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中文 (Chinese) / Re: 建议分离爆仓线和抵押线 讨论~~
« on: September 25, 2019, 02:33:33 pm »
Here are some views on my separation of the warehouse and the mortgage line.
FP is the price
CR mortgage rate
MCR minimum mortgage rate
Maximum short collateral ratio (MSCR)
MSSR burst penalty ratio
The inner disk is now affixed to the mortgage line. When the price is lowered, the mortgage will often cause a stampede event. The short position will be listed below the short position, resulting in lower and lower prices, and the price of the short position is getting lower and lower.
As a result, more burst positions are triggered. Now the explosion line and the mortgage line are not separated. The price drop of 2% will result in a burst order. Because of the continuity of the MCR, the order is usually a string. So we need to cut off.
MCR limit adjustment parameter is at least 0.1 MSCR unchanged
Because MSCR and MCR are currently together at this stage, we have separated MSCR from MCR to enhance stability.
If we separate the MSCR and the MCR, the MCR sets a fixed interval of 1.6-6.0 and adjusts the minimum unit to 0.1. 1.6-1.7-1.8-1.9~~~6.0
The differentiated MSCR is set to 1.50.
At this point we assume that FP is 1cny=1BTS
A large number of users A hold and mortgage 1000000 BTS set CR to 1.6
A large number of users B hold and mortgage 1000000 BTS set CR to 1.61
A large number of users C hold and mortgage 1000000 BTS set CR to 1.62
Before the addition, there was no change. When the price fell by 0.65%, a large number of users A began to explode while jeopardizing a large number of users B. When the price continued to fall by 0.65%, a large number of users B began to explode while jeopardizing a large number of users.
Join us according to the previous analysis, separate MCR and MSCR, and additionally limit the minimum adjustment unit to 0.1.
At this point we assume that FP is 1cny=1BTS
A large number of users A hold and mortgage 1000000 BTS set CR to 1.6
A large number of users B hold and mortgage 1000000 BTS set CR to 1.7
A large number of users C hold and mortgage 1000000 BTS set CR to 1.8
When the price fell by 6.25%, a large number of users A began to burst
A large number of users B's MCR is still maintained at around 1.59, only when the price continues to fall around 6% will start to burst
A large number of users C's MCR is still around 1.59. Only when the price continues to fall by about 5.6% will it start to burst.
This separates the bursts, sets the burst buffer, increases the stability, and appropriately increases the difficulty of shorting.
Welcome to explore
FP is the price
CR mortgage rate
MCR minimum mortgage rate
Maximum short collateral ratio (MSCR)
MSSR burst penalty ratio
The inner disk is now affixed to the mortgage line. When the price is lowered, the mortgage will often cause a stampede event. The short position will be listed below the short position, resulting in lower and lower prices, and the price of the short position is getting lower and lower.
As a result, more burst positions are triggered. Now the explosion line and the mortgage line are not separated. The price drop of 2% will result in a burst order. Because of the continuity of the MCR, the order is usually a string. So we need to cut off.
MCR limit adjustment parameter is at least 0.1 MSCR unchanged
Because MSCR and MCR are currently together at this stage, we have separated MSCR from MCR to enhance stability.
If we separate the MSCR and the MCR, the MCR sets a fixed interval of 1.6-6.0 and adjusts the minimum unit to 0.1. 1.6-1.7-1.8-1.9~~~6.0
The differentiated MSCR is set to 1.50.
At this point we assume that FP is 1cny=1BTS
A large number of users A hold and mortgage 1000000 BTS set CR to 1.6
A large number of users B hold and mortgage 1000000 BTS set CR to 1.61
A large number of users C hold and mortgage 1000000 BTS set CR to 1.62
Before the addition, there was no change. When the price fell by 0.65%, a large number of users A began to explode while jeopardizing a large number of users B. When the price continued to fall by 0.65%, a large number of users B began to explode while jeopardizing a large number of users.
Join us according to the previous analysis, separate MCR and MSCR, and additionally limit the minimum adjustment unit to 0.1.
At this point we assume that FP is 1cny=1BTS
A large number of users A hold and mortgage 1000000 BTS set CR to 1.6
A large number of users B hold and mortgage 1000000 BTS set CR to 1.7
A large number of users C hold and mortgage 1000000 BTS set CR to 1.8
When the price fell by 6.25%, a large number of users A began to burst
A large number of users B's MCR is still maintained at around 1.59, only when the price continues to fall around 6% will start to burst
A large number of users C's MCR is still around 1.59. Only when the price continues to fall by about 5.6% will it start to burst.
This separates the bursts, sets the burst buffer, increases the stability, and appropriately increases the difficulty of shorting.
Welcome to explore
