What Is “Slippage” and How Does It Affect the Final Liquidation Price for a Large Position?

Slippage is the difference between the expected price of a trade and the price at which the trade is actually executed. For a large liquidation order, slippage is significant because the order size exceeds the available liquidity at the best price level on the order book.

The execution engine must fill the order at successively worse prices, pushing the final liquidation price further away from the mark price. This can result in a loss greater than the remaining margin, increasing the chance of negative equity for the exchange.

How Does the Concept of ‘Negative Equity’ Relate to the Bankruptcy Price?
How Does Latency in a Liquidation System Increase the Risk of Exchange Insolvency?
What Is the Difference between Positive and Negative Slippage?
Distinguish between ‘Positive Slippage’ and ‘Negative Slippage’
How Does the Concept of “Slippage” Relate to Liquidity Pool Depth and Trade Size?
What Is a ‘Slippage’ and How Does It Worsen Liquidation Losses?
How Is Slippage Calculated in a High-Volatility Cryptocurrency Trade?
What Is the Difference between Expected Price, Executed Price, and Market Price in a Trade?

Glossar