Can a Limit Order Ever Experience Slippage on a Centralized Exchange? ⎊ Path

Can a Limit Order Ever Experience Slippage on a Centralized Exchange?

A limit order, by definition, guarantees execution at the specified limit price or better. Therefore, it cannot experience negative slippage, as the worst possible execution price is the limit price itself.

However, it can experience positive slippage if the market moves favorably and the order is filled at a better price. The primary risk with a limit order is non-execution if the market price never reaches the specified limit.

Is It Possible for a Dark Pool Price to Be Significantly Better than the Public Exchange Price?

Can a Limit Order Ever Execute outside the Current Bid-Ask Spread?

What Role Does the ‘Price Improvement’ Mechanism Play in Limit Order Execution?

Does Slippage Only Occur on Stop-Loss Market Orders, or Also on Limit Orders?

Can a Rebase Token Have a Series of Consecutive Positive or Negative Rebases?

Why Do Market Makers Primarily Use Limit Orders Rather than Market Orders?

In a Fast-Moving Market, What Is the Risk of a Limit Order Being ‘Skipped’?

What Is the Difference between Positive and Negative Slippage?