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slippage-modeling

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Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

skills/slippage-modeling/SKILL.md

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references/slippage_math.mddoc · 5,699 bytes
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scripts/slippage_curve.pyruns · 16,254 bytes

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# Slippage Modeling

Estimate execution costs, model slippage curves from AMM mechanics and empirical quotes, and determine optimal trade sizes that keep costs within acceptable thresholds.

## What Is Slippage?

Slippage is the difference between the **expected price** at the time you decide to trade and the **actual execution price** you receive. On decentralized exchanges, slippage is deterministic and measurable — unlike CEX slippage, which depends on hidden order book dynamics.

**Example**: You expect to buy a token at 0.001 SOL. Your trade executes at 0.00105 SOL. That 5% difference is slippage — it directly reduces your profit and increases your break-even threshold.

## Sources of Slippage

### 1. AMM Price Impact (Primary Source)