slippage

When the token evolves into a store of value, it attracts outside traders, focusing on trading costs and slippage. This is when concentrated liquidity truly shines.
DeFi protocols have relied on the distribution of native tokens to incentivize liquidity providers (LPs). In a previous post, we delved into traditional liquidity incentives and the utilization of vote-escrow tokens. Now, we shift our focus to a fresh approach that has captured the attention of DeFi enthusiasts: concentrated liquidity methods.
This blog post delves into the distinctions between Integral's AMMs and conventional AMMs, as well as the unique features that set Integral SIZE apart for traders and LPs.
The crypto market has been no stranger to its share of upheavals and dramatic events, but the recent USDC depegging has sent shockwaves throughout the nascent financial ecosystem.
GMX offers a DeFi exchange with a number of unique features, allowing large swaps with no slippage. At first glance, this may look similar to Integral SIZE, however the mechanisms couldn’t be more different. Here we compare some of the main features for traders and how each protocol accomplishes them.
To get the price impact, we compare the quote for a very small trade with the quote for the input trade.
We are doing a series of posts about whale trading on L2. In part one, we looked at general activity on Sushiswap and Uniswap. This time we will focus in on slippage to understand how the lower liquidity on Arbitrum impacts large trades.
We are doing a series of posts about whale trading on L2. In part one, we looked at general activity on Sushiswap and Uniswap. This time we will focus in on slippage to understand how the lower liquidity on Arbitrum impacts large trades.
Average slippage of large trades from stETH to ETH was only 36 bps. But the problem with Curve pools is that the sooner you get out, the better. Integral SIZE offers a new way to do large trades between stETH/ETH.
Suprisingly, some of the largest trades have the lowest slippage.
There are a lot of DEX claiming to offer 0 slippage trading. Is it true? How does Integral SIZE's practice differ from theirs?
You can think of slippage as the changes due to the market and price impact as the change caused just by your trade.