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What is Slippage?

The difference between the expected price of a trade and the actual price at which it executes — caused by market movement between order placement and fill.

Slippage occurs when your order fills at a different price than you expected. It's an invisible cost that affects every market order and is especially significant for large positions and in low-liquidity markets.

Why slippage happens:

When you place a market order, you agree to buy/sell at whatever price is available in the order book. If the order book is thin, your large order "eats through" multiple price levels:

  • You want to buy 10 BTC
  • 3 BTC available at $50,000
  • 4 BTC available at $50,010
  • 3 BTC available at $50,025
  • Average fill price: $50,012 (slippage: $12/BTC)
  • Positive vs. negative slippage:

  • Negative slippage: You pay more than expected (buying) or receive less (selling) — the most common type
  • Positive slippage: You get a better price than expected — possible in fast-moving markets
  • Estimating slippage:

    Position Size vs. Daily VolumeExpected Slippage
    < 0.1%Minimal (< 0.01%)
    0.1–1%Low (0.01–0.05%)
    1–5%Moderate (0.05–0.2%)
    > 5%High (0.2%+)

    How to minimize slippage:

  • Use limit orders instead of market orders (you set the price, it either fills or doesn't)
  • Trade only in high-liquidity markets (BTC, ETH on major exchanges)
  • Break large orders into smaller chunks (iceberg orders)
  • Trade during peak liquidity hours (US/EU market overlap)
  • Related Calculators

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