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Block #9

Markets

Slippage

The difference between the expected and the actually executed price of an order.

Explanation

A market order eats through the order book: the larger your order relative to available depth, the worse your average price. A limit order prevents slippage but risks not filling.

01

Difference from spread

The spread exists before your order; slippage is caused by your order. When your market order is larger than what is available at the best price, it walks up the order book and the next, more expensive levels fill the rest. The average you pay then exceeds the price you saw on screen.

02

Limiting it in practice

Three techniques work: place a limit order so you never buy above a chosen price, split large orders across the day, and deliberately set a low slippage tolerance in DEX interfaces. With tolerance set too low the transaction fails more often — on some networks you still pay gas.

Key takeaways

  • Market orders cause slippage, limit orders do not.
  • Splitting large orders genuinely saves money.
  • Watch for sandwich attacks with high tolerance on DEXs.

Frequently asked questions

+Why did I get a worse price than displayed?

Almost always slippage: your order exceeded liquidity at the best level, or the market moved between your click and execution.

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