كيفية إجراء اختبار رجعي لاستراتيجيات أسواق التنبؤات

# List BTC 5-minute markets
curl -H "X-API-Key: YOUR_API_KEY" \
  "https://api.polytest.io/api/v1/markets?coin=btc&market_type=5m&limit=20"

function simulateFill(
  orderbook: { price: number; size: number }[],
  quantity: number
) {
  let filled = 0;
  let cost = 0;

  for (const level of orderbook) {
    const fillAtLevel = Math.min(level.size, quantity - filled);
    cost += fillAtLevel * level.price;
    filled += fillAtLevel;
    if (filled >= quantity) break;
  }

  return {
    avgPrice: cost / filled,
    filled,
    slippage: cost / filled - orderbook[0].price,
  };
}