Crypto Slippage Calculator

Estimate execution slippage and total cost based on your order size and market liquidity.

Approximate total resting liquidity within ±1% of mid price

Estimated Slippage
1.00%
Slippage Cost
$100.00
Total Cost (Fees + Slippage)
$104.00
This model provides a first-order estimate. Actual execution depends on live order books, partial fills, and market volatility.

What is a crypto slippage calculator?

A crypto slippage calculator estimates the price difference between the expected price and the actual execution price of your order. It helps you understand how order size, liquidity, and market conditions can move the execution price away from the quote—especially for market orders or large trades.

What are the technicals?

  • Slippage vs. spread: spread is the gap between best bid/ask; slippage is the extra price move you experience during execution.
  • Order book depth & price impact: thin depth means your order walks the book and pays higher prices (for buys) or lower prices (for sells).
  • VWAP (Volume Weighted Average Price): your execution is effectively an average of multiple levels; slippage = (VWAP − mid/quote) ÷ mid.
  • Execution type: market orders tend to have more slippage; limit orders control price but may not fill; TWAP/VWAP algorithms smooth impact over time.
  • AMMs/DEX: price impact is a function of pool reserves; users often set a slippage tolerance to avoid bad fills.
  • Fees: maker/taker fees add to total execution cost and should be considered alongside slippage.

How do you estimate slippage cost?

Concept: Compare the expected quote (e.g., mid or best ask) with your expected VWAP for the entire order size. The percentage difference is slippage %; multiply by notional to get slippage cost.

Example: Buying $50,000 notional, expected slippage 0.08% → cost ≈ $40. Larger orders or thinner books raise the % and absolute cost.

Notes: Real outcomes depend on live order book changes, partial fills, and latency. For DEXs, pool depth and price impact curves dominate results.

Biggest benefits of using this calculator

  • Plan order sizing to minimize unexpected execution costs.
  • Decide between market, limit, or algorithmic execution strategies.
  • Compare venues by depth and typical price impact before routing orders.
  • Set realistic slippage tolerance to avoid failed or poor fills.
  • Educate newer traders on microstructure and execution risks.

FAQ

What inputs affect slippage the most?
Order size relative to order book depth, volatility, execution type (market vs. limit), and venue liquidity are the main drivers.
Can I reduce slippage with limits or algorithms?
Yes. Limit orders cap price but may not fill. TWAP/VWAP algos split orders to smooth impact at the cost of time risk.
How do AMMs/DEXs change slippage?
AMMs use bonding curves; larger trades against pool reserves cause non-linear price impact. Set a reasonable slippage tolerance.
Does this include fees in the estimate?
No. Maker/taker fees are separate from slippage and should be added to total execution cost.

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User comments

Ben

2025-01-10

Clear estimate of price impact—great for larger orders.

👍 15 likes

Lena

2025-01-19

Good explanation of VWAP vs quote. Helped me set limits properly.

👍 19 likes

Omar

2025-01-25

Handy for DEX trading when setting slippage tolerance.

👍 12 likes

Ivy

2025-02-03

Nice UI. I use it to check whether to split orders.

👍 9 likes

Marc

2025-02-08

Accurate enough for planning. Would love per-exchange depth presets.

👍 8 likes

Zoey

2025-02-12

Explains spread vs slippage well—helpful for beginners.

👍 7 likes

Kai

2025-02-16

Helps me pick the right venue during volatile times.

👍 6 likes