比特币合约资金费率的计算方法 比特币合约资金费率的计算

① 比特币的交易费率是多少

OKEx比特币交易所的手续费全球最低,0.15%-0.02%,而且而且平台币OKB还不收费。

在Bybit,每一笔成功订单,Bybit平台会根据订单属性自动决定收取费用或提供奖励。对于市场的“做市商”:每个成功的限价订单,系统会给予基于合约价值的0.025%奖励。

对于市场的“受价者”:每个成功的市价订单,系统会基于合同价值收取合约价值0.075%的费用。价值5美元的比特币交易与价值5000美元的比特币交易所需要支付的手续费可能是相同的。

它们是通过”每字节数据多少聪(satoshis)“来衡量的。

② 比特币的合约收益是怎么算的

二十倍满仓合约相当于你用100元买了2000元的比特币,涨十个点你的收入是200元(+100),第二天你的账户是300元,继续满仓20倍再涨十个点,你的收入是600元(+300),以此类推,
但若跌5个点,你的本金就没了俗称爆仓。

③ 季度合约有没有资金费率

有的。传统的期货合约有交割日,所以越临近交割日,市场上的期货价格会自然向现货价格靠拢,最终保持一致。但永续合约是没有到期日或结算日,那价格又如何与现货价格保持一致呢?资金费率就能派上用场了,它是用来锚定现货价格,当永续合约价格与现货价格偏离合理价差时,资金费用会把这个偏离价差强行拉回至合理的水平线上。
资金费用并不是交易所收取的费用,而是在多空持仓双方之间进行支付,使交易价格接近于现货指数价格,资金费率的正负决定了哪一方需要付费。当资金费率为正数时,多方用户(也就是合约的买方)向空方用户(合约卖方)支付资金费用;如果资金费率为负,则空方用户向多方用户支付。而当资金费率为0时,多空双方彼此都不需要付资金费。
以比特币为例,假设比特币永续合约价格与现货价格价差在-20—20点之间比较合理。此时小明作为合约的买方,把永续合约价格恶意拉升,让价差扩大到了100点,到了当天24点,实际价差太过离谱,这时小明就需要补偿持有空单投资者(也就是合约的卖方),而系统也会从小明的已实现收益中进行扣除。所以在永续合约里,价格拉得越高,价差越大,给空方的补偿就会越大。
拓展资料:
1、资金费用率是指企业各项费用额与存贷款月平均余额的比率,用来衡量企业资金运用费用高低的一项指标。资金费率的关键作用是用来缩小永续合约市场与对应现货市场的价差(价格回归)。
2、资金费率与预测资金费率,在“合约明细”中,交易者能查看下一个资金费率时间戳(8小时内)已确定的资金费率。当鼠标移至“资金费率”时,预测资金费率将显示后一个资金费率时间戳(16小时内)的预测资金费率。此预测资金费率将根据当下每分钟计算的利率与溢价指数改变而实时更新直至下一个资金费率时间戳。

④ 数字货币永续合约的资金费率是什么

我们先以比特币的永续合约引入主题:
比特币永续合约以比特币价格为交易指数,那怎么保证合约价格和现货价格的价差一致?由于期货合约有交割日,所以越临近交割日,市场上的期货价格会自然向现货价格靠拢,最终保持一致。但永续合约是一种特殊的期货合约,与传统期货不同,永续合约没有到期日或结算日,那永续合约的价格是不是就没有了约束,想怎么走就怎么走?
这个时候一种叫“资金费用”的东西就登场了~它可以用来锚定现货价格,当某一时刻永续合约价格与现货价格偏离合理价差时,资金费用会把这个偏离价差强行拉回至合理的水平线上。有好奇网友就提问了:
那资金费用具体是怎样把价差拉回来的?
回答这个问题之前,我们来解释下CoinEx资金费用的概念。
资金费用并不是交易所收取的费用,而是在多空持仓双方之间进行支付,使交易价格接近于现货指数价格,资金费率的正负决定了哪一方需要付费。简单来说,就是CoinEx不收任何资金费,这笔钱是用户与用户之间转来转去的。
当资金费率为正数时,多方用户(也就是合约的买方)向空方用户(合约卖方)支付资金费用;如果资金费率为负,则空方用户向多方用户支付。而当资金费率为0时,多空双方彼此都不需要付资金费啦。
总而言之,当合约过度溢价时,资金费率为正,合约买方需要支付费用给卖方。CoinEx这一机制也会缩小合约市场和现货市场的价差,从而让价格回归到正常水平,也可以限制恶意操纵合约价格。没有过山车一样的价差暴涨暴跌,也就没有伤害。
为了大家更直观理解,我们毫不吝啬地再举个例子,还是以比特币永续合约为例:假设比特币永续合约价格与现货价格价差在-20—20点之间比较合理。此时张三作为合约的买方,把永续合约价格恶意拉升,让价差扩大到了100点,到了当天24点,实际价差太过离谱,这时张三就得补偿持有空单投资者(也就是合约的卖方),而系统也会从张三的已实现收益中进行扣除。所以在永续合约里,价格拉得越高,价差越大,给空方的补偿就会越大。
那资金费率是如何取值的呢?
CoinEx有三个资金费用的收取时间,分别是(HKT) 08:00、16:00、24:00。简单来说,只有在每天8:00、16:00、24:00持有仓位时,用户才需要支付或收取资金费用。如果在费用收取之前平仓,就不需要支付资金费用啦~
至于每次结算的当期资金费率,是取上一个结算时刻前一分钟计算的资金费率。
计算公式是这样的:
资金费率=Clamp(MA(((深度加权买价 + 深度加权卖价)/2-现货指数价格)/现货指数价格 - Interest), a, b)
PS:
*MA代表移动平均线,CoinEx的资金费率会取每次计算前一定周期内的深度加权买卖价与现货指数价格参与计算。
*Interest当前为0
*BTCUSD、BCHUSD、ETHUSD、LTCUSD、BSVUSD、XRPUSD、EOSUSD永续合约:a=-0.1%,b=0.1%
*深度加权买价 = 在竞买方成交 “保证金影响额” 的平均价格
*深度加权卖价 = 在竞卖方成交 “保证金影响额” 的平均价格
*保证金影响额指的是盘口一定数量订单的价值总额

⑤ okex比特币永续合约的资金费用是怎么计算的

资金费用=持仓仓位价值*资金费率,当资金费率为正数时,多头支付空头;当资金费率为负数时,空头支付多头,能明白吗?

⑥ 比特币手续费

比特币的交易费用一般为:0.0001-0.0005BTC之间。当然,每个矿工和矿工协会所接受的额度是不一样的。有时候,大额的比特币交易是不需要手续费的,比如超过100BTC。小额的交易如低于0.01BTC则要收取一定量的手续费。当然,有的比特币客户端可以设置比特币交易费,如果你把交易费用设置的非常低,那么交易确认的时间会非常的漫长。
首先应该明白这个手续费是奖励给矿工的,以激励矿工继续挖矿为比特币提供足够的算力从而确保比特币网络的安全。目前矿工的主要收入是通过创造新的块(Block)来获得BTC的奖励,但是这个奖励每4年减半,随着时间的推移比特币交易手续费将逐渐取代比特币奖励。
什么情况下需要支付手续费?金额是多少?

比特币系统有一系列的网络规则,其中包含手续费规则,这一系列规则也就是“客户端要做什么”。当你使用Bitcoin客户端(钱包,Bitcoin-Qt)发送比特币的时候,整个过程大致分为以下步骤:

1. 筹备你要发送的比特币

客户端负责收集你钱包(Bitcoin-Qt)里的比特币余额为支付做准备,因为你收到的每一笔比特币都存在你的钱包里面直到你花掉它们。

假如在OKCoin比特币提现3BTC与2BTC两次,它们在你钱包的记录是相互独立的,即一个3BTC和一个2BTC,而不是合并为5BTC(钱包只记录交易明细,并不将余额合并,但是你在钱包的界面上可以看到总的余额),随着时间的推移你的钱包里会积累许多这样数量不等的比特币,可想而知OKCoin比特币钱包里应该有成千上万条这样的记录了吧。所以当你发送比特币的时候钱包必须决定用哪些上述记录最适合用来本次发送。

在一次交易中你得到的比特币称为“输入(inputs)”,支出的比特币称为“输出(outputs)”,在你的钱包里存在多个输入和输出。

2. 阻止大量微额(st)支付冲击网络

如果你向OKCoin比特币交易平台充值小于0.01BTC(包括你钱包内部的资金变动)的话,你必须要支付0.0001的手续费。钱包在准备你的支付金额的时候有一个既定的规则,就是在众多输入(inputs)中筹备支付金额的时候尽量避免产生小于0.01BTC的金额变动(比如你要向OKCoin比特币充值5.005BTC,钱包尽可能的选择3+2.005或者1+1+3.005,而不是5+0.005)。

3. 数额越大、币龄(age)越高优先级越高

如果你发送金额太小或者是你的比特币刚开采出来不久,那么你的转账就不再免费之列。每一个交易都会分配一个优先级,这个优先级通过币的新旧程度、交易的字节数和交易的数量。具体来说,对于每一个输入(inputs)来讲,客户端会先将比特币的数量乘以这些币在块中存在的时间(币龄,age),然后将所有的乘积加起来除以此次交易的大小(以字节为单位),计算公式:priority = sum(input_value_in_base_units * input_age)/size_in_bytes,计算结果如果小于0.576,那么该交易就必须支付手续费。这也是为什么你在OKCoin比特币提现的时候都要加一个0.0001的原因了,因为OKCoin钱包内的比特币转账频繁,比特币在块中的时间比较短,因此需要支付手续费。如果你确实有大量的小额输入,比如小矿工,又想免费转出,这时候你可以加一个数额大的、币龄大的比特币金额,就会将平均优先级提高,从而可以免费转出比特币。

4. 每千字节的收费

在转账的最后客户端会计算本次转账的大小(以字节为单位),大小一般取决于输入和输出的数额大小,计算公式如下:148 × 输入数额 + 34 × 输出数额 + 10,如果该次转账的大小超过10000字节但是优先级符合免费的标准,那么仍然可以享受免费转账,否则需要支付手续费。每1000字节的费用默认是0.0001BTC,但是你也可以在客户端里进行追加,依次打开选项卡“设置>选项>主要”进行手续费的调整。如果你在设置的手续费小于0.0001BTC按0.0001算。当本条规则适用时将会取代步骤2的规则而不是累加。

⑦ 比特币交易大数据的永续资金费率是什么指标

OKEx永续合约设定每天的8:00,16:00,24:00为交割时间,当交割发生的时候,若当期资金费率为正,则OKEx交割时刻的多仓持有者将向空仓持有者支付一定额度的资金费用,反之则空仓持有者将向多仓持有者支付一定额度的资金费用。

⑧ 比特币永续合约中的收益率是怎么计算的

就是收益率 = 收益 / 开仓时所需保证金。


① What is the transaction fee of Bitcoin?

OKEx Bitcoin exchange has the lowest handling fee in the world, 0.15%-0.02%, and the platform currency OKB is not TOLL.

In Bybit, for every successful order, the Bybit platform will automatically decide to charge fees or provide rewards based on the order attributes. For the "market makers" of the market: for each successful limit order, the system will give a reward of 0.025% based on the contract value.

For the "price taker" of the market: for each successful market order, the system will charge a fee of 0.075% of the contract value based on the contract value. A Bitcoin transaction worth $5 may pay the same fee as a Bitcoin transaction worth $5,000.

They are measured by "satoshis per byte of data."

② How is the contract income of Bitcoin calculated?

Twenty times a full contract is equivalent to buying 2,000 yuan of Bitcoin for 100 yuan, which increases your income by ten points. It is 200 yuan (+100). Your account is 300 yuan the next day. If you continue to fill the position 20 times and then increase by ten points, your income will be 600 yuan (+300), and so on.
But if it falls 5 points, your principal is gone, commonly known as liquidation.

③Does the quarterly contract have a funding rate?

Yes. Traditional futures contracts have a delivery date, so the closer to the delivery date, the futures price in the market will naturally move closer to the spot price and eventually remain consistent. But the perpetual contract has no expiry date or settlement date, so how can the price remain consistent with the spot price? The funding rate comes in handy. It is used to anchor the spot price. When the perpetual contract price deviates from the reasonable spread from the spot price, the funding fee will force the deviation back to a reasonable level.
The funding fee is not a fee charged by the exchange, but is paid between the long and short positions, so that the transaction price is close to the spot index price. The positive or negative funding rate determines which party needs to pay. When the funding rate is positive, the long-side user (that is, the buyer of the contract) pays the funding fee to the short-side user (the contract seller); if the funding rate is negative, the short-side user pays the long-side user. When the funding rate is 0, neither the long nor short parties need to pay funding fees to each other.
Take Bitcoin as an example. It is assumed that the price difference between the Bitcoin perpetual contract price and the spot price is between -20 and 20 points, which is reasonable. At this time, Xiao Ming, as the buyer of the contract, maliciously increased the price of the perpetual contract, widening the price difference to 100 points. At 24:00 that day, the actual price difference was too outrageous. At this time, Xiao Ming needed to compensate investors who held short orders (that is, The seller of the contract), and the system will also deduct it from Xiao Ming’s realized gains. Therefore, in the perpetual contract, the higher the price is, the larger the price difference is, and the greater the compensation for the short side will be.
Extended information:
1. The capital expense rate refers to the amount of various expenses of the enterprise and the monthly average of deposits and loansThe balance ratio is an indicator used to measure the cost of using funds of an enterprise. The key role of the funding rate is to narrow the price difference (price regression) between the perpetual contract market and the corresponding spot market.
2. Funding rate and predicted funding rate. In "Contract Details", traders can view the determined funding rate at the next funding rate timestamp (within 8 hours). When the mouse is moved over "Funding Rate", the predicted funding rate will display the predicted funding rate for the next funding rate timestamp (within 16 hours). This predicted funding rate will be updated in real time based on changes in the interest rate and premium index calculated every minute until the next funding rate timestamp.

④ What is the funding rate of digital currency perpetual contracts?

Let’s first introduce the topic with Bitcoin’s perpetual contracts:
Bitcoin’s perpetual contracts Using Bitcoin price as the trading index, how to ensure that the spread between the contract price and the spot price is consistent? Since futures contracts have a delivery date, the closer to the delivery date, the futures price in the market will naturally move closer to the spot price and eventually remain consistent. But a perpetual contract is a special kind of futures contract. Unlike traditional futures, a perpetual contract has no expiration date or settlement date. Does that mean there is no constraint on the price of the perpetual contract, and you can do whatever you want?
At this time, something called "funding cost" comes on the scene ~ it can be used to anchor the spot price. When the perpetual contract price deviates from the reasonable spread between the spot price and the spot price at a certain time, the funding cost will cause this deviation. The price difference was forced back to a reasonable level. Some curious netizens asked:
How does the capital fee bring the price difference back?
Before answering this question, let us explain the concept of CoinEx funding fees.
The funding fee is not a fee charged by the exchange, but is paid between the long and short positions, making the transaction price close to the spot index price. The positive or negative funding rate determines which party needs to pay. To put it simply, CoinEx does not charge any funding fees, and the money is transferred between users.
When the funding rate is positive, the long-side user (that is, the buyer of the contract) pays the short-side user (the contract seller) the funding fee; if the funding rate is negative, the short-side user pays the long-side user. When the funding rate is 0, neither the long nor the short parties need to pay funding fees to each other.
In summary, when a contract is excessively premium, the funding rate is positive and the contract buyer needs to pay a fee to the seller. This mechanism of CoinEx will also narrow the price difference between the contract market and the spot market, thereby returning the price to normal levels and limiting malicious manipulation of contract prices. There is no roller-coaster ride of price spreads rising and falling, so there is no harm.
In order for everyone to understand more intuitively, we will give another example without hesitation, still taking the Bitcoin perpetual contract as an example: Assume that the price difference between the Bitcoin perpetual contract price and the spot price is between -20 and 20 points. Reasonable. At this time, Zhang San, as the buyer of the contract, maliciously increased the price of the perpetual contract.Let the price difference expand to 100 points. At 24:00 that day, the actual price difference is too outrageous. At this time, Zhang San has to compensate investors who hold short orders (that is, the seller of the contract), and the system will also benefit from Zhang San’s realized income. Deductions are made. Therefore, in the perpetual contract, the higher the price is, the larger the price difference is, and the greater the compensation for the short side will be.
How is the funding rate calculated?
CoinEx has three fund fee collection times, namely (HKT) 08:00, 16:00, and 24:00. Simply put, users only need to pay or receive funding fees when holding positions at 8:00, 16:00, and 24:00 every day. If you close your position before fees are collected, you don’t need to pay the funding fee~
As for the current funding rate for each settlement, it is the funding rate calculated one minute before the last settlement time.
The calculation formula is as follows:
Funding rate = Clamp(MA(((depth weighted buying price + depth weighted selling price)/2-spot index price)/spot index price-Interest), a , b)
PS:
*MA represents the moving average. CoinEx’s funding rate will be calculated based on the depth-weighted buying and selling price and spot index price within a certain period before each calculation.
*Interest is currently 0
*BTCUSD, BCHUSD, ETHUSD, LTCUSD, BSVUSD, XRPUSD, EOSUSD perpetual contracts: a=-0.1%, b=0.1%
*Depth weighted bid price = The average price of the "margin impact amount" transactions on the bidder
*Depth weighted selling price = The average price of the "margin impact amount" transactions on the bidder
*The margin impact amount refers to a certain number of orders Total value of the order

⑤ How is the funding fee of the okex Bitcoin perpetual contract calculated?

Funding fee = position value * funding rate, when the funding rate is a positive number When the funding rate is negative, the longs pay the shorts. When the funding rate is negative, the shorts pay the longs. Do you understand?

⑥ Bitcoin handling fees

Bitcoin transaction fees are generally: between 0.0001-0.0005BTC. Of course, the amount accepted by each miner and miners' association is different. Sometimes, there is no handling fee for large Bitcoin transactions, such as more than 100 BTC. Small transactions below 0.01 BTC will be charged a certain amount of handling fees. Of course, some Bitcoin clients can set Bitcoin transaction fees. If you set the transaction fee very low, the transaction confirmation time will be very long.
First of all, you should understand that this fee is awarded to miners to encourage miners to continue mining and provide sufficient computing power for Bitcoin to ensure the security of the Bitcoin network. The current main income of minersBTC rewards are obtained by creating new blocks (Blocks), but this reward is halved every 4 years. As time goes by, Bitcoin transaction fees will gradually replace Bitcoin rewards.
Under what circumstances do I need to pay a handling fee? What is the amount?

The Bitcoin system has a series of network rules, including fee rules. This series of rules is also "what the client should do." When you use the Bitcoin client (wallet, Bitcoin-Qt) to send Bitcoins, the entire process is roughly divided into the following steps:

1. Prepare the Bitcoins you want to send

The client is responsible for collecting the Bitcoin balance in your wallet (Bitcoin-Qt) in preparation for payment, because every Bitcoin you receive is stored in your wallet until you spend it.

If you withdraw 3BTC and 2BTC twice from OKCoin, their records in your wallet are independent of each other, that is, one 3BTC and one 2BTC, instead of being merged into 5BTC (the wallet only records the transaction details, The balances are not combined, but you can see the total balance on the wallet interface). As time goes by, your wallet will accumulate many such amounts of Bitcoin. It is conceivable that OKCoin Bitcoin wallet There should be thousands of such records. So when you send Bitcoin, the wallet must decide which of the above records is best for this send.

The bitcoins you get in a transaction are called "inputs", and the bitcoins you spend are called "outputs". There are multiple inputs and outputs in your wallet .

2. Prevent large amounts of micro (st) payments from impacting the network

If you deposit less than 0.01 BTC to the OKCoin Bitcoin trading platform (including changes in funds within your wallet) , you have to pay a handling fee of 0.0001. The wallet has an established rule when preparing your payment amount, which is to try to avoid changes in the amount less than 0.01BTC when preparing the payment amount among many inputs (for example, if you want to recharge 5.005BTC to OKCoin Bitcoin, the wallet If possible, choose 3+2.005 or 1+1+3.005 instead of 5+0.005).

3. The larger the amount and the higher the age of the coin, the higher the priority

If the amount you send is too small or your Bitcoin has just been mined, Then your transfer is no longer free. Each transaction is assigned a priority based on the age of the coin, the number of bytes in the transaction, and the number of transactions. Specifically, for each input, the client will first multiply the number of Bitcoins by the time those coins existed in the block.time (coin age, age), and then add up all the products and divide them by the size of the transaction (in bytes). The calculation formula is: priority = sum(input_value_in_base_units * input_age)/size_in_bytes. If the calculation result is less than 0.576, Then the transaction must pay a handling fee. This is also the reason why you have to add 0.0001 when withdrawing Bitcoin from OKCoin. Because Bitcoin transfers in OKCoin wallet are frequent and the time of Bitcoin in the block is relatively short, so you need to pay a handling fee. If you do have a large amount of small input, such as a small miner, and want to transfer it out for free, then you can add a large amount of Bitcoin with an older currency, which will increase the average priority and allow you to transfer it for free. Out of Bitcoin.

4. Charge per kilobyte

At the end of the transfer, the client will calculate the size of the transfer (in bytes). The size generally depends on the input and the output amount, the calculation formula is as follows: 148 × input amount + 34 × output amount + 10. If the size of the transfer exceeds 10,000 bytes but the priority meets the free standard, you can still enjoy free transfer, otherwise you need to pay Handling fee. The default fee per 1000 bytes is 0.0001 BTC, but you can also add additional fees in the client and open the tab "Settings > Options > Main" to adjust the handling fee. If the handling fee you set is less than 0.0001BTC, it will be calculated as 0.0001. When this rule is applied it will supersede the rule in step 2 rather than being cumulative.

⑦ What is the indicator of the perpetual funding rate of Bitcoin trading big data

OKEx perpetual contract sets delivery at 8:00, 16:00 and 24:00 every day Time, when delivery occurs, if the current funding rate is positive, long position holders at OKEx delivery time will pay a certain amount of funding fees to short position holders, otherwise short position holders will pay long position holders Someone pays a certain amount of funding fees.

⑧ How is the rate of return in Bitcoin perpetual contracts calculated?

It is the rate of return = income / margin required when opening a position.

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