What Is “Slippage” and How Does Deep Liquidity Mitigate It?

Slippage is the difference between the expected price of a trade and the price at which the trade is actually executed. It commonly occurs in volatile markets or when executing large orders.

Deep liquidity, meaning a large total value locked (TVL) in the pool, ensures that large trades cause minimal movement along the bonding curve. This minimizes the price impact of the trade, thereby reducing slippage for traders.

What Are “Just-in-Time” (JIT) Liquidity Provision Attacks?
How Does ‘Market Depth’ Mitigate the Effect of Slippage?
Define ‘Slippage’ in the Context of DEX Trading
What Is the Relationship between Slippage Tolerance and Failed Transactions?
How Is the Price Impact of a Trade Calculated in an AMM?
What Is the Difference between Expected Price, Executed Price, and Market Price in a Trade?
How Do Centralized Exchanges (CEXs) Manage Slippage Differently than AMMs?
How Does the Distance between the Stop Price and Limit Price Affect Execution Probability?

Glossar