# 3.1 - Slippage & Price Impact

**Slippage** is the difference between the price you see when you submit a swap and the price at which it actually executes. It occurs because the AMM curve moves as your trade executes, and other transactions may land before yours.

{% embed url="<https://files.gitbook.com/v0/b/gitbook-x-prod.appspot.com/o/spaces%2FUdGGVpyA6q5ny7Vbeeqk%2Fuploads%2FXA5f0OdpC9cYSSTb9zCI%2FScreen%20Recording%202026-02-08%20at%2020.40.05.mp4?alt=media&token=1eabfc0a-f07c-4ed8-9acb-8d57a3082b0e>" %}

***

### Slippage settings

| Scenario                         | Recommended slippage |
| -------------------------------- | -------------------- |
| Stable pairs (USDH/USDC)         | 0.1%                 |
| Standard pairs (most tokens)     | 0.5% (default)       |
| Volatile or thin liquidity pairs | 1–2%                 |

* **Too tight:** transaction reverts with "slippage exceeded" — you pay gas but get nothing
* **Too loose:** you may receive significantly less than expected, especially in thin markets

{% hint style="info" %}
Slippage tolerance is a **maximum you're willing to accept** — it doesn't mean you'll always lose that amount. Most swaps execute near the quoted price.
{% endhint %}

***

### Price Impact

<figure><img src="/files/swNzzbrHCyrb0O6Ilu4f" alt=""><figcaption></figcaption></figure>

**Price impact** is how much your trade moves the price of a pool. Large trades in pools with low liquidity have high price impact — meaning you receive worse execution than the market price suggests. AMM pools use a mathematical curve (x × y = k for Classic pools, or concentrated ranges&#x20;

for CLAMM) — the larger your trade relative to pool reserves, the more the price moves.

{% hint style="warning" %}
**Always check price impact before confirming.** The app shows it before you confirm — if it's above 1–2%, consider splitting the trade or waiting for deeper liquidity.
{% endhint %}

***

### Reducing price impact

* **Split your trade:** break a large trade into several smaller ones over time
* **Trade through deeper hubs:** route via USDH or WHYPE which typically have deeper liquidity
* **Trade smaller sizes:** if the pool is thin, accept less or wait
* **Check routing:** the router may find a multi-hop path with lower total impact


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.usenest.xyz/trading/3.1-slippage-and-price-impact.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.