(window.webpackJsonp=window.webpackJsonp||[]).push([[113],{"Xim+":function(e,t,a){"use strict";a.r(t),a.d(t,"_frontmatter",(function(){return i})),a.d(t,"default",(function(){return j}));var b=a("Fcif"),n=a("dV/x"),l=(a("mXGw"),a("/FXl")),r=a("TjRS"),c=a("wCAC");a("l1C2");const p=["components"],i={};void 0!==i&&i&&i===Object(i)&&Object.isExtensible(i)&&!Object.prototype.hasOwnProperty.call(i,"__filemeta")&&Object.defineProperty(i,"__filemeta",{configurable:!0,value:{name:"_frontmatter",filename:"src/components/zh/Heatmap.mdx"}});const m={_frontmatter:i},O=r.a;function j(e){let{components:t}=e,a=Object(n.a)(e,p);return Object(l.b)(O,Object(b.a)({},m,a,{components:t,mdxType:"MDXLayout"}),Object(l.b)("h1",{id:"流动性热力图"},"流动性热力图"),Object(l.b)(c.i,{mdxType:"Tags"},Object(l.b)(c.a,{tone:"green",mdxType:"Badge"},"主图"),Object(l.b)(c.a,{tone:"neutral",mdxType:"Badge"},"现货和合约")),Object(l.b)(c.e,{mdxType:"Lead"},"热力图在图表上绘制限价单的历史。我们的算法会挑选并分类最重要的订单，因此即使在交易活跃的市场中，最大的挂单墙也一目了然。"),Object(l.b)(c.f,{src:"../../public/heatmap.png",alt:"图表上的流动性热力图",mdxType:"Screenshot"}),Object(l.b)("h2",{id:"如何解读"},"如何解读"),Object(l.b)("ul",null,Object(l.b)("li",{parentName:"ul"},"每条水平条带代表一个存在挂单的价格水平。颜色越亮，订单越大。"),Object(l.b)("li",{parentName:"ul"},"买盘（买入限价单）和卖盘（卖出限价单）使用不同的调色板，让你一眼看出流动性位于哪一侧。"),Object(l.b)("li",{parentName:"ul"},"价格接近时仍然存在的条带就是挂单墙。观察价格到达该水平时的表现。"),Object(l.b)("li",{parentName:"ul"},"在价格触及之前消失的条带说明订单被撤销了。虚假挂单（spoofing）通常就是这样。")),Object(l.b)(c.b,{type:"tip",title:"与足迹图结合",mdxType:"Callout"},Object(l.b)("p",null,"配合 ",Object(l.b)("a",{parentName:"p",href:"/docs/zh/chart/orderflow"},"足迹图指标"),"，你可以检查热力图标出的水平是否真正起到阻挡作用：寻找 ",Object(l.b)("strong",{parentName:"p"},"吸收"),"（成交量很大，但价格没有推进）或 ",Object(l.b)("strong",{parentName:"p"},"衰竭"),"（该水平的成交量逐渐枯竭）。")),Object(l.b)("h2",{id:"设置"},"设置"),Object(l.b)("table",null,Object(l.b)("thead",{parentName:"table"},Object(l.b)("tr",{parentName:"thead"},Object(l.b)("th",{parentName:"tr",align:null},"设置"),Object(l.b)("th",{parentName:"tr",align:null},"默认值"),Object(l.b)("th",{parentName:"tr",align:null},"说明"))),Object(l.b)("tbody",{parentName:"table"},Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"延伸热力图(柱数)"),Object(l.b)("td",{parentName:"tr",align:null},Object(l.b)("inlineCode",{parentName:"td"},"1")),Object(l.b)("td",{parentName:"tr",align:null},"将当前订单簿向未来延伸多少根 K线（1 到 100）。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"聚合"),Object(l.b)("td",{parentName:"tr",align:null},"无"),Object(l.b)("td",{parentName:"tr",align:null},"将其他交易所的订单簿添加到热力图中。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"仅将现货(SPOT)与其他现货聚合"),Object(l.b)("td",{parentName:"tr",align:null},"开"),Object(l.b)("td",{parentName:"tr",align:null},"聚合时，现货订单簿只与现货订单簿合并。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"仅将合约(FUTURES)与其他合约聚合"),Object(l.b)("td",{parentName:"tr",align:null},"开"),Object(l.b)("td",{parentName:"tr",align:null},"聚合时，合约订单簿只与合约订单簿合并。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"相对模式(按交易所的相对规模)"),Object(l.b)("td",{parentName:"tr",align:null},"关"),Object(l.b)("td",{parentName:"tr",align:null},"按订单在本交易所其他订单中的相对规模着色，而不是按原始数量，这样聚合的交易所之间才具有可比性。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"调色板"),Object(l.b)("td",{parentName:"tr",align:null},Object(l.b)("inlineCode",{parentName:"td"},"lite")),Object(l.b)("td",{parentName:"tr",align:null},"卖盘和买盘的内置调色板。")),Object(l.b)("tr",{parentName:"tbody"},Object(l.b)("td",{parentName:"tr",align:null},"使用自定义调色板"),Object(l.b)("td",{parentName:"tr",align:null},"关"),Object(l.b)("td",{parentName:"tr",align:null},"为卖盘和买盘各定义最多五种自定义颜色。")))),Object(l.b)("p",null,"所有订单流指标及其设置的完整列表见 ",Object(l.b)("a",{parentName:"p",href:"/docs/zh/chart/indicators#%E8%AE%A2%E5%8D%95%E7%B0%BF%E7%83%AD%E5%8A%9B%E5%9B%BE"},"指标参考"),"。"),Object(l.b)("h2",{id:"相对模式"},"相对模式"),Object(l.b)("p",null,"默认情况下，条纹的颜色取决于订单数量。开启",Object(l.b)("strong",{parentName:"p"},"相对模式"),"后，每个订单会先在其所在交易所内排名：该市场的挂单从最小到最大被划分为若干组，条纹采用订单所属组的编号。小交易所上的大墙与大交易所上的大墙会得到相同的颜色。"),Object(l.b)("ul",null,Object(l.b)("li",{parentName:"ul"},"聚合时，各交易所的组编号会按价格档位求和：在每个聚合交易所上都很大的档位最亮，单个订单簿巨大的交易所不会再掩盖其他交易所。"),Object(l.b)("li",{parentName:"ul"},"过滤滑块和提示框使用同样的单位，即一个普通数字而不是币的数量。"),Object(l.b)("li",{parentName:"ul"},"分组与",Object(l.b)("a",{parentName:"li",href:"/docs/zh/screener/liquidity"},"流动性筛选器"),"使用的相同，因此热力图和筛选器对同一订单的评价一致。"),Object(l.b)("li",{parentName:"ul"},"在 1s 和 5s 图表上，热力图仍显示数量。")),Object(l.b)("h2",{id:"预测强平"},"预测强平"),Object(l.b)("p",null,"同一图层也可以显示估算的强平水平，而不是订单簿。在合约图表上添加 ",Object(l.b)("a",{parentName:"p",href:"/docs/zh/chart/indicators#%E5%BC%BA%E5%B9%B3%E7%83%AD%E5%8A%9B%E5%9B%BE-%E9%A2%84%E6%B5%8B"},"强平热力图"),"：它会替代订单簿热力图，上文介绍的过滤器、调色板和提示框保持不变。卖盘变为价格上方的空头强平，买盘变为价格下方的多头强平。价格穿过某个水平后，该水平即被移除，因此右侧的柱只显示仍未触发的部分。这些水平来自模型（未平仓合约变化、主动成交量和你选择的杠杆档位），而非交易所数据；已实际发生的强平仍显示在强平面板和强平集群中。"),Object(l.b)(c.f,{src:"../../public/liquidation_heatmap.png",mdxType:"Screenshot"}))}void 0!==j&&j&&j===Object(j)&&Object.isExtensible(j)&&!Object.prototype.hasOwnProperty.call(j,"__filemeta")&&Object.defineProperty(j,"__filemeta",{configurable:!0,value:{name:"MDXContent",filename:"src/components/zh/Heatmap.mdx"}}),j.isMDXComponent=!0}}]);
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