slippage

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

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

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

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`);
}