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slippage doc

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# Slippage
The term [slippage](https://en.wikipedia.org/wiki/Slippage_(finance)) refers to the difference between the price you expected, or the original market price, and the actual price you got when the trade was completed. The more volume you want to trade, the higher your slippage becomes.
The term [slippage](https://en.wikipedia.org/wiki/Slippage_(finance)) refers to the difference between the price you expected, or the original market price, and the actual price you got when the trade was completed. The more volume you want to trade, the worse price you get, which is slippage.
In DeFi, slippage can be mechanically caused by [MEV](https://ethereum.org/en/developers/docs/mev) actors within a single block, so proper slippage controls use either oracle prices or something like a time-weighted average price (TWAP) as the "true" price.
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Slippage is set to 0.30% by default, and may not be lower than 0.01%.
Slippage control does not apply to limit orders that have designated an acceptable price. Limit orders can move the market as far as they want, up to their stated price limit. Slippage only applies to tranches that have not specified price limits, like DCA's or regular "buy now" market orders.
If an attempted execution hits the slippage control, then it fills partially and enters a brief cooldown period before attempting the trade again.
If your order is large enough to move the market and trigger slippage controls, consider using Dexorder's DCA or Dates tool to split up your order.