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Definition slippage toleranceexecution slippage

Slippage

The difference between the price a trader expected and the price actually received when the trade completes.

Slippage comes from two sources: the market moving between submission and execution, and the trade being larger than the liquidity available at the quoted price. On-chain trades add a delay of at least one block, during which other transactions can change pool balances, so decentralized exchange interfaces ask the user to set a maximum tolerance and revert the transaction if it would be exceeded. Slippage is the realized gap against expectation; price impact is the portion of that gap caused by the trade's own size. A wide tolerance protects against a failed transaction but permits a worse fill, and it also widens the margin available to sandwich-style ordering strategies.

In der Praxis

A swap submitted with a one percent tolerance will fail rather than execute if pool conditions change enough to make the received amount fall below that limit.

Das häufige Missverständnis

Slippage tolerance is a limit, not a target; raising it never makes a trade cheaper, it only permits a worse execution.

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Verwandte Begriffe

Aggregator A service that searches many trading venues or yield sources at once and routes a transaction to…
Decentralized Exchange A trading venue built from smart contracts where people trade directly from their own wallets…
Liquidity How easily an asset can be traded in size, quickly, without moving its price much.
Market Depth A measure of how much can be traded before the price moves by a set amount, usually read from…
Order Book A live list of the prices and quantities people are willing to trade at, sorted from the best bid…
Price Impact How much a trade moves the market price by itself, simply because of its size relative to the…
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