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Slippage

Definition

The difference between the expected price of a trade and the actual executed price. Slippage occurs due to low liquidity, large trade sizes relative to pool depth, or market movement during the time between submitting and executing a transaction. In DEXs, users can set slippage tolerance — the maximum acceptable price deviation — to protect against excessive slippage, though setting it too tight can cause transactions to fail.

Example

If you expect to receive 1.0 ETH from a swap but only receive 0.97 ETH due to low pool liquidity, you experienced 3% slippage. Setting a 1% slippage tolerance would have caused this trade to revert.

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