Definition · Markets

Qu’est-ce que Slippage ?

The difference between the price you expected and the price you actually got.

Slippage occurs when an order is larger than the resting liquidity at the best price and has to consume worse levels, or when the market moves between decision and execution.

It is the main reason a backtest that assumes perfect fills overstates real-world results.

Termes liés

Marchés

Liquidity

How much can be bought or sold without materially moving the price.

Marchés

Spread

The gap between the highest bid and the lowest ask. A direct cost of trading.

Marchés

Order book

The list of outstanding buy and sell orders at each price level on an exchange.

Pour aller plus loin

Cette définition fait partie du glossaire Bitcoin Logical. Pour l’explication complète, commencez par Apprendre, ou consultez les chiffres en direct sur Le Signal Bitcoin.