h**6
发帖数: 4160 | 1 打算在Interative Broker开户，正在研究交易费算法，如果用Cost Plus，Add/Remove
Liquidation的交易费用是不同的。但网站上只有例子两种情况的交易费用分别是多少
，并没有说什么算Add，什么算Remove Liquidation，求各位大牛解释。 | r********r
发帖数: 78 | 2 You must have seen Market Depth? It shows you a market book with a bunch of
orders on the bid side and another bunch on the ask side. Just think those
orders sitting there as "liquidity". If you send a buy order with price >=
current best ask, your order will fill immediately with orders sitting on
best ask (maybe above) and remove some passive shares or orders from the
market. Then you are removing liquidity. In another case, if you send your
buy order at or below current best bid, no existing passive order will match
up with you. You will be add liquidity and wait there for execution. |
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