Definition
Slippage happens when a market order traverses multiple levels of the book. whale.ag enforces a configurable slippage cap (default 50 bps) on every copy fill — orders that would exceed the cap are rejected.
Slippage
Difference between expected fill price and actual fill price.
Frequently asked questions
What is Slippage?
Slippage happens when a market order traverses multiple levels of the book. whale.ag enforces a configurable slippage cap (default 50 bps) on every copy fill — orders that would exceed the cap are rejected.