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Slippage Tolerance
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X @mert | helius.dev
mert | helius.dev· 2025-10-25 14:24
Solana DeFi Execution Quality - Quote price does not equal realized price due to market movement during the time between quote generation and execution [2] - Simulation of routes favors more recent transactions because older quotes are more likely to fail slippage tolerance checks [4][5] - Simulation-based meta-aggregation is less effective when time passes between returning the quote to the client and transaction execution [6] Race Conditions and Data Analysis - Race conditions are unavoidable in markets, and meta-aggregator APIs should analyze data including selected router and age of candidate quotes to account for bias [7] - When comparing realized slippage, include transactions that failed due to exceeding slippage tolerance to avoid biased conclusions [8] - Quotes have two dimensions: probability of landing successfully and realized price, requiring a weighting of which factor is more important [8] DFlow's Routing System - DFlow optimizes for both realized price and transaction success, prioritizing lower variance in transaction success rates [9][10] - DFlow's JIT routing shaves off an expected ~1 bps (basis point, 0.01%) in realized slippage on SOL/USDC, which is not reflected in quote comparisons [10] - DFlow chooses to route through thick, resilient liquidity that is forecast to remain on-chain even with multiple users executing the same quote [11]
X @Binance
Binance· 2025-09-20 20:00
Take greater control with your market orders!Now you can set your preferred Slippage Tolerance when placing market orders:🔸 Enter it as an amount or percentage🔸 Orders will be executed as Limit IOC ordersThe feature is rolling out gradually on web and app and may take a few days to reach you.Learn more and trade with confidence!👉 https://t.co/soeZbrFdPr ...