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How Does the Concept of “Slippage” in Trading Relate to Unexpected Fee Changes?

Slippage is the difference between the expected price of a trade and the price at which the trade is actually executed. An unexpected fee change is the difference between the estimated transaction fee and the fee required for timely confirmation.

Both represent an unexpected increase in the cost of execution, diminishing the overall profitability of the action.

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What Is the Mathematical Term for the Rate of Change of the Marginal Cost in This System?
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