> ## Documentation Index
> Fetch the complete documentation index at: https://docs.sx.bet/llms.txt
> Use this file to discover all available pages before exploring further.
# Slippage
> How odds slippage works when filling orders on SX Bet.
## Overview
When you fill an order on SX Bet, you set a `desiredOdds` and an `oddsSlippage`. Together, these control the worst **weighted average odds** you're willing to accept.
* `oddsSlippage = 0` — only fill at `desiredOdds` or better
* `oddsSlippage = 3` — accept up to 3% worse than `desiredOdds` on a weighted average basis
The `oddsSlippage` field is an integer from 0 to 100 representing a percentage.
## Why slippage exists
Between the moment you submit a fill and the moment the exchange matches it (after the [betting delay](/developers/filling-orders#how-filling-works)), the orderbook can change:
* The order you targeted may get **cancelled** by the maker
* Another taker may **fill** the order before you
* The maker may **update** their odds by cancelling and reposting
* For in-play markets, odds shift constantly as the game progresses
Without slippage, any of these changes would cause your fill to fail entirely. With a small slippage tolerance, your bet can still go through at slightly worse odds rather than failing outright.
## How slippage is calculated
Slippage applies to the **weighted average odds** across all orders your fill matches — not to each individual order.
The exchange checks:
```
weighted_average_odds >= desiredOdds * (1 - oddsSlippage / 100)
```
This means individual orders in your fill can have odds worse than your `desiredOdds`, as long as the overall weighted average stays within your slippage tolerance.
### Example 1: Filling across multiple price levels
You submit a fill for **\$10,000** at `desiredOdds` of **2.10** with **5% slippage**.
The orderbook has taker liquidity at these levels:
| Taker odds | Available liquidity |
| ---------- | ------------------- |
| 2.10 | \$2,000 |
| 2.09 | \$3,000 |
| 2.07 | \$15,000 |
The exchange fills your \$10,000 across all three levels:
| Taker odds | Amount filled | Contribution to average |
| ---------- | ------------- | ----------------------- |
| 2.10 | \$2,000 | $2,000 × 2.10 = $4,200 |
| 2.09 | \$3,000 | $3,000 × 2.09 = $6,270 |
| 2.07 | \$5,000 | $5,000 × 2.07 = $10,350 |
**Weighted average odds** = ($4,200 + $6,270 + $10,350) / $10,000 = **2.082**
Your minimum acceptable odds = `2.10 * (1 - 0.05) = 1.995`. Since 2.082 > 1.995, the fill succeeds — even though some of the liquidity was at 2.07.
### Example 2: Slippage protects you from filling at bad odds
Slippage is based on your **weighted average** across all matched orders. If the orderbook is mostly stale or far off your target price, the weighted average will fall below your threshold and the fill will fail — protecting you from getting a bad price.
You submit a fill for **\$50** at `desiredOdds` of **2.30** with **3% slippage**.
The orderbook has:
| Taker odds | Available liquidity |
| ---------- | ------------------- |
| 2.30 | \$10 |
| 2.00 | \$40 |
Your minimum acceptable odds = `2.30 * (1 - 0.03) = 2.231`.
The exchange would need to fill across both levels:
| Taker odds | Amount filled | Contribution to average |
| ---------- | ------------- | ----------------------- |
| 2.30 | \$10 | $10 × 2.30 = $23.00 |
| 2.00 | \$40 | $40 × 2.00 = $80.00 |
**Weighted average odds** = ($23.00 + $80.00) / \$50 = **2.06**
Since 2.06 \< 2.231, the fill **fails**. The 2.00 liquidity drags the weighted average well below your threshold, so you receive an `ODDS_STALE` error rather than being filled at a price far from what you intended.
## Choosing a slippage value
| Scenario | Recommended slippage | Reasoning |
| --------------------- | -------------------- | ------------------------------------------------------------------------- |
| Pre-game markets | `0` | Odds are stable; you want exactly what you see |
| Pre-game, large fills | `1`–`2` | Slight tolerance for orders getting taken between submission and matching |
| In-play markets | `3`–`5` | Odds shift constantly; some tolerance prevents repeated failures |
| Fast-moving in-play | `5`–`10` | Prioritize execution over price precision |
Higher slippage means you may get filled at worse odds. Only increase slippage when execution speed matters more than getting the exact price.
## Error: `ODDS_STALE`
If the exchange can't find any orders within your slippage tolerance, it returns an `ODDS_STALE` error. This means:
* The orders that existed when you checked have been filled or cancelled
* The remaining liquidity is at odds worse than your `desiredOdds` plus slippage allows
## Related
Full guide to filling orders as a taker.
Full API reference for the fill endpoint.
Converting between implied, American, and decimal odds.
Reading orderbook depth and finding the best prices.