Slippage
The gap between a quoted price and the price actually executed, caused by pool depth, the size of the trade, and whatever happens between quote and fill.
A quote is computed against the pool as it is right now. By the time a signed transaction lands, other trades may have moved the price and the depth available at that price may be gone. The trade executes wherever the curve then sits, and a slippage limit is the instruction to revert rather than accept a worse fill than stated.
It is why a router's output figure is a projection and not a result, and why Sato Hub ranks venues on whether they are live and answering before ranking them on quoted output. A quote from a venue that is not there is worth nothing regardless of the number.
Slippage is not a fee and is not paid to anyone in particular; it is the market moving. A reverted trade costs gas and pays no routing fee.
Where Sato Hub measures it
Numbers live on those pages and refresh on their own schedule; this definition does not restate them.
Related terms
Reference
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Sato Hub. "Slippage (glossary)." Sato Hub, updated 2026-10-28, accessed 2026-10-28. https://satohub.ai/glossary/slippageData last refreshed 2026-10-28; this page is rebuilt daily. Citations carry the date so a reader can tell which snapshot a claim came from. Catalog data is licensed CC-BY-4.0.