{"id":4319,"date":"2026-01-26T09:04:41","date_gmt":"2026-01-26T01:04:41","guid":{"rendered":"https:\/\/theexchain.com\/high-frequency-trading-hft-on-theexchain-leveraging-our-low-latency-api\/"},"modified":"2026-01-26T09:04:41","modified_gmt":"2026-01-26T01:04:41","slug":"%e5%9c%a8-theexchain-%e4%b8%8a%e9%80%b2%e8%a1%8c%e9%ab%98%e9%a0%bb%e4%ba%a4%e6%98%93%ef%bc%88hft%ef%bc%89%ef%bc%8c%e5%96%84%e7%94%a8%e6%88%91%e5%80%91%e7%9a%84%e4%bd%8e%e5%bb%b6%e9%81%b2-api","status":"publish","type":"post","link":"https:\/\/theexchain.com\/zh\/%e5%9c%a8-theexchain-%e4%b8%8a%e9%80%b2%e8%a1%8c%e9%ab%98%e9%a0%bb%e4%ba%a4%e6%98%93%ef%bc%88hft%ef%bc%89%ef%bc%8c%e5%96%84%e7%94%a8%e6%88%91%e5%80%91%e7%9a%84%e4%bd%8e%e5%bb%b6%e9%81%b2-api\/","title":{"rendered":"TheExchain \u4e0a\u7684\u9ad8\u983b\u4ea4\u6613 (HFT)\uff1a\u5229\u7528\u6211\u5011\u7684\u4f4e\u5ef6\u9072 API"},"content":{"rendered":"<p>\u300a\u5fae\u79d2\u4e4b\u6230\uff1a\u9ad8\u983b\u4ea4\u6613\u5982\u4f55\u4e3b\u5bb0\u52a0\u5bc6\u8ca8\u5e63\u5e02\u5834\uff0c\u4ee5\u53ca TheExchain \u7684\u4f4e\u5ef6\u9072 API \u5982\u4f55\u6210\u70ba\u60a8\u7684\u79d8\u5bc6\u6b66\u5668\u300b\u5728\u52a0\u5bc6\u8ca8\u5e63\u5e02\u5834\u9019\u7247\u5bc2\u975c\u7684\u6578\u4f4d\u5cfd\u8c37\u4e2d\uff0c\u8ca1\u5bcc\u7684\u7a4d\u7d2f\u4e0d\u518d\u4ee5\u5929\u6216\u5c0f\u6642\u70ba\u55ae\u4f4d\uff0c\u800c\u662f\u53d6\u6c7a\u65bc\u6beb\u79d2\u4e4b\u5167\u3002 \u5169\u5bb6\u4ea4\u6613\u6240\u4e4b\u9593\u4e00\u6b21\u8f49\u77ac\u5373\u901d\u7684\u50f9\u683c\u5dee\u7570\u2014\u2014\u4f8b\u5982\u6301\u7e8c 200 \u6beb\u79d2\u7684 0.1% \u50f9\u5dee\u2014\u2014\u5c0d\u7387\u5148\u884c\u52d5\u7684\u4ea4\u6613\u8005\u800c\u8a00\uff0c\u53ef\u80fd\u50f9\u503c\u6578\u842c\u7f8e\u5143\u3002 \u9019\u5c31\u662f\u9ad8\u983b\u4ea4\u6613\uff08HFT\uff09\u7684\u9818\u57df\uff0c\u5728\u6b64\u8655\uff0c\u5ef6\u9072\u4e0d\u50c5\u50c5\u662f\u4e00\u9805\u6307\u6a19\uff0c\u66f4\u662f\u76c8\u8667\u4e4b\u9593\u7684\u6700\u7d42\u5206\u6c34\u5dba\u3002\u96d6\u7136\u9ad8\u983b\u4ea4\u6613\u6578\u5341\u5e74\u4f86\u4e00\u76f4\u662f\u50b3\u7d71\u80a1\u7968\u548c\u5916\u532f\u5e02\u5834\u7684\u57fa\u77f3\uff0c\u4f46\u5b83\u9032\u8ecd\u52a0\u5bc6\u8ca8\u5e63\u9818\u57df\u7684\u904e\u7a0b\u537b\u5145\u6eff\u7206\u767c\u529b\u4e14\u5177\u6709\u985b\u8986\u6027\u3002 \u7136\u800c\uff0c\u5b83\u4e5f\u63ed\u9732\u4e86\u5e02\u5834\u64cd\u7e31\u7684\u9ed1\u6697\u9762\u2014\u2014\u9019\u7a2e\u64cd\u7e31\u6b63\u662f\u56e0\u5340\u584a\u93c8\u7684\u900f\u660e\u6027\u800c\u5f97\u4ee5\u7368\u7279\u5be6\u73fe\u3002\u9019\u5834\u7af6\u8cfd\u4e0d\u518d\u50c5\u50c5\u95dc\u4e4e\u901f\u5ea6\uff1b\u800c\u662f\u95dc\u4e4e\u300c\u667a\u6167\u578b\u901f\u5ea6\u300d\uff0c\u4e26\u7531\u65e2\u80fd\u52a0\u901f\u57f7\u884c\u4ea4\u6613\uff0c\u53c8\u80fd\u62b5\u79a6\u63a0\u596a\u6027\u6230\u8853\u7684\u57fa\u790e\u8a2d\u65bd\u6240\u5f37\u5316\u3002 \u5167\u5728\u7684\u6575\u4eba\uff1a\u7406\u89e3\u53bb\u4e2d\u5fc3\u5316\u4ea4\u6613\u6240\uff08DEX\uff09\u7684\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u53bb\u4e2d\u5fc3\u5316\u4ea4\u6613\u6240\uff08DEX\uff09\u7684\u9858\u666f\u5d07\u9ad8\uff1a\u76f4\u63a5\u5f9e\u9322\u5305\u9032\u884c\u4ea4\u6613\u3001\u81ea\u4e3b\u4fdd\u7ba1\u8cc7\u7522\uff0c\u4e26\u53c3\u8207\u4e00\u500b\u6297\u5be9\u67e5\u7684\u5e02\u5834\u3002 \u50cf Uniswap \u9019\u6a23\u65e5\u4ea4\u6613\u91cf\u9054\u6578\u5341\u5104\u7684\u5e73\u53f0\uff0c\u662f\u7531\u81ea\u52d5\u5316\u505a\u5e02\u5546\uff08AMM\uff09\u9a45\u52d5\u7684\u2014\u2014\u9019\u662f\u4e00\u7a2e\u57fa\u65bc\u6d41\u52d5\u6027\u6c60\uff0c\u900f\u904e\u6f14\u7b97\u6cd5\u8a2d\u5b9a\u50f9\u683c\u7684\u667a\u6167\u5408\u7d04\u3002\u7136\u800c\uff0c\u6b63\u662f\u9019\u7a2e\u900f\u660e\u5ea6\u8207\u78ba\u5b9a\u6027\u5b9a\u50f9\u6a5f\u5236\uff0c\u50ac\u751f\u4e86\u4e00\u7a2e\u8fd1\u4e4e\u96f6\u98a8\u96aa\u7684\u63a0\u596a\u6027\u7b56\u7565\uff1a\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u3002 \u6b63\u5982\u502b\u6566\u5e1d\u570b\u5b78\u9662\u53ca\u5176\u4ed6\u6a5f\u69cb\u7684\u95dc\u9375\u7814\u7a76\u6240\u95e1\u660e\uff0c\u9019\u7a2e\u653b\u64ca\u662f\u300c\u6436\u5148\u4ea4\u6613\u300d\u8207\u300c\u8ddf\u55ae\u4ea4\u6613\u300d\u7684\u6bc0\u6ec5\u6027\u7d44\u5408\u3002\u5176\u5be6\u969b\u904b\u4f5c\u65b9\u5f0f\u5982\u4e0b\uff1a\u53d7\u5bb3\u8005\u5728 Uniswap \u4e0a\u63d0\u4ea4\u4e00\u7b46\u5927\u984d\u4ea4\u6613\uff0c\u4f8b\u5982\u5c07 50 ETH \u514c\u63db\u70ba DAI\u3002 \u4e00\u540d\u904b\u884c\u7db2\u8def\u9593\u8adc\u7bc0\u9ede\u7684\u653b\u64ca\u8005\uff0c\u5728\u516c\u958b\u7684\u8a18\u61b6\u6c60\uff08mempool\uff09\u4e2d\u5bdf\u89ba\u5230\u9019\u7b46\u5f85\u8655\u7406\u4ea4\u6613\u3002\u7531\u65bc\u77e5\u9053\u53d7\u5bb3\u8005\u7684\u4ea4\u6613\u5c07\u63a8\u9ad8\u8a72\u6d41\u52d5\u6027\u6c60\u4e2d\u7684 ETH \u50f9\u683c\uff0c\u653b\u64ca\u8005\u4fbf\u6025\u5fd9\u63d0\u4ea4\u5169\u7b46\u4ea4\u6613\uff1a\u4e00\u7b46\u662f\u6436\u5148\u4ea4\u6613\uff0c\u5728\u53d7\u5bb3\u8005\u4e4b\u524d\u8cb7\u5165 ETH\uff1b \u4e00\u7b46\u300c\u5f8c\u8dd1\u300d\u4ea4\u6613\uff0c\u5728\u53d7\u5bb3\u8005\u7684\u4ea4\u6613\u57f7\u884c\u5f8c\u7acb\u5373\u8ce3\u51fa\u8a72\u6279 ETH\uff0c\u85c9\u6b64\u5f9e\u5176\u9020\u6210\u7684\u50f9\u683c\u6ce2\u52d5\u4e2d\u7372\u5229\u3002\u53d7\u5bb3\u8005\uff08\u6216\u7a31\u300c\u88ab\u593e\u64ca\u300d\u7684\u4ea4\u6613\u8005\uff09\u5c07\u4ee5\u8f03\u5dee\u7684\u50f9\u683c\u6210\u4ea4\uff0c\u800c\u653b\u64ca\u8005\u5247\u8f15\u9b06\u8cfa\u53d6\u7121\u98a8\u96aa\u5229\u6f64\u3002 \u7814\u7a76\u91cf\u5316\u986f\u793a\uff0c\u50c5\u5728 Uniswap \u5e73\u53f0\u4e0a\uff0c\u55ae\u4e00\u653b\u64ca\u8005\u900f\u904e\u57f7\u884c\u6b64\u985e\u653b\u64ca\uff0c\u6bcf\u65e5\u5e73\u5747\u6536\u76ca\u4fbf\u53ef\u80fd\u8d85\u904e $3,400\u3002\u9019\u4e26\u975e\u7406\u8ad6\u63a8\u7b97\uff0c\u800c\u662f\u5c0d\u4ea4\u6613\u8005\u50f9\u503c\u9020\u6210\u53ef\u91cf\u5316\u4e14\u666e\u904d\u7684\u4fb5\u8755\u3002 \u57fa\u790e\u8a2d\u65bd\u8ecd\u5099\u7af6\u8cfd\uff1a\u6a5f\u623f\u8a17\u7ba1\u3001\u5e02\u5834\u6578\u64da\u994b\u9001\u8207\u5fae\u79d2\u7d1a\u7cbe\u6e96\u5ea6\u70ba\u4e86\u5c0d\u6297\u6b64\u985e\u653b\u64ca\u4e26\u7dad\u6301\u7af6\u722d\u529b\uff0c\u5c08\u696d\u7684\u9ad8\u983b\u4ea4\u6613\uff08HFT\uff09\u516c\u53f8\u5df2\u5c07\u57fa\u790e\u8a2d\u65bd\u8f49\u5316\u70ba\u6b66\u5668\u3002\u6b63\u5982\u96f2\u7aef\u670d\u52d9\u4f9b\u61c9\u5546\u8207\u57fa\u790e\u8a2d\u65bd\u5c08\u5bb6\u6240\u8a73\u8ff0\u7684\uff0c\u9019\u5957\u7b56\u7565\u582a\u7a31\u512a\u5316\u7684\u5927\u5e2b\u7d1a\u7bc4\u672c\uff1a1. \u6a5f\u623f\u8a17\u7ba1\u7684\u5fc5\u8981\u6027\uff1a\u7269\u7406\u8ddd\u96e2\u662f\u6575\u4eba\u3002 \u76ee\u6a19\u662f\u5c07\u4ea4\u6613\u4f3a\u670d\u5668\u76e1\u53ef\u80fd\u9760\u8fd1\u4ea4\u6613\u6240\u7684\u914d\u5c0d\u5f15\u64ce\u3002\u5728 AWS \u7b49\u96f2\u7aef\u5e73\u53f0\u4e0a\uff0c\u9019\u610f\u5473\u8457\u4f7f\u7528\u53e2\u96c6\u914d\u7f6e\u7fa4\u7d44\uff08CPGs\uff09\uff0c\u900f\u904e\u5c07\u5be6\u4f8b\u90e8\u7f72\u5728\u540c\u4e00\u689d\u7db2\u8def\u4e3b\u5e79\u4e0a\uff0c\u53ef\u5c07\u5be6\u4f8b\u4e4b\u9593\u7684\u7db2\u8def\u5ef6\u9072\u964d\u4f4e\u591a\u9054 40%\u3002 \u5c0d\u65bc\u771f\u6b63\u7684 HFT \u800c\u8a00\uff0c\u4f4d\u65bc\u6cd5\u862d\u514b\u798f\u3001\u502b\u6566\u6216\u7d10\u7d04\u7b49\u8cc7\u6599\u4e2d\u5fc3\u3001\u4e14\u80fd\u8207\u95dc\u9375\u4e2d\u7e7c\u7bc0\u9ede\u76f4\u63a5\u5c0d\u7b49\u9023\u7dda\u7684\u88f8\u6a5f\u4f3a\u670d\u5668\uff0c\u662f\u4e0d\u53ef\u6216\u7f3a\u7684\u3002 2. \u7e5e\u904e\u9592\u804a\u7db2\u8def\uff08Gossip Network\uff09\uff1a\u5728 Solana \u7b49\u5340\u584a\u93c8\u4e0a\uff0c\u7b49\u5f85\u4ea4\u6613\u900f\u904e\u6a19\u6e96\u7684\u9ede\u5c0d\u9ede\u300c\u9592\u804a\u300d\u6a5f\u5236\u50b3\u64ad\uff0c\u5c0d\u9ad8\u983b\u4ea4\u6613\u800c\u8a00\u7121\u7570\u65bc\u5224\u4e86\u6b7b\u5211\u3002\u81f4\u52dd\u95dc\u9375\u5728\u65bc\u76f4\u63a5\u5f9e\u8cc7\u6599\u6e90\u982d\u64f7\u53d6\u8cc7\u6599\u3002 \u50cf Jito \u7684 ShredStream \u9019\u6a23\u7684\u670d\u52d9\uff0c\u80fd\u76f4\u63a5\u5f9e\u9818\u5c0e\u7bc0\u9ede\u7372\u53d6\u5340\u584a\u8cc7\u6599\uff08\u300cshreds\u300d\uff09\u7684 gRPC \u8cc7\u6599\u6d41\uff0c\u63d0\u4f9b 200 \u81f3 500 \u6beb\u79d2\u7684\u512a\u52e2\u3002 \u540c\u6a23\u5730\uff0cbloXroute \u7684\u5340\u584a\u93c8\u5206\u767c\u7db2\u8def\uff08BDN\uff09\u7b49\u7db2\u8def\uff0c\u5247\u5efa\u7acb\u5168\u7403\u6027\u7684\u512a\u5316\u4e2d\u7e7c\u7db2\u8def\uff0c\u4ee5\u5927\u5e45\u7e2e\u77ed\u50b3\u64ad\u6642\u9593\u30023. \u7cbe\u6e96\u8a08\u6642\uff1a\u516c\u5e73\u7684\u8a02\u55ae\u6392\u5e8f\u8207\u7cbe\u78ba\u7684\u7b56\u7565\u57f7\u884c\uff0c\u9700\u8981\u7cbe\u78ba\u81f3\u5fae\u79d2\u7d1a\u7684\u6642\u9418\u3002 \u73fe\u4ee3\u96f2\u7aef\u57f7\u884c\u500b\u9ad4\u73fe\u5df2\u652f\u63f4\u7cbe\u5bc6\u6642\u9593\u5354\u5b9a\uff08PTP\uff09\uff0c\u900f\u904e\u5c08\u7528\u8a08\u6642\u7db2\u8def\u8207 GPS \u6821\u6e96\u6642\u9418\uff0c\u53ef\u5be6\u73fe\u4f4e\u65bc 100 \u5fae\u79d2\u7684\u7cbe\u5ea6\u3002\u9019\u4f7f\u4ea4\u6613\u6240\u80fd\u516c\u5e73\u5730\u70ba\u8a02\u55ae\u52a0\u8a3b\u6642\u9593\u6233\u8a18\uff0c\u4e26\u8b93\u4ea4\u6613\u8005\u900f\u904e\u786c\u9ad4\u5c01\u5305\u6642\u9593\u6233\u8a18\u529f\u80fd\uff0c\u5c07\u771f\u5be6\u5ef6\u9072\u7cbe\u78ba\u6e2c\u91cf\u81f3\u5948\u79d2\u7d1a\u30024. \u4e26\u884c\u63d0\u4ea4\u8207\u5197\u9918\uff1a\u50c5\u5c07\u4e00\u7b46\u4ea4\u6613\u767c\u9001\u81f3\u55ae\u4e00\u7d42\u7aef\u9ede\u7121\u7570\u65bc\u8ced\u535a\u3002\u5c08\u696d\u7684\u505a\u6cd5\u662f\u4e26\u884c\u63d0\u4ea4\u2014\u2014\u5c07\u540c\u4e00\u7b46\u5df2\u7c3d\u540d\u7684\u4ea4\u6613\u540c\u6642\u5ee3\u64ad\u81f3\u591a\u500b\u5c08\u7528 RPC \u7d42\u7aef\u9ede\u3001\u79c1\u6709\u4e2d\u7e7c\uff08\u5982 Jito Block Engine \u6216 bloXroute \u4ea4\u6613 API\uff09\uff0c\u751a\u81f3\u76f4\u63a5\u9ede\u5c0d\u9ede\u9023\u63a5\u3002 \u9019\u7a2e\u300c\u6563\u5f48\u69cd\u300d\u5f0f\u7b56\u7565\u80fd\u78ba\u4fdd\u901a\u5f80\u9818\u5c0e\u7bc0\u9ede\u7684\u6700\u5feb\u8def\u5f91\uff0c\u5927\u5e45\u63d0\u5347\u4ea4\u6613\u7d0d\u5165\u7387\uff0c\u4e26\u5c0d\u6297\u4efb\u4f55\u55ae\u9ede\u6545\u969c\u98a8\u96aa\u3002TheExchain\uff1a\u6253\u9020\u4f4e\u5ef6\u9072\u512a\u52e2 \u9019\u5f15\u9818\u6211\u5011\u4f86\u5230\u73fe\u4ee3\u9ad8\u983b\u4ea4\u6613\uff08HFT\uff09\u7684\u6838\u5fc3\u512a\u52e2\u3002 \u50c5\u50c5\u300c\u5feb\u300d\u662f\u4e0d\u5920\u7684\uff1b\u60a8\u5fc5\u9808\u5728\u6280\u8853\u5806\u758a\u7684\u6bcf\u4e00\u5c64\u7d1a\u4e0a\uff0c\u90fd\u80fd\u6301\u7e8c\u3001\u53ef\u9760\u4e14\u667a\u6167\u5730\u4fdd\u6301\u9ad8\u901f\u904b\u4f5c\u3002\u9019\u6b63\u662f TheExchain \u7684\u4f4e\u5ef6\u9072 API \u5f9e\u55ae\u7d14\u5de5\u5177\u8f49\u8b8a\u70ba\u6230\u7565\u512a\u52e2\u4e4b\u8655\u3002 TheExchain \u7684\u57fa\u790e\u67b6\u69cb\u5728\u5efa\u69cb\u6642\uff0c\u65e2\u6c72\u53d6\u4e86\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u7684\u6559\u8a13\uff0c\u4e5f\u8003\u91cf\u4e86\u96f2\u539f\u751f\u9ad8\u983b\u4ea4\u6613\u7684\u9700\u6c42\uff0c\u65e8\u5728\u6253\u9020\u81ea\u52d5\u5316\u4ea4\u6613\u6700\u5177\u7af6\u722d\u529b\u7684\u6230\u5834\uff1a \u4f4e\u65bc\u5343\u5206\u4e4b\u4e00\u79d2\u7684\u300c\u4e0b\u55ae\u81f3\u78ba\u8a8d\u300d\u5ef6\u9072\uff1aTheExchain \u7684\u914d\u5c0d\u5f15\u64ce\u8207\u9598\u9053\u67b6\u69cb\u91dd\u5c0d\u300c\u71b1\u8def\u5f91\u300d\u9032\u884c\u512a\u5316\uff0c\u5c07\u5f9e\u63a5\u6536\u8a02\u55ae\u5230\u57f7\u884c\u78ba\u8a8d\u7684\u95dc\u9375\u904e\u7a0b\u6642\u9593\u964d\u81f3\u6700\u4f4e\u3002 \u900f\u904e\u904b\u7528\u985e\u4f3c\u6700\u5148\u9032\u96f2\u7aef\u67b6\u69cb\u7684\u57fa\u790e\u8a2d\u65bd\u539f\u5247\uff0cTheExchain \u81f4\u529b\u65bc\u63d0\u4f9b\u6a5f\u69cb\u7d1a\u7684\u300c\u5831\u50f9\u5230\u4ea4\u6613\u300d\u6548\u80fd\u3002\u5177\u5099 MEV \u610f\u8b58\u7684\u4ea4\u6613\u8def\u7531\uff1a\u6df1\u77e5\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u7684\u5a01\u8105\uff0cTheExchain \u7684\u7cfb\u7d71\u7d93\u904e\u7cbe\u5fc3\u8a2d\u8a08\uff0c\u65e8\u5728\u5c07\u6436\u5148\u4ea4\u6613\uff08front-running\uff09\u7684\u6a5f\u6703\u964d\u81f3\u6700\u4f4e\u3002 \u5118\u7ba1\u5b8c\u5168\u7684\u93c8\u4e0a\u900f\u660e\u5ea6\u5e36\u4f86\u6311\u6230\uff0c\u4f46\u63a1\u7528\u516c\u5e73\u3001\u57fa\u65bc\u6642\u9593\u7684\u8a02\u55ae\u6392\u5e8f\u5668\u7684\u96c6\u4e2d\u5f0f\u4ea4\u6613\u6240\u67b6\u69cb\uff0c\u53ef\u7de9\u89e3\u516c\u5171\u8a18\u61b6\u6c60\u4e2d\u5e38\u898b\u7684\u63a0\u596a\u6027\u5ef6\u9072\u512a\u52e2\u3002\u53ef\u9810\u6e2c\u4e14\u512a\u5316\u7684\u7db2\u8def\u62d3\u64b2\uff1a\u5c0d\u65bc\u9ad8\u983b\u4ea4\u6613\uff08HFT\uff09\u516c\u53f8\u800c\u8a00\uff0c\u6296\u52d5\uff08\u5ef6\u9072\u8b8a\u7570\uff09\u5f80\u5f80\u6bd4\u9ad8\u5e73\u5747\u5ef6\u9072\u66f4\u5177\u7834\u58de\u6027\u3002 TheExchain \u63d0\u4f9b\u7a69\u5b9a\u4e14\u4f4e\u6296\u52d5\u7684\u4ea4\u6613\u74b0\u5883\u3002\u7576\u8207\u4ea4\u6613\u8005\u81ea\u8eab\u4f4d\u65bc\u5354\u540c\u96f2\u7aef\u5340\u57df\u7684\u540c\u5730\u90e8\u7f72\u57fa\u790e\u8a2d\u65bd\u7d50\u5408\u6642\uff0c\u4fbf\u80fd\u70ba\u7b56\u7565\u57f7\u884c\u5efa\u7acb\u4e00\u81f4\u7684\u7ba1\u9053\u3002\u9ad8\u541e\u5410\u91cf\u5e02\u5834\u6578\u64da\u994b\u9001\uff1a \u6b63\u5982 Solana \u4ea4\u6613\u8005\u4f7f\u7528 Jito ShredStream \u4f86\u63d0\u5347\u901f\u5ea6\uff0cTheExchain \u4ea6\u63d0\u4f9b\u76f4\u63a5\u4e14\u9ad8\u983b\u7387\u7684\u5e02\u573a\u6578\u64da\u6e90\u3002\u9019\u4e9b\u6578\u64da\u6e90\u900f\u904e\u512a\u5316\u5354\u8b70\u50b3\u905e\u5373\u6642\u8a02\u55ae\u7c3f\u66f4\u65b0\uff08Level 2\/Level 3\uff09\uff0c\u78ba\u4fdd\u60a8\u7684\u7b56\u7565\u5f15\u64ce\u57fa\u65bc\u6700\u65b0\u5e02\u5834\u72c0\u6cc1\u904b\u4f5c\uff0c\u800c\u975e\u904e\u6642\u7684\u5feb\u7167\u3002 \u5d84\u65b0\u7684\u9ad8\u983b\u4ea4\u6613\u6307\u5357\uff1a\u653b\u9632\u7b56\u7565\u56e0\u6b64\uff0c\u5728 TheExchain \u4e0a\u9032\u884c\u73fe\u4ee3\u9ad8\u983b\u4ea4\u6613\u7684\u4ea4\u6613\u8005\u5fc5\u9808\u5728\u5169\u500b\u5c64\u9762\u540c\u6642\u904b\u4f5c\uff1a\u9632\u79a6\u5c64\u9762\uff08\u5b88\u8b77\u60a8\u7684\u4ea4\u6613\uff09\uff1a\u5584\u7528\u6240\u6709\u53ef\u7528\u7684\u4fdd\u8b77\u63aa\u65bd\uff1a\u52d9\u5fc5\u8a2d\u5b9a\u6700\u5927\u6ed1\u9ede\u5bb9\u5fcd\u5ea6\u3002 \u7814\u7a76\u986f\u793a\uff0c\u5728\u53bb\u4e2d\u5fc3\u5316\u4ea4\u6613\u6240\uff08DEX\uff09\u4e0a\uff0c\u8a2d\u5b9a\u8f03\u4f4e\u7684\u6ed1\u9ede\u5bb9\u5fcd\u5ea6\uff08\u4f8b\u5982 0.5%\uff09\u96d6\u53ef\u80fd\u5c0e\u81f4\u4ea4\u6613\u5931\u6557\uff0c\u4f46\u80fd\u6709\u6548\u9632\u7bc4\u6700\u56b4\u91cd\u7684\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u3002\u5728 TheExchain \u7b49\u4e2d\u5fc3\u5316\u4ea4\u6613\u6240\uff08CEX\uff09\u4e0a\uff0c\u5247\u61c9\u5584\u7528\u50c5\u9650\u639b\u55ae\uff08post-only\uff09\u53ca\u5176\u4ed6\u9032\u968e\u8a02\u55ae\u985e\u578b\u4f86\u63a7\u5236\u6210\u4ea4\u3002 \u907f\u514d\u53ef\u9810\u6e2c\u7684\u6a21\u5f0f\uff1a\u55ae\u7b46\u5927\u984d\u4ea4\u6613\u6975\u6613\u6210\u70ba\u7375\u7269\u3002\u8acb\u5229\u7528\u5148\u9032\u4ea4\u6613\u6a5f\u5668\u4eba\u5167\u5efa\u7684\u6642\u9593\u52a0\u6b0a\u5e73\u5747\u50f9\u683c\uff08TWAP\uff09\u6216\u6210\u4ea4\u91cf\u52a0\u6b0a\u5e73\u5747\u50f9\u683c\uff08VWAP\uff09\u6f14\u7b97\u6cd5\uff0c\u5c07\u5927\u984d\u8a02\u55ae\u62c6\u5206\u70ba\u8f03\u5c0f\u4e14\u8f03\u96e3\u9810\u6e2c\u7684\u5340\u584a\u3002 \u9032\u653b\u524d\u7dda\uff08\u57f7\u884c\u60a8\u7684\u7b56\u7565\uff09\uff1a\u5efa\u57fa\u65bc\u540c\u5730\u90e8\u7f72\u4e14\u7d93\u904e\u8abf\u6821\u7684\u57fa\u790e\u67b6\u69cb\uff1a\u5207\u52ff\u5728\u5171\u4eab\u7684\u96f2\u7aef\u865b\u64ec\u6a5f\u5668\u4e0a\u904b\u884c\u60a8\u7684\u8d85\u984d\u6536\u76ca\uff08alpha\uff09\u751f\u6210\u6a5f\u5668\u4eba\u3002\u6295\u8cc7\u65bc\u88f8\u6a5f\u6216\u5c08\u7528\u5be6\u4f8b\u90e8\u7f72\u3001\u6838\u5fc3\u8abf\u6821\u4ee5\u53ca\u7db2\u8def\u5806\u758a\u512a\u5316\u3002\u5167\u90e8\u8655\u7406\u6bcf\u7bc0\u7701\u4e00\u5fae\u79d2\uff0c\u7b56\u7565\u8a08\u7b97\u4fbf\u80fd\u591a\u51fa\u4e00\u500b\u5fae\u79d2\u3002 \u76f4\u63a5\u6574\u5408\u4f4e\u5ef6\u9072\u6578\u64da\u6e90\uff1a\u7e5e\u904e\u6a19\u6e96 REST API\uff0c\u6539\u7528 TheExchain \u63d0\u4f9b\u7684 WebSocket \u6216 FIX \u4e32\u6d41\u9023\u7dda\u4f86\u7372\u53d6\u5e02\u5834\u6578\u64da\u53ca\u4e0b\u55ae\u3002\u6b64\u8209\u53ef\u6e1b\u5c11\u8f2a\u8a62\u958b\u92b7\uff0c\u4e26\u63d0\u4f9b\u5373\u6642\u4e8b\u4ef6\u9a45\u52d5\u7684\u66f4\u65b0\u3002\u63a1\u7528\u5197\u9918\u9023\u7dda\uff1a\u5efa\u7acb\u591a\u689d\u4e26\u884c\u7db2\u8def\u8def\u5f91\u9023\u63a5\u81f3 TheExchain \u7684\u9598\u9053\u3002 \u9019\u80fd\u78ba\u4fdd\u5728\u95dc\u9375\u5e02\u5834\u6ce2\u52d5\u671f\u9593\uff0c\u5373\u4f7f\u5176\u4e2d\u4e00\u689d\u8def\u5f91\u767c\u751f\u7db2\u8def\u6545\u969c\uff0c\u4e5f\u4e0d\u6703\u8b93\u60a8\u56e0\u6b64\u932f\u5931\u826f\u6a5f\u3002\u7d50\u8ad6\uff1a\u901f\u5ea6\u5373\u6c38\u7e8c\u512a\u52e2 \u52a0\u5bc6\u8ca8\u5e63\u4ea4\u6613\u7684\u683c\u5c40\u5df2\u4e0d\u53ef\u9006\u8f49\u5730\u6539\u8b8a\u3002\u624b\u52d5\u4ea4\u6613\u8207\u7c21\u55ae\u5957\u5229\u7684\u65e9\u671f\u6642\u4ee3\u5df2\u4e00\u53bb\u4e0d\u5fa9\u8fd4\uff0c\u53d6\u800c\u4ee3\u4e4b\u7684\u662f\u6280\u8853\u8ecd\u5099\u7af6\u8cfd\uff0c\u6f14\u7b97\u6cd5\u5728\u5fae\u79d2\u7d1a\u9593\u9694\u4e2d\u5c55\u958b\u5c0d\u6c7a\u3002 \u91dd\u5c0d\u300c\u4e09\u660e\u6cbb\u653b\u64ca\u300d\u7684\u5b78\u8853\u7814\u7a76\u63ed\u9732\u4e86\u7d14\u900f\u660e\u7cfb\u7d71\u7684\u8106\u5f31\u6027\uff0c\u800c\u5c0d\u57fa\u790e\u8a2d\u65bd\u7684\u6df1\u5ea6\u5256\u6790\u5247\u63ed\u793a\u4e86\u8981\u5728\u6700\u9ad8\u5c64\u7d1a\u7af6\u722d\u6240\u9700\u4ed8\u51fa\u7684\u9a5a\u4eba\u52aa\u529b\u3002TheExchain \u7684\u4f4e\u5ef6\u9072 API \u5df2\u6210\u70ba\u6b64\u751f\u614b\u7cfb\u7d71\u4e2d\u7684\u95dc\u9375\u6a1e\u7d10\u3002\u5b83\u63d0\u4f9b\u4e86\u4e00\u500b\u53ef\u9760\u4e14\u9ad8\u6548\u80fd\u7684\u6230\u5834\uff0c\u4f9b\u9019\u4e9b\u5fae\u79d2\u7d1a\u6230\u5f79\u5728\u6b64\u5c55\u958b\u3002 \u5b83\u4e0d\u50c5\u63d0\u4f9b\u62b5\u79a6\u63a0\u596a\u6027\u6230\u8853\u7684\u5de5\u5177\uff0c\u66f4\u5177\u5099\u628a\u63e1\u771f\u5be6\u505a\u5e02\u6a5f\u6703\u6240\u9700\u7684\u6975\u81f4\u901f\u5ea6\u3002\u6b78\u6839\u7d50\u5e95\uff0c\u52a0\u5bc6\u8ca8\u5e63\u7684\u9ad8\u983b\u4ea4\u6613\u4e0d\u50c5\u5728\u65bc\u64c1\u6709\u6700\u5feb\u7684\u7b56\u7565\uff0c\u66f4\u5728\u65bc\u64c1\u6709\u6700\u5feb\u3001\u6700\u5177\u97cc\u6027\u4e14\u6700\u667a\u80fd\u7684\u5e02\u5834\u9023\u63a5\u3002 \u95dc\u9375\u5728\u65bc\u5c07\u5ef6\u9072\u5f9e\u88ab\u52d5\u6210\u672c\u8f49\u5316\u70ba\u4e3b\u52d5\u6b66\u5668\u3002\u5728\u9019\u5834\u6beb\u79d2\u7d1a\u7684\u7121\u8072\u6230\u722d\u4e2d\uff0c\u60a8\u7684\u57fa\u790e\u8a2d\u65bd\u4e0d\u50c5\u662f\u5f8c\u63f4\u2014\u2014\u66f4\u662f\u60a8\u7684\u524d\u7dda\u5927\u8ecd\u3002\u8acb\u78ba\u4fdd\u5b83\u5df2\u505a\u597d\u8fce\u6230\u6e96\u5099\u3002<\/p>","protected":false},"excerpt":{"rendered":"<p>The Microsecond War: How High-Frequency Trading Dominates Crypto and How TheExchain&#39;s Low-Latency API Is Your Secret Weapon In the silent, digital canyons of cryptocurrency markets, fortunes are no longer made in days or hours. They are captured in milliseconds. A single, fleeting price discrepancy between two exchanges\u2014a 0.1% difference that lasts for 200 milliseconds\u2014can be [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":4318,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"om_disable_all_campaigns":false,"footnotes":""},"categories":[34],"tags":[],"class_list":["post-4319","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-knowledge"],"_links":{"self":[{"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/posts\/4319","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/comments?post=4319"}],"version-history":[{"count":0,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/posts\/4319\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/media\/4318"}],"wp:attachment":[{"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/media?parent=4319"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/categories?post=4319"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/theexchain.com\/zh\/wp-json\/wp\/v2\/tags?post=4319"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}