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Slippage & Price Impact on the OTC Meme Platform: Complete Trading Guide

Introduction: Understanding the Hidden Cost of Trading

Slippage and price impact are the silent killers of trading profits. They're the difference between the price you expect and the price you actually get - and on volatile meme tokens, this difference can be massive. Understanding how slippage works on OTC Meme's unique dual-phase system (bonding curves and DEX) is crucial for successful trading.

This comprehensive guide will explain exactly how slippage and price impact work on our platform, show you the mathematics behind price movements, and teach you strategies to minimize these hidden costs while maximizing your trading effectiveness.

📋 Part 1: Understanding Slippage and Price Impact

🎯 What is Slippage?

Slippage is the difference between the expected price of a trade and the actual executed price. It occurs because your trade itself moves the market price as it executes.

📊 Example:

  • 💰 Expected Price: $0.050 per token
  • ⚡ Actual Execution: $0.052 per token
  • 📉 Slippage: 4% (negative for buyer)

🎯 What is Price Impact?

Price Impact is the effect your trade has on the market price. It's the permanent price movement caused by changing the ratio of assets in a liquidity pool.

📊 Example:

  • 📈 Price Before Trade: $0.050
  • 💰 Your Trade: Buy $1,000 worth
  • 📈 Price After Trade: $0.055
  • 📊 Price Impact: 10%

🧮 The Relationship

Slippage = Price Impact + Fees + Spread

📋 Where:

  • 📊 Price Impact: Your trade's market effect
  • 💰 Fees: Platform and network costs (0.4% on OTC Meme)
  • 📈 Spread: Difference between buy/sell prices

📊 Part 2: Bonding Curve Phase - Zero Slippage Paradise

✨ The Magic of Bonding Curves

On OTC Meme's bonding curves, there's a revolutionary feature: 🚫 ZERO SLIPPAGE at the displayed price.

🔍 How This Works:

📈 Traditional AMM:

You see price: $0.05
You buy $1,000 worth
Price changes AS you buy
You pay average of $0.052
Slippage: 4%

🚀 OTC Meme Bonding Curve:

You see price: $0.05
You buy $1,000 worth
You pay EXACTLY $0.05 per token
Price changes AFTER your trade
Slippage: 0%

🧮 The Bonding Curve Formula

// OTC Meme Bonding Curve Pricing
function calculatePrice(tokensSold, totalSupply) {
    const basePrice = 0.00001; // Starting price in USD
    const progress = tokensSold / totalSupply;
    const price = basePrice * Math.pow(1 + progress, 2);
    return price;
}

// Example calculation
const currentPrice = calculatePrice(100_000_000, 1_000_000_000);
// Price = $0.00001 * (1 + 0.1)^2 = $0.0000121

💎 Why Zero Slippage Matters

🏆 Benefits for Traders:

🎯 Predictability:

  • 📊 Know exact cost before trading
  • 🚫 No surprises on execution
  • 🧮 Can calculate precisely

💰 Large Orders:

  • 🏢 Big trades don't suffer
  • ⚖️ Same price for $10 or $10,000
  • 🚫 No need to split orders

✅ Fairness:

  • 👥 Everyone gets shown price
  • 🚫 No advantage for smaller trades
  • 🌍 Democratic access

📊 Price Impact on Bonding Curves

While there's no slippage, your trade DOES impact the price for the NEXT trader:

📝 Example: Buying on Bonding Curve

📊 Current State:

Tokens Sold: 100M
Current Price: $0.000012
You Buy: 10M tokens

💰 Your Purchase:

You Pay: 10M × $0.000012 = $120
No slippage - exact price

📈 After Your Purchase:

Tokens Sold: 110M
New Price: $0.0000133
Price Impact: 10.8% increase

🔄 Part 3: DEX Phase - Understanding AMM Slippage

⚖️ The Constant Product Formula

After graduation to Raydium, trading follows the standard AMM model with slippage:

x * y = k

📋 Where:

  • 🪙 x = Token A amount in pool
  • 🪙 y = Token B amount in pool
  • 🔢 k = Constant product

🧮 Calculating Slippage on DEX

📊 The Slippage Formula:

function calculateDEXSlippage(
    amountIn,
    reserveIn,
    reserveOut,
    fee = 0.0025 // 0.25% Raydium fee
) {
    // Calculate amount out
    const amountInWithFee = amountIn * (1 - fee);
    const amountOut = (amountInWithFee * reserveOut) /
                      (reserveIn + amountInWithFee);

    // Calculate prices
    const spotPrice = reserveOut / reserveIn;
    const executionPrice = amountIn / amountOut;

    // Calculate slippage
    const slippage = (executionPrice - spotPrice) / spotPrice;

    return {
        amountOut,
        spotPrice,
        executionPrice,
        slippagePercent: slippage * 100
    };
}

📊 Real DEX Trading Example

🎯 Scenario: Buying tokens on Raydium

📈 Pool State:

10,000,000 OTCM-TOKEN
50,000 USDC
Spot Price: $0.005 per token

💰 You Want to Buy: $5,000 worth

🧮 Calculation:

Amount In: 5,000 USDC
New USDC: 55,000
New Tokens: 10,000,000 × 50,000 / 55,000 = 9,090,909
Tokens Out: 10,000,000 - 9,090,909 = 909,091
Execution Price: $5,000 / 909,091 = $0.0055
Slippage: 10%

📊 Result: You expected $0.005, paid $0.0055

📊 Part 4: Comparative Slippage Analysis

🔍 OTC Meme vs Other Platforms

Trade Size

🚀 OTC Meme (Curve)

📉 Small DEX Pool

📈 Medium DEX Pool

🏛️ Traditional OTC

💰 $100

0% slippage

0.5% slippage

0.1% slippage

2-5% spread

💰 $1,000

0% slippage

5% slippage

0.5% slippage

5-10% spread

💰 $10,000

0% slippage

30% slippage

5% slippage

10-20% spread

💰 $50,000

0% slippage

60%+ slippage

15% slippage

20-30% spread

🏆 Platform-Specific Characteristics

🚀 OTC Meme Bonding Curve:

✅ Advantages:

  • ✅ Zero slippage at displayed price
  • ✅ Perfect for large orders
  • ✅ Predictable execution
  • ✅ No front-running possible

❌ Disadvantages:

  • ❌ Price updates after each trade
  • ❌ Can't place limit orders
  • ❌ One-directional until graduation

🎓 Post-Graduation DEX:

✅ Advantages:

  • ✅ Deeper liquidity possible
  • ✅ Multiple liquidity providers
  • ✅ Limit orders available
  • ✅ Arbitrage keeps prices fair

❌ Disadvantages:

  • ❌ Slippage on all trades
  • ❌ Large orders suffer
  • ❌ Impermanent loss for LPs
  • ❌ MEV attacks possible

📊 Part 5: Factors Affecting Slippage

💧 Pool Depth (TVL)

🔍 The Relationship:

💧 Deeper Pool = Less Slippage

📉 $10,000 Pool:

$1,000 trade = 10% price impact
$5,000 trade = 50%+ price impact

📈 $1,000,000 Pool:

$1,000 trade = 0.1% price impact
$5,000 trade = 0.5% price impact

📊 Trade Size Relative to Pool

⚖️ The Critical Ratio:

function estimatePriceImpact(tradeSize, poolSize) {
    const ratio = tradeSize / poolSize;

    if (ratio < 0.01) return "✅ Negligible (<0.5%)";
    if (ratio < 0.05) return "🟡 Low (0.5-2.5%)";
    if (ratio < 0.10) return "🟠 Moderate (2.5-10%)";
    if (ratio < 0.20) return "🔴 High (10-25%)";
    return "💀 Extreme (>25%)";
}

📊 Market Volatility

🌪️ How Volatility Increases Slippage:

📈 Stable Market:

  • 🤖 Arbitrage bots maintain prices
  • ⚖️ Pools stay balanced
  • 📊 Slippage predictable

📊 Volatile Market:

  • ⚡ Rapid price changes
  • ⚖️ Pools become imbalanced
  • ⏰ Arbitrage delayed
  • 📊 Slippage multiplied

🔄 Number of Hops

🛣️ Multi-hop Routes Compound Slippage:

🎯 Direct Route (TOKEN → USDC):

Single pool slippage: 2%
Total slippage: 2%

🔄 Multi-hop (TOKEN → SOL → USDC):

First pool: 2%
Second pool: 1.5%
Compound slippage: 3.5%+

🎭 Part 6: Real-World Slippage Scenarios

👤 Scenario 1: Small Trader on Bonding Curve

👩‍💼 Sarah's Trade:

Wants to buy: $100 worth
Current price: $0.00005
Tokens received: 2,000,000

🚀 On Bonding Curve:

Pays exactly: $100
Gets exactly: 2,000,000 tokens
Slippage: 0%
New price: $0.0000502

📈 On Small DEX ($10k pool):

Expected: 2,000,000 tokens
Actually gets: 1,960,000 tokens
Slippage: 2%
Paid extra: $2

🐋 Scenario 2: Whale Buyer Impact

🐋 Whale's Trade:

Wants to buy: $50,000 worth
Current price: $0.001

🚀 On Bonding Curve:

Gets exactly: 50,000,000 tokens
Slippage: 0%
Price after: $0.00105 (5% impact)

📈 On Medium DEX ($500k pool):

Expected: 50,000,000 tokens
Actually gets: 45,000,000 tokens
Slippage: 10%
Paid extra: $5,000

😨 Scenario 3: Panic Selling

😰 Panic Seller:

Wants to sell: 100,000,000 tokens
Current price: $0.0001
Expected value: $10,000

🚀 On Bonding Curve:

Receives exactly: $10,000
Slippage: 0%
Price after: $0.00008

📉 On Thin DEX ($20k pool):

Expected: $10,000
Actually receives: $6,000
Slippage: 40%
Lost: $4,000

🎯 Part 7: Minimizing Slippage - Strategies and Tactics

📊 Strategy 1: Trade Size Optimization

📏 The 1% Rule:

Keep trades under 1% of pool size:

$100k pool → Max $1,000 trades
$10k pool → Max $100 trades
$1k pool → Max $10 trades

🏆 Result: <0.5% slippage typically

✂️ Strategy 2: Order Splitting

📊 Large Order Execution:

function splitLargeOrder(totalAmount, poolSize) {
    const maxSingleTrade = poolSize * 0.01; // 1% rule
    const numberOfTrades = Math.ceil(totalAmount / maxSingleTrade);
    const tradeSize = totalAmount / numberOfTrades;

    return {
        numberOfTrades,
        tradeSize,
        estimatedTotalSlippage: numberOfTrades * 0.5 // ~0.5% per trade
    };
}

// Example: $10,000 order in $50,000 pool
// Result: 20 trades of $500 each
// Total slippage: ~10% vs 25% in single trade

⏰ Strategy 3: Time-Based Execution

📈 TWAP (Time-Weighted Average Price):

Instead of buying $10,000 at once:

Hour 1: Buy $1,000
Hour 2: Buy $1,000
Hour 3: Buy $1,000
...
Hour 10: Buy $1,000

🏆 Benefits:

  • 📉 Reduced price impact
  • ⚖️ Average price execution
  • 👁️ Less visible to market
  • 💧 Allows liquidity recovery

⏰ Strategy 4: Liquidity Timing

🎯 Best Times to Trade:

💧 High Liquidity Periods:

  • ➕ After new LP additions
  • 🎓 Post-graduation surge
  • 📊 During high volume days
  • 🤖 When arbitrage active

🚫 Avoid:

  • 📉 Right after large trades
  • ➖ During LP withdrawals
  • 📊 Low volume periods
  • 🌐 Network congestion

🧮 Part 8: Advanced Slippage Calculations

🔧 The Complete Slippage Model

class SlippageCalculator {
    constructor(poolReserves, platformFee = 0.004) {
        this.tokenReserve = poolReserves.token;
        this.usdcReserve = poolReserves.usdc;
        this.k = this.tokenReserve * this.usdcReserve;
        this.platformFee = platformFee;
        this.dexFee = 0.0025; // Raydium fee
    }

    calculateBondingCurveImpact(tokensBought, totalSupply = 1e9) {
        const currentSold = this.getCurrentSold();
        const newSold = currentSold + tokensBought;

        const currentPrice = this.bondingPrice(currentSold, totalSupply);
        const newPrice = this.bondingPrice(newSold, totalSupply);

        return {
            executionPrice: currentPrice,
            nextPrice: newPrice,
            priceImpact: (newPrice - currentPrice) / currentPrice,
            slippage: 0, // Always 0 on bonding curve
            totalCost: tokensBought * currentPrice * (1 + this.platformFee)
        };
    }

    calculateDEXSlippage(usdcIn) {
        // Account for fees
        const totalFee = this.platformFee + this.dexFee;
        const usdcAfterFee = usdcIn * (1 - totalFee);

        // Calculate output
        const newUsdcReserve = this.usdcReserve + usdcAfterFee;
        const newTokenReserve = this.k / newUsdcReserve;
        const tokensOut = this.tokenReserve - newTokenReserve;

        // Calculate prices
        const spotPrice = this.usdcReserve / this.tokenReserve;
        const executionPrice = usdcIn / tokensOut;
        const avgPrice = (spotPrice + executionPrice) / 2;

        // Calculate slippage components
        const priceImpact = (executionPrice - spotPrice) / spotPrice;
        const feeImpact = totalFee;
        const totalSlippage = priceImpact + feeImpact;

        return {
            tokensOut,
            spotPrice,
            executionPrice,
            avgPrice,
            priceImpact: priceImpact * 100,
            feeImpact: feeImpact * 100,
            totalSlippage: totalSlippage * 100,
            effectiveCost: usdcIn,
            breakdown: {
                principal: usdcIn / (1 + totalSlippage),
                slippageCost: usdcIn * priceImpact,
                feeCost: usdcIn * feeImpact
            }
        };
    }

    bondingPrice(sold, total) {
        const base = 0.00001;
        return base * Math.pow(1 + sold / total, 2);
    }

    getCurrentSold() {
        // Calculate from current price
        // Reverse engineering the bonding curve formula
        const currentPrice = this.usdcReserve / this.tokenReserve;
        const base = 0.00001;
        const ratio = Math.sqrt(currentPrice / base) - 1;
        return ratio * 1e9;
    }
}

⚙️ Slippage Tolerance Settings

🔒 Conservative Trading:

  • ⚙️ Slippage Tolerance: 0.5%
  • 🎯 Use Case: Stable tokens, deep pools
  • ⚠️ Risk: Trades may fail in volatility

📊 Standard Trading:

  • ⚙️ Slippage Tolerance: 2-3%
  • 🎯 Use Case: Most trades
  • ⚠️ Risk: Acceptable for normal conditions

📊 Volatile Trading:

  • ⚙️ Slippage Tolerance: 5-10%
  • 🎯 Use Case: Fast-moving tokens
  • ⚠️ Risk: High cost but ensures execution

🎯 Sniper Trading:

  • ⚙️ Slippage Tolerance: 15-25%
  • 🎯 Use Case: Must-execute trades
  • ⚠️ Risk: Very expensive but guaranteed

📊 Part 9: Price Impact Visualization

📈 Understanding Impact Curves

📊 Linear vs Exponential Impact:

🔹 Small Trades (< 1% of pool):

Impact = ~Linear
$100 → 0.1% impact
$200 → 0.2% impact
$300 → 0.3% impact

🔸 Large Trades (> 10% of pool):

Impact = Exponential
$1,000 → 2% impact
$2,000 → 8% impact
$3,000 → 18% impact
$4,000 → 35% impact

📊 Visual Representation

📈 Price Impact by Trade Size (% of Pool)

Impact
  ^
50%|                                    ████
   |                                ████
40%|                            ████
   |                        ████
30%|                    ████
   |                ████
20%|            ████
   |        ████
10%|    ████
   |████
0% +----+----+----+----+----+----+----+----→
   0%   5%  10%  15%  20%  25%  30%  35%  Trade/Pool %

🤖 Part 10: Arbitrage and Price Recovery

⚖️ How Arbitrage Reduces Slippage Impact

🔄 The Arbitrage Cycle:

1️⃣ Large Trade Creates Price Discrepancy

Pool A: TOKEN = $0.006 (after big buy)
Pool B: TOKEN = $0.005 (unchanged)

2️⃣ Arbitrage Bot Detects Opportunity

Buy from Pool B at $0.005
Sell to Pool A at $0.006
Profit: $0.001 per token

3️⃣ Prices Converge

Pool A: $0.0055
Pool B: $0.0055
Equilibrium restored

⏰ Recovery Time Estimates

🔄 Price Impact Recovery Times:

🟢 Small Impact (1-2%):

Recovery: 1-5 minutes
Arbitrage bots act quickly
Minimal opportunity

🟡 Medium Impact (5-10%):

Recovery: 5-30 minutes
Multiple arb cycles needed
Gradual convergence

🔴 Large Impact (20%+):

Recovery: 30 minutes - hours
May require manual traders
Could establish new price level

📊 Part 11: Slippage in Different Market Conditions

🐂 Bull Market Slippage

📈 Characteristics:

📊 Buying Pressure Dominant:

  • ⚖️ Pools skewed to USDC side
  • 📈 Buying has higher slippage
  • 📉 Selling has lower slippage
  • 🔄 Recovery favors sellers

📊 Example:

Normal: Buy slippage 2%, Sell slippage 2%
Bull: Buy slippage 5%, Sell slippage 1%

🐻 Bear Market Slippage

📉 Characteristics:

📊 Selling Pressure Dominant:

  • ⚖️ Pools skewed to token side
  • 📉 Selling has higher slippage
  • 📈 Buying has lower slippage
  • 🔄 Recovery favors buyers

📊 Example:

Normal: Buy slippage 2%, Sell slippage 2%
Bear: Buy slippage 1%, Sell slippage 5%

📊 Volatile Market Slippage

🌪️ Characteristics:

⚡ Rapid Price Changes:

  • ⚖️ Pool ratios swing wildly
  • 📊 Slippage unpredictable
  • 📈 Wide bid-ask spreads
  • ⏰ Arbitrage delayed

📊 Example:
Can swing from 1% to 20% slippage in minutes

🚀 Part 12: Platform-Specific Features

🏆 OTC Meme's Slippage Advantages

1️⃣ Bonding Curve Benefits:

📈 Traditional Launch:

Add liquidity manually
Immediate slippage issues
Vulnerable to snipers
Unfair advantages

🚀 OTC Meme Launch:

Zero slippage initially
Fair price discovery
No sniping possible
Democratic access

2️⃣ Graduation Mechanism:

⚡ Automatic Liquidity:

  • 💰 $50,000 guaranteed depth
  • 🔄 Smooth transition
  • 🚫 No manual LP needed
  • ⚡ Instant DEX benefits

3️⃣ Company Participation:

💰 40-60% Initial Buy:

  • 💧 Creates base liquidity
  • 📉 Reduces early slippage
  • 💪 Demonstrates commitment
  • ⚖️ Stabilizes price

🛡️ Slippage Protection Features

🔒 Built-in Protections:

// Platform safeguards
const tradeSafeguards = {
    maxSlippage: 0.5,        // 50% max slippage warning
    priceImpactWarning: 0.1, // Warn at 10% impact
    autoSplit: true,          // Suggest order splitting
    cooldownPeriod: 60,       // Seconds between large trades
    frontRunProtection: true, // Anti-MEV measures
};

🚫 Part 13: Common Slippage Mistakes

❌ Mistake 1: Ignoring Pool Depth

🚨 The Error:

Trader sees token pumping
Wants to buy $10,000 worth
Pool only has $20,000 liquidity
Executes market buy

💀 Result:

35% slippage
Pays $13,500 for $10,000 value
Immediate 26% loss

✅ The Solution: Always check pool depth before trading

❌ Mistake 2: Market Buying in Panic

🚨 The Error:

  • 😱 FOMO kicks in during pump
  • 💥 Smashes market buy
  • ✅ Accepts any slippage
  • 💀 Gets terrible execution

🎯 Better Approach:

  • ⚙️ Set reasonable slippage limit
  • 📊 Use limit orders if available
  • ✂️ Split into smaller trades
  • ⏰ Wait for pullbacks

❌ Mistake 3: Not Accounting for Fees

🚨 The Error:

Calculates 2% price impact
Forgets 0.4% platform fee
Forgets 0.25% DEX fee
Actual cost: 2.65% not 2%

💀 Over time:
100 trades × 0.65% extra = 65% additional cost

❌ Mistake 4: Wrong Time Execution

🚨 The Error:

Trading during:

  • 📉 Low liquidity hours
  • 📢 After major news
  • 🌐 During network congestion
  • 🐋 Right after whale trades

💀 Result: 2-5x normal slippage

🏆 Part 14: Professional Trading Strategies

🎯 Strategy 1: Liquidity Sniping

👀 Monitor for:

  • ➕ New LP additions
  • ⚖️ Pool rebalancing
  • ✅ Arbitrage completion

⚡ Trade immediately after for:

  • 📊 Minimal slippage
  • 🎯 Best execution
  • 📉 Lower impact

🥪 Strategy 2: Sandwich Trading (Ethical)

When you see large trade coming:

  1. 🚫 Don't front-run (unethical)
  2. ⏰ Wait for execution
  3. 🔄 Trade opposite direction
  4. 📈 Benefit from recovery

📊 Example:

Whale buys, price up 10%
You sell into pump
Price recovers to +5%
You buy back lower

📊 Strategy 3: Range Trading

🎯 Identify slippage-based ranges:

📉 Support: Where selling slippage > 10%
(Sellers won't sell below this)

📈 Resistance: Where buying slippage > 10%
(Buyers won't buy above this)

Trade the range until breakout

🔮 Part 15: The Future of Slippage on OTC Meme

🚀 Planned Improvements

📊 Dynamic Bonding Curves:

  • 📊 Current: Fixed formula
  • 🔮 Future: Adaptive curves that:
    • 📊 Adjust to volatility
    • 📉 Reduce impact in stability
    • 📈 Increase capital efficiency
    • ⚙️ Optimize for conditions

💧 Concentrated Liquidity:

  • 📊 Current: Full range liquidity
  • 🔮 Future: Concentrated positions
    • 📈 10x capital efficiency
    • 📉 Reduced slippage in ranges
    • 🤖 Professional market making
    • 📊 Better price discovery

⚡ Just-In-Time Liquidity:

🔮 Future feature:

  • 🤖 MEV bots provide liquidity
  • ⚡ Right before large trades
  • 📉 Reduces slippage
  • 🎯 Improves execution

🌉 Cross-Chain Aggregation

🔮 Future state:

  • 🔄 Route through multiple chains
  • 🎯 Find best global price
  • 📉 Minimize total slippage
  • ⚡ Seamless execution

📊 Example:

50% on Solana at 2% slippage
50% on Ethereum at 3% slippage
Total: 2.5% vs 5% on single chain

🎯 Conclusion: Mastering Slippage for Trading Success

Slippage and price impact are not just technical details - they're the difference between profitable and losing trades. On OTC Meme, understanding our unique dual-phase system gives you a massive advantage:

📊 During Bonding Curve Phase:

  • 🚫 Zero slippage is your superpower
  • 💰 Large trades execute perfectly
  • 🚫 No need for complex strategies
  • ⏰ Take advantage while it lasts

🎓 After DEX Graduation:

  • 📊 Apply traditional slippage management
  • 💧 Use pool depth wisely
  • ✂️ Split large orders
  • ⏰ Time your trades

🔑 Key Takeaways:

  • 💰 Always Calculate Total Cost: Slippage + Fees + Spread
  • 💧 Respect Pool Depth: Never trade more than 1-2% of pool
  • 🚀 Use the Bonding Curve: Zero slippage is revolutionary
  • 🚪 Plan Your Exit: Consider slippage when taking profits
  • 👁️ Monitor Liquidity: Deep pools = better execution

🏆 The Professional Approach:

✅ Before Every Trade:

  •  💧 Check pool depth
  •  🧮 Calculate expected slippage
  •  💰 Consider fee impact
  •  📊 Plan order execution
  •  ⚙️ Set slippage tolerance
  •  📋 Have backup plan

🧠 Remember: Slippage is not your enemy - it's a market mechanism. Understanding it, planning for it, and using it to your advantage is what separates amateur traders from professionals. On OTC Meme, you have tools (like zero-slippage bonding curves) that don't exist anywhere else. Use them wisely.

The traders who succeed long-term are not those who ignore slippage, but those who master it. Make slippage calculations part of every trading decision, and you'll find your execution improving, your costs decreasing, and your profits increasing.

🎉 Welcome to professional trading. Welcome to slippage mastery. Welcome to OTC Meme.

📋 Quick Reference: Slippage Formulas

  • 🚀 Bonding Curve Slippage: Always 0% at displayed price
  • 📊 DEX Slippage Estimate: Slippage % ≈ (Trade Size / Pool Size) × 100
  • 💰 Total Cost Formula: Total Cost = Trade Amount × (1 + Slippage % + Fee %)
  • ✅ Safe Trade Size: Max Trade = Pool Size × 0.01 (for <0.5% slippage)

📊 Price Impact Quick Guide:

  • 🟢 <0.1% of pool: Negligible impact
  • 🟡 0.1-1% of pool: Low impact
  • 🟠 1-5% of pool: Moderate impact
  • 🔴 5-10% of pool: High impact
  • 💀 >10% of pool: Extreme impact

🎯 Master slippage, master trading. Start with zero-slippage bonding curves at otc.meme

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