Slippage Tolerance
A user-set parameter in DEX interfaces capping how much the executed trade price may deviate from the quoted one. If the actual price exceeds the cap, the transaction reverts. Protects against rapid price moves and sandwich attacks.
Aliases: slippage limit, slippage settings, tolerance
Slippage tolerance is the user-defined ceiling on how far the executed trade price may move from the quoted price. If, at execution time, the market moves past this ceiling, the transaction reverts and funds return.
Don’t confuse it with slippage (the actual deviation observed) — see slippage. Tolerance is the cap you choose.
Typical values
- 0.1–0.5% — deep pools (TON/USDT on STON.fi, DeDust).
- 1–3% — mid-tier pairs.
- 5%+ — thin markets or freshly listed jettons.
Too high tolerance = risk
A 50% tolerance invites a 50% adverse move — for example, via a sandwich attack. MEV bots specifically scan for transactions with bloated tolerance.
Too low tolerance = bounces
In a volatile market a 0.1% tolerance trade often reverts, burning TON gas on every retry.
Context on TON
All major TON DEXes (STON.fi, DeDust, Tonco) expose tolerance in their UI; the default is usually 1%. DEX aggregators such as Swap.coffee respect tolerance during multi-pool routing.