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Trading 0.1% of pool depth = ~0.1% slippage. Trading 10% of depth = ~10% slippage. Size matters.
The AMM slippage formula: swapping dx into a pool of (x, y) moves you along the curve by a factor proportional to dx / x. Small trades barely nudge the price. Large trades eat the book.
Approximation: slippage % ≈ (dx / x) / 2 for small trades. For large trades you need the full formula.
Your task: Compute slippage % for three different trade sizes.