The difference between the price you expected when you submitted an order and the price the order actually filled at.
Last verified 13 September 2026 · written by the DexLadder team
What it means
The difference between the price you expected when you submitted an order and the price the order actually filled at.
Why it matters when you trade
Slippage is not a fee you are charged; it is a cost the market charges you for being in a hurry. It comes from two places: the book or pool moving between your click and the fill, and your own order being large enough to eat through several price levels. On a deep pair like BTC/USDT a retail-sized market order might slip a basis point. On a thin memecoin pool the same click can cost several percent, which is often larger than every fee on the trade combined.
Worked example
You send a market buy for $10,000 of a token quoted at $1.00. The first $3,000 fills at $1.000, the next $4,000 at $1.004, the last $3,000 at $1.011. Your average fill is $1.0047 — you paid 0.47% in slippage, roughly five times a typical taker fee.
See it on live markets
DexLadder runs slippage against live market and pool data, with simulated capital, so you can watch it act on an order instead of reading about it — no account, no wallet, nothing installed.