V2EX order book

Order Book

Definition / 释义

order book(订单簿/委托簿):在交易所或交易平台上,用来记录某一金融资产(如股票、期货、加密货币等)所有买入委托(bid)卖出委托(ask)的列表,通常按价格排序,并显示对应数量与档位深度。它反映市场的供需与流动性。
(在出版语境中也可指“订书/订单登记簿”,但金融交易含义最常见。)

Pronunciation (IPA) / 发音(IPA)

/rdr bk/
/rd bk/

Examples / 例句

I checked the order book before placing a trade.
我在下单前查看了订单簿。

As liquidity dried up, the order book thinned out and small orders began to move the price significantly.
随着流动性下降,订单簿变得更“薄”,小额订单也开始显著推动价格波动。

Etymology / 词源

order 来自中古法语 ordre(“命令、秩序、安排”),最终追溯到拉丁语 ordo(“排列、次序”);book 在这里是“账簿/登记簿”的意思。合起来 order book 字面即“记录订单的簿册”,在现代金融语境中专指按价格与时间记录买卖委托的清单(也常与“深度/盘口”概念相连)。

Related Words / 相关词汇

Notable Works / 文学与知名作品中的用例

  • Flash Boys Michael Lewis(《闪电少年》;涉及电子交易、市场结构与订单簿影响)
  • Dark Pools Scott Patterson(《黑暗池》;讨论高频交易与订单簿、撮合机制)
  • Trading and Exchanges Larry Harris(经典市场微观结构教材,系统讲解订单簿)
  • Options, Futures, and Other Derivatives John C. Hull(衍生品经典教材,涉及交易与市场机制术语)
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