---
name: slippage-f6401377cf32
description: "Slippage estimation, optimization, and protection for trade execution"
emoji: "📉"
---

# Slippage - Complete API Reference

Estimate, minimize, and protect against slippage across all trading platforms.

---

## Chat Commands

### Estimate Slippage

```
/slippage estimate "Trump" YES 5000    Estimate for $5000 order
/slippage BTCUSDT 1.5 BTC              Estimate for futures
/slippage ETH 50 --dex uniswap         Estimate DEX slippage
```

### Analyze Orderbook

```
/slippage depth "Trump"                Show orderbook depth
/slippage impact 10000                 Price impact for size
/slippage levels "Trump"               Show slippage at sizes
```

### Optimize Execution

```
/slippage optimize "Trump" YES 10000   Find best execution
/slippage split 50000                  Optimal order splitting
/slippage timing "Trump"               Best times for low slippage
```

### Protection Settings

```
/slippage max 1%                       Set max slippage tolerance
/slippage protect on                   Enable slippage protection
/slippage revert-threshold 2%          Cancel if slippage exceeds
```

---

## TypeScript API Reference

### Create Slippage Manager

```typescript
import { createSlippageManager } from 'clodds/slippage';

const slippage = createSlippageManager({
  // Default tolerance
  defaultMaxSlippage: 0.01,  // 1%

  // Protection
  enableProtection: true,
  revertThreshold: 0.02,  // Cancel if > 2%

  // Data sources
  orderbookDepth: 20,  // Levels to analyze
  refreshInterval: 1000,  // ms
});
```

### Estimate Slippage

```typescript
const estimate = await slippage.estimate({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  size: 5000,
});

console.log(`Expected slippage: ${estimate.slippage}%`);
console.log(`Price impact: ${estimate.priceImpact}%`);
console.log(`Effective price: ${estimate.effectivePrice}`);
console.log(`Best price: ${estimate.bestPrice}`);
console.log(`Worst price: ${estimate.worstPrice}`);
console.log(`Confidence: ${estimate.confidence}%`);
```

### Analyze Orderbook Depth

```typescript
const depth = await slippage.analyzeDepth({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
});

console.log('Orderbook Depth:');
console.log(`  Liquidity at 0.5%: $${depth.liquidityAt05Pct}`);
console.log(`  Liquidity at 1%: $${depth.liquidityAt1Pct}`);
console.log(`  Liquidity at 2%: $${depth.liquidityAt2Pct}`);
console.log(`  Total depth: $${depth.totalDepth}`);

console.log('\nSlippage by Size:');
for (const level of depth.slippageLevels) {
  console.log(`  $${level.size}: ${level.slippage}% slippage`);
}
```

### Price Impact Analysis

```typescript
const impact = await slippage.priceImpact({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  sizes: [1000, 5000, 10000, 25000, 50000],
});

console.log('Price Impact Analysis:');
for (const level of impact.levels) {
  console.log(`  $${level.size}:`);
  console.log(`    Slippage: ${level.slippage}%`);
  console.log(`    Impact: ${level.impact}%`);
  console.log(`    Effective: ${level.effectivePrice}`);
}
```

### Optimize Execution

```typescript
const optimized = await slippage.optimize({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  size: 25000,
  maxSlippage: 0.01,
});

console.log('Optimized Execution:');
console.log(`  Strategy: ${optimized.strategy}`);  // 'single' | 'split' | 'twap'
console.log(`  Expected slippage: ${optimized.expectedSlippage}%`);
console.log(`  vs naive: ${optimized.naiveSlippage}%`);
console.log(`  Savings: $${optimized.savings}`);

if (optimized.strategy === 'split') {
  console.log('\nOrder Split:');
  for (const order of optimized.orders) {
    console.log(`  ${order.size} @ ${order.limitPrice} (${order.delay}s delay)`);
  }
}
```

### Order Splitting

```typescript
const split = await slippage.splitOrder({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  totalSize: 50000,
  maxSlippagePerOrder: 0.005,  // 0.5% max per order
  minOrderSize: 1000,
});

console.log(`Split into ${split.orders.length} orders:`);
for (const order of split.orders) {
  console.log(`  $${order.size} - expected ${order.expectedSlippage}%`);
}
console.log(`Total expected slippage: ${split.totalSlippage}%`);
console.log(`Execution time: ${split.estimatedTime}s`);
```

### TWAP Execution

```typescript
const twap = await slippage.twapSchedule({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  totalSize: 100000,
  duration: 3600,  // 1 hour
  intervals: 12,   // 12 orders
});

console.log('TWAP Schedule:');
for (const order of twap.orders) {
  console.log(`  ${order.time}: $${order.size}`);
}
console.log(`Expected avg slippage: ${twap.expectedSlippage}%`);
```

### Best Timing Analysis

```typescript
const timing = await slippage.analyzeTiming({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  size: 10000,
});

console.log('Best Times for Low Slippage:');
for (const window of timing.bestWindows) {
  console.log(`  ${window.time}: avg ${window.avgSlippage}% slippage`);
  console.log(`    Liquidity: $${window.avgLiquidity}`);
}

console.log('\nWorst Times:');
for (const window of timing.worstWindows) {
  console.log(`  ${window.time}: avg ${window.avgSlippage}% slippage`);
}
```

### Slippage Protection

```typescript
// Set protection parameters
slippage.setProtection({
  maxSlippage: 0.01,           // 1% max
  revertThreshold: 0.02,       // Cancel if > 2%
  notifyThreshold: 0.005,      // Alert at 0.5%
  retryOnRevert: true,         // Retry with lower size
  retryReductionPct: 50,       // Reduce size by 50%
});

// Execute with protection
const result = await slippage.executeProtected({
  platform: 'polymarket',
  market: 'trump-win-2028',
  side: 'YES',
  size: 10000,
});

console.log(`Executed: ${result.executed}`);
console.log(`Actual slippage: ${result.actualSlippage}%`);
console.log(`Protected: ${result.protected}`);
if (result.reverted) {
  console.log(`Reverted: ${result.revertReason}`);
}
```

### DEX Slippage (Crypto)

```typescript
const dexSlippage = await slippage.estimateDex({
  chain: 'ethereum',
  dex: 'uniswap',
  tokenIn: 'USDC',
  tokenOut: 'ETH',
  amountIn: 50000,
});

console.log('DEX Slippage Estimate:');
console.log(`  Expected out: ${dexSlippage.expectedOut}`);
console.log(`  Min out (1% slip): ${dexSlippage.minOut1Pct}`);
console.log(`  Price impact: ${dexSlippage.priceImpact}%`);
console.log(`  Route: ${dexSlippage.route.join(' → ')}`);
```

### Historical Slippage

```typescript
const history = await slippage.getHistory({
  platform: 'polymarket',
  period: '30d',
});

console.log('Historical Slippage:');
console.log(`  Avg slippage: ${history.avgSlippage}%`);
console.log(`  Max slippage: ${history.maxSlippage}%`);
console.log(`  Trades with > 1%: ${history.tradesOver1Pct}`);
console.log(`  Total slippage cost: $${history.totalCost}`);
```

---

## Slippage Factors

| Factor | Impact | Mitigation |
|--------|--------|------------|
| **Order size** | Larger = more slip | Split orders |
| **Liquidity** | Thin = more slip | Check depth first |
| **Volatility** | High = more slip | Use limit orders |
| **Time of day** | Off-hours = more slip | Trade peak hours |
| **Market type** | New = more slip | Avoid illiquid markets |

---

## Protection Modes

| Mode | Behavior |
|------|----------|
| `warn` | Alert but execute |
| `confirm` | Require confirmation |
| `block` | Cancel if exceeds |
| `retry` | Retry with smaller size |

---

## Best Practices

1. **Always estimate first** — Check slippage before trading
2. **Split large orders** — Reduce impact on thin orderbooks
3. **Use limit orders** — Protect against unexpected slippage
4. **Trade liquid markets** — Higher volume = lower slippage
5. **Monitor execution** — Track actual vs expected slippage


---
Source attribution: alsk1992
Original project: https://github.com/alsk1992/CloddsBot/blob/c930628c47a4a745f497e29035a3b64622f97cc7/src/skills/bundled/slippage/SKILL.md
License: MIT
License information: https://opensource.org/license/mit
Original upstream instructions; downloaded from Mega AI Hub.

## Upstream license notice

MIT License

Copyright (c) 2026 alsk1992

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.



# Mega AI Hub resource metadata

Creator / publisher: alsk1992
Original project: https://github.com/alsk1992/CloddsBot/blob/c930628c47a4a745f497e29035a3b64622f97cc7/src/skills/bundled/slippage/SKILL.md
Attribution basis: Source repository record

Fields of work: Development & Engineering, Finance & Accounting
Roles: Financial Analyst, ML / AI Engineer
Specialties: API
Tools: Polymarket
Country applicability: Country not specified
Classification basis: Source catalog labels
Instruction SHA-256: 30005c1da9c95ab825c550a913d77cc53b8d0c26bdc54f87ce2cacd2c4583482