799%  | 1.89%  |
| 0.0322   | 0.0305 | 0.0310   | 0.0309   | 0.3     | 0.7    | 0.2603  | 0.7397   | 1.67%  | 1.4509%  | 5.57%  |
| 0.0317   | 0.0305 | 0.0309   | 0.0308   | 0.3     | 0.7    | 0.2573  | 0.7427   | 1.18%  | 1.0123%  | 3.93%  |
+──────────+────────+──────────+──────────+─────────+────────+─────────+─────────

4
中文(Chinese) / Re: 对于现在BAIP2的喂价改的修正方案
« on: February 23, 2020, 09:09:46 am »
比例权重X=3, 数据来自火币1小时EMA6,2020/02/15 22:00 到2020/02/17 03:00

价格修复只需要三个小时。

+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
|EMA(6)值 |外盘最低价|喂价1  | 喂价2  | EMA权重1| 现价权重1| EMA权重2 | 现价权重2|喂现价差1|喂现价差2 | 跌幅 |
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+
| 0.0389   | 0.0366 | 0.0373   | 0.0372   | 0.3     | 0.7    | 0.2616  | 0.7384   | 1.89%  | 1.6439%  | 6.28%  |
| 0.0385   | 0.0332 | 0.0348   | 0.0347   | 0.3     | 0.7    | 0.2788  | 0.7212   | 4.79%  | 4.4505%  | 15.96% |
| 0.0373   | 0.034  | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2678  | 0.7322   | 2.91%  | 2.5989%  | 9.71%  |
| 0.0364   | 0.0332 | 0.0342   | 0.0341   | 0.3     | 0.7    | 0.2676  | 0.7324   | 2.89%  | 2.5797%  | 9.64%  |
| 0.0359   | 0.0346 | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2570  | 0.7430   | 1.13%  | 0.9655%  | 3.76%  |
| 0.0357   | 0.0345 | 0.0349   | 0.0348   | 0.3     | 0.7    | 0.2565  | 0.7435   | 1.04%  | 0.8921%  | 3.48%  |
| 0.0354   | 0.0346 | 0.0348   | 0.0348   | 0.3     | 0.7    | 0.2543  | 0.7457   | 0.69%  | 0.5880%  | 2.31%  |
| 0.0353   | 0.0348 | 0.0350   | 0.0349   | 0.3     | 0.7    | 0.2527  | 0.7473   | 0.43%  | 0.3631%  | 1.44%  |
| 0.0352   | 0.0346 | 0.0348   | 0.0348   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.52%  | 0.4391%  | 1.73%  |
| 0.035    | 0.034  | 0.0343   | 0.0343   | 0.3     | 0.7    | 0.2555  | 0.7445   | 0.88%  | 0.7514%  | 2.94%  |
| 0.035    | 0.0349 | 0.0349   | 0.0349   | 0.3     | 0.7    | 0.2505  | 0.7495   | 0.09%  | 0.0718%  | 0.29%  |
| 0.0351   | 0.0351 | 0.0351   | 0.0351   | 0.3     | 0.7    | 0.2500  | 0.7500   | 0.00%  | 0.0000%  | 0.00%  |
| 0.0355   | 0.0361 | 0.0361   | 0.0361   | 0.3     | 0.7    | 0.2469  | 0.7531   | 0.00%  | 0.0000%  | -1.66% |
| 0.0357   | 0.0361 | 0.0361   | 0.0361   | 0.3     | 0.7    | 0.2479  | 0.7521   | 0.00%  | 0.0000%  | -1.11% |
| 0.0359   | 0.0355 | 0.0356   | 0.0356   | 0.3     | 0.7    | 0.2521  | 0.7479   | 0.34%  | 0.2841%  | 1.13%  |
| 0.0358   | 0.0355 | 0.0356   | 0.0356   | 0.3     | 0.7    | 0.2516  | 0.7484   | 0.25%  | 0.2126%  | 0.85%  |
| 0.0357   | 0.0354 | 0.0355   | 0.0355   | 0.3     | 0.7    | 0.2516  | 0.7484   | 0.25%  | 0.2132%  | 0.85%  |
| 0.0357   | 0.0351 | 0.0353   | 0.0353   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.51%  | 0.4328%  | 1.71%  |
| 0.0356   | 0.035  | 0.0352   | 0.0352   | 0.3     | 0.7    | 0.2532  | 0.7468   | 0.51%  | 0.4341%  | 1.71%  |
| 0.0354   | 0.0336 | 0.0341   | 0.0341   | 0.3     | 0.7    | 0.2599  | 0.7401   | 1.61%  | 1.3924%  | 5.36%  |
| 0.035    | 0.0333 | 0.0338   | 0.0337   | 0.3     | 0.7    | 0.2595  | 0.7405   | 1.53%  | 1.3245%  | 5.11%  |
| 0.0345   | 0.0332 | 0.0336   | 0.0335   | 0.3     | 0.7    | 0.2573  | 0.7427   | 1.17%  | 1.0074%  | 3.92%  |
| 0.0342   | 0.0324 | 0.0329   | 0.0329   | 0.3     | 0.7    | 0.2603  | 0.7397   | 1.67%  | 1.4460%  | 5.56%  |
| 0.034    | 0.0326 | 0.0330   | 0.0330   | 0.3     | 0.7    | 0.2580  | 0.7420   | 1.29%  | 1.1078%  | 4.29%  |
| 0.0337   | 0.032  | 0.0325   | 0.0324   | 0.3     | 0.7    | 0.2598  | 0.7402   | 1.59%  | 1.3803%  | 5.31%  |
| 0.0333   | 0.0301 | 0.0311   | 0.0310   | 0.3     | 0.7    | 0.2694  | 0.7306   | 3.19%  | 2.8642%  | 10.63% |
| 0.0328   | 0.0303 | 0.0311   | 0.0310   | 0.3     | 0.7    | 0.2652  | 0.7348   | 2.48%  | 2.1878%  | 8.25%  |
| 0.0323   | 0.0317 | 0.0319   | 0.0319   | 0.3     | 0.7    | 0.2535  | 0.7465   | 0.57%  | 0.4799%  | 1.89%  |
| 0.0322   | 0.0305 | 0.0310   | 0.0309   | 0.3     | 0.7    | 0.2603  | 0.7397   | 1.67%  | 1.4509%  | 5.57%  |
| 0.0317   | 0.0305 | 0.0309   | 0.0308   | 0.3     | 0.7    | 0.2573  | 0.7427   | 1.18%  | 1.0123%  | 3.93%  |
+──────────+────────+──────────+──────────+─────────+────────+─────────+──────────+────────+──────────+────────+

5
中文(Chinese) / Re: 强清的意义
« on: February 22, 2020, 08:46:43 am »
谬论,不值一驳

6
中文(Chinese) / Re: 爆仓成了卖墙,为什么强清不是买墙?
« on: February 22, 2020, 05:00:24 am »
这样只会将盘面价格推高到强清价格,强清更猛烈。

例如bsip73就导致这种问题,如果没有强清收手续提案作配合的话,过低的补偿+bsip73的强清会横扫抵押,完全停不下来。

7
Current price : The real-time BTS price of CEX, and notice: we still have many feed provider give a most lower feed price of CEX.

1 hours period EMA(6): Get the bar data from CEX,then calculate out the EMA6.

Weighting factor:  EMA(6) is the latest bar.

Weighting factor of EMA(6)= EMA(6) / (X * current price + EMA(6)), We can try X=6 first,X=(1,10)

Quote
FEED PRICE =max(weighting factor * 1 hours period EMA(6) + weighting factor * current price,current price)

Explanation:

As the EMA(6)come from the latest finished 1 hour bar, and the current price come from the next hour which the 1 hour didn't finish, so the feed price was constituted by a fixed EMA(6)in 1 hour and a variable current price.

If use proportion of weighting factor, the weighting factor of EMA(6)will be great when the price spread became great between EMA(6)and current price, the value of X will determine the upper limit,  if the price spread became small, the weight of EMA(6) will become small followling.

This FEED PRICE can track the real-time price more quickly, can avoid the lower shadow and repair price more faster(but still need 5/6 hours to repair).

Shorting attack will need more time to make the price down.

There still have a big discount space, so i think to add the weighting factor * current price to make the big discount space more smaller.

Weighting factor * current price will increase the nondeterminacy of feed price.



We can get the EMA6 can track the real-time price more quickly, and have enough price buffer.
Repair price more faster(but still need 5/6 hours to repair).






The price had plummeted in 09/25/2019, many users were margin called by the lower shadow.






Why we not use 30m or smaller period, we can check below, almost didn't have bar.




This is the EMA3, can track more faster, but maybe we shouldn't use it now.




https://bitsharestalk.org/index.php?topic=32143.msg341235;topicseen#msg341235
https://github.com/bitshares/baips/issues/4
https://github.com/bitshares/baips/issues/7

EMA, DEMA, XEMA

8
中文(Chinese) / Re: 对于现在BAIP2的喂价改的修正方案
« on: February 22, 2020, 02:03:51 am »
下面两张图可以看出EMA6跟踪现价更快,暴跌时也有缓冲,修复速度也快,大概需要5到6个小时修复价格。






下面是2019/09/25号的ZB天量砸盘情况,很多人被针戳爆在梦里,促使了喂价的锁定.








至于为什么不采用30分钟或者更短周期的EMA6,或者EMA3/2,我们看看P网的情况,成交量太低基本没有多少实体的蜡烛图。




这是EMA3的情况,跟的也比较快,但是现阶段还是暂时不考虑吧



EMA, DEMA, XEMA

9
很早很早就开始排队了, 只不过这两天稍微少了一点没有排而已...

10
I think it's too early to discuss the part 2 right now. Things can change a lot in 6 months. If part 1 worked well, we may start discussing part 2.

Got it.

Development for BSIP 64: Operational HTLC preimage length, HASH160 addition, and memo field (up to 12 hours)
Development for BSIP 69: Additional Assert Predicates (up to 25 hours)
Development for BSIP 74: Margin Call Fee Ratio (up to 60 hours)
Development for BSIP 77: Require Higher CR When Creating/Adjusting Debt Positions (up to 80 hours)
Development for BSIP 86: Share market fee to the network (up to 60 hours)

If we can make a small Mainnet Release for these BSIPs asap? in the next two months?

11
Wait part two.

2020 core worker = 1 year has 12 months.

Part 1 = 6 months worker.

Read the worker PLEASE before commenting.

Chee®s

OK,  Part 2=4 months worker.

12
Wait part two.

13
中文(Chinese) / Re: 重新认识bitCNY
« on: February 21, 2020, 04:29:08 am »
巨蟹你自始至终都没懂.

等着我搞一篇从17年以来的历次变动总结,大家也好有个比较清晰的认识。

杠精你好,请继续自嗨。

如果你把思维永远停在别人是为了杠你,你能有多大提高?古人尚且三省吾身。
即便对杠精我也是尊重的,只要杠得有理,至于你么。。。
别废话了,想写就先写出来。

我怎么了,你还以为我是为了杠你?你自己翻帖子看看仔细咂摸咂摸,你身段太高了,不敢,实在不敢,你这么尊贵的身份怎么敢。

既然这样,那就算了,我也就没有必要再写些东西去打一些人的脸,至少不会在你的帖子里写,省得打得某些人脸疼,恼火的不行。

上来就说别人不懂,这是讨论问题的态度吗?你懂,那你吐出点象牙看看啊。
谁关心你是为了啥,爱啥啥。

跟你说还不如对牛弹琴,呵呵,别恼,你尊贵着那,要当爷供着

14
中文(Chinese) / Re: 对于现在BAIP2的喂价改的修正方案
« on: February 21, 2020, 01:14:24 am »
EMA 计算公式里是有当前价格的,并且当前价格权重不低。
算出EMA后,再和当前价格再加一起算平均有点画蛇添足的意思。直接改EMA公式里的参数就好了。

EMA离当前价格越近,价格权重越高,当然如果EMA里面直接改参数最好不过。

小时图EMA6,在暴跌时会有一个很大的折价区,追上现价线需要四五个小时的时间,除非是用更小的EMA参数,但是那样很可能就追到针上去了,我的考虑是把现价权重作一部分进去,喂价人自己调,把EMA大参数的延迟性与现价的即时性中和一下。

BAIP2喂价改抓的是现价,走线跟1小时周期MA48也不一样,抓得是现价,可能抓在最高点也可能抓在最低点,不是那么平滑。

这个小时周期EMA6需要抓6根小时K线柱子,然后计算EMA6值,当然我不是很清楚怎么搞,是否需要用talib什么的。

另外需要注意币安的BTS/BTC交易对,2020/01/19,2020/02/16,两根小时蜡烛图下影线很长很长很长,如果现价万一取到,比较麻烦。需要各交易所的EMA及现价取值作平衡,中值或者权重。


https://mp.weixin.qq.com/s?__biz=MzUxODg5NzUwOQ==&mid=2247483900&idx=1&sn=077d575c3db2730c9cc1a7597c1f2b49&chksm=f980abf6cef722e03a4b7b35d7345bed678541c02504beffc5fe61301de8016ded74a644daae#rd


https://mmbiz.qpic.cn/mmbiz_png/lF8fuCDamsyln7ibLy8cicGcDvOcv8brRZp0ia2qtyBibLRliaFoPdG3A7p1tMHVpnVlYajhV4DeJjKfQXFxDoNxwcQ/640?wx_fmt=png&tp=webp&wxfrom=5&wx_lazy=1&wx_co=1

15
都是因为市场面的转好

是的,正常条件下,市场面不转好,也不会有多大的折价可能性。

一个可以稳稳的没有多大风险的套利收入,资金怎么会不进场?所以没有必要担心折价,强清为非必要工具,对折价也没有太大作用。

锁喂价与迟钝的喂价改例外。

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