Slippage

Last Updated Sep 24, 2026

In One Sentence

Slippage is the difference between an expected execution price and the price actually received.

Definition

Slippage can be unfavorable or favorable. It arises when quotes change before execution or the available quantity requires trading at several prices. Define the comparison price clearly: a last traded price, live quote, and order trigger are different references.

How It Works

If a hypothetical buy is expected at 100 USDT but fills at an average of 101, unfavorable slippage is 1%, using (101 − 100) / 100. For a seller, receiving 99 instead of 100 is unfavorable. Trade-induced price impact can contribute to slippage, but a changing market can cause it even for a small order.

Key Considerations

Limit prices or slippage tolerances constrain acceptable execution where supported, but may leave an order unfilled or partially filled. A tolerance is not a promise of execution at that exact deviation. Consider order size and depth; transaction fees remain a separate cost.