スリッページはレシートには表示されない手数料です
料金ラインとしては表示されませんが、フィルが不良であれば同様にコストがかかります。薄い市場での大きな注文が最も多くの利益をもたらします。それを実際のコストに追加してください 先物手数料計算機.
The difference between the price you saw and the price you paid
Slippage happens when your market order moves through the order book. On BTC/USDT with deep liquidity, a $10,000 market buy might execute at 0.01–0.02% above the quoted price. On a thin altcoin at $50k volume/day, a $5,000 buy could move the price 1–3% against you before filling.
Formula: slippage% = (actual_fill − quoted_price) ÷ quoted_price × 100. Negative for buys (you paid more than quoted), positive for sells (you received less). Combined with taker fees, total cost = fee% + slippage%.
Limit orders eliminate slippage but introduce non-fill risk — if price gaps past your limit, you don't get filled. For large positions on illiquid pairs: TWAP (time-weighted average price) orders split the trade into smaller chunks over time. The TWAP計算機 shows estimated slippage reduction from splitting.
関連している： 本当の貿易コスト, maker vs taker, TWAP実行計算ツール, MEV sandwich attack cost.