Slippage

Slippage is the gap between the price you were quoted for a swap and the price your trade actually executes at, caused by the market moving (or the pool’s price impact) between when you submitted the transaction and when it confirmed on-chain. Every DEX interface lets you set a slippage tolerance — the maximum acceptable difference before the transaction fails rather than executing at a worse price.

Setting slippage tolerance too low can cause legitimate trades to fail during normal price movement or network congestion. Setting it too high leaves you exposed to sandwich attacks and other MEV extraction, since a wide tolerance gives an attacker more room to move the price against you profitably before your trade executes.

A sensible default is usually low for large, liquid pairs and modestly higher for thin or volatile ones — check what your specific DEX or aggregator recommends. See our MEV glossary entry and DEX security guide for more.