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我一直在尝试使用限价订单来建仓一些小市值山寨币（$CSPR，$ROSE），以避免市价吃单，但我发现，在较大的交易量上，我的成交价总是偏离我设定的价格几个基点。这在单笔交易中不是什么大问题，但经过一个月的活跃交易，它会累积成可观的损失。我是不是在限价设置上太贪心了，还是说在币安/KuCoin上，除了稍微扩大点差之外，有什么更好的方法可以预测这种情况？有没有人从一开始就把一定比例的滑点计入他们的盈亏计算中？
On less liquid pairs, a few basis points of slippage on larger limit orders isn't uncommon, especially if you're hitting the order book hard. You might consider breaking up your larger blocks into smaller tranches to reduce your footprint, even if it means more orders.
It's fairly standard on those smaller caps. Unless you're trading with serious size, you're likely better off just accepting it or spreading your orders out more. The bid-ask spread itself is already wider than a few basis points on most of those.
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