Agent skill

Slippage Modeling

by agiprolabs in agiprolabs/claude-trading-skills

Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

MITAuto-check passed

Install Slippage Modeling

skills CLI
$ npx skills add agiprolabs/claude-trading-skills --skill slippage-modeling -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install agiprolabs/claude-trading-skills slippage-modeling --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/agiprolabs/claude-trading-skills.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/slippage-modeling .claude/skills/slippage-modeling && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
slippage-modeling
GitHub stars
410
Token cost
~2k tokens
SKILL.md length
832 words
Files
5 (incl. scripts, references)
Skills in repo
68
Repo updated
First seen
Licence
MIT

At a glance

Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

  • Works in 5 steps: AMM Price Impact (Primary Source) → DEX Fees → Priority Fees → …
  • SKILL.md covers What Is Slippage?, Sources of Slippage, Constant-Product Slippage… and CLMM Slippage, plus 6 more sections
  • Runs Python scripts from its folder

What it does

Slippage Modeling is an agent skill from agiprolabs/claude-trading-skills. Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

Its SKILL.md is about 2k tokens, which your agent loads only when the skill is triggered. The skill folder holds 6 other files, including scripts and reference files (for example `references/cost_model.md`, `references/slippage_math.md` and `scripts/execution_cost.py`).

The repository describes itself as: 68 trading, DeFi, and quantitative finance Agent Skills. Works with Claude Code, Cursor, Codex, Gemini CLI, and 30+ other tools. The licence is MIT.

Example prompts

  • “/slippage-modeling”

Requirements

  • Python 3

Workflow steps

5 steps, taken from the step headings in SKILL.md.

  1. AMM Price Impact (Primary Source)
  2. DEX Fees
  3. Priority Fees
  4. MEV (Sandwich Attacks)
  5. Stale Quotes

What it can do on your machine

Read from SKILL.md and the folder at commit 981e1d7. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    Ships 2 files in scripts/ (Python), which the agent can run.

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Slippage Modeling loads about 2k tokens when it runs, and up to ~5k if it reads all its reference files. Until then it costs about 31 tokens; SKILL.md has 832 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~31
When it runs · the whole SKILL.md, loaded when a task matches
~2k
With references · SKILL.md plus every file in references/, read only if the agent opens them
~5k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); the scripts in this folder are not scanned.

SKILL.md

The full file from agiprolabs/claude-trading-skills at commit 981e1d7, republished under its MIT licence (© agiprolabs). 832 words, ~1,969 tokens.

Download SKILL.mdSave it as .claude/skills/slippage-modeling/SKILL.md (or your agent's skills folder). This skill also uses 4 other files; get the full folder from GitHub.
name
slippage-modeling
description
Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

Slippage Modeling

Estimate execution costs, model slippage curves from AMM mechanics and empirical quotes, and determine optimal trade sizes that keep costs within acceptable thresholds.

What Is Slippage?

Slippage is the difference between the expected price at the time you decide to trade and the actual execution price you receive. On decentralized exchanges, slippage is deterministic and measurable — unlike CEX slippage, which depends on hidden order book dynamics.

Example: You expect to buy a token at 0.001 SOL. Your trade executes at 0.00105 SOL. That 5% difference is slippage — it directly reduces your profit and increases your break-even threshold.

Sources of Slippage

1. AMM Price Impact (Primary Source)

Automated market makers use bonding curves that move price as liquidity is consumed. On a constant-product AMM (x * y = k):

price_impact = Δx / (x + Δx)

Where x is the reserve of the input token and Δx is your trade size. A 1 SOL trade against a pool with 100 SOL reserves produces ~1% price impact. Against 10 SOL reserves, it produces ~10%.

See references/slippage_math.md for full derivations and CLMM adjustments.

2. DEX Fees

Every swap incurs a fee taken from the trade:

DEXFeeNotes
Raydium0.25%Standard AMM pools
Orca0.30%Whirlpool concentrated pools
Meteora0.1–2.0%Dynamic fees based on volatility
PumpFun1.0%Bonding curve phase
3. Priority Fees

Solana validators prioritize transactions with higher compute unit prices. During congestion or for time-sensitive trades:

  • Normal: 0.0001 SOL (negligible)
  • Competitive: 0.001–0.01 SOL
  • High congestion: 0.01–0.1 SOL
4. MEV (Sandwich Attacks)

Searchers detect pending swaps and sandwich them — buying before your trade (raising the price) and selling after (capturing the difference). MEV cost depends on:

  • Trade size (larger = more attractive target)
  • Token liquidity (thin pools = easier to manipulate)
  • Slippage tolerance setting (higher tolerance = more extractable)

Typical MEV cost: 0–200 bps on vulnerable trades.

5. Stale Quotes

Between receiving a quote and landing the transaction on-chain (0.4–2 seconds on Solana), the price may move. Volatile tokens can shift 50–500 bps in that window.

Constant-Product Slippage Formula

For a pool with reserves (x, y) and invariant k = x * y:

Buying tokens with SOL (input Δx SOL):

tokens_received = y * Δx / (x + Δx)
effective_price = Δx / tokens_received = (x + Δx) / y
spot_price      = x / y
price_impact    = effective_price / spot_price - 1 = Δx / (x + Δx)

Selling tokens for SOL (input Δy tokens):

sol_received   = x * Δy / (y + Δy)
effective_price = sol_received / Δy = x / (y + Δy)
spot_price      = x / y
price_impact    = 1 - effective_price / spot_price = Δy / (y + Δy)

Key insight: Slippage scales with trade_size / (reserves + trade_size). This is approximately linear for small trades and accelerates sharply as trade size approaches reserve size.

Quick Reference Table
Trade / Reserve RatioApproximate Slippage
0.1%0.1% (1 bp)
1%1.0% (100 bps)
5%4.8% (476 bps)
10%9.1% (909 bps)
25%20% (2000 bps)
50%33% (3333 bps)

CLMM Slippage

Concentrated Liquidity Market Makers (Orca Whirlpools, Meteora DLMM) concentrate liquidity in specific price ranges:

  • Within the active range: slippage is lower than constant-product by a concentration factor
  • Crossing tick boundaries: additional slippage as the next tick's liquidity may be sparse
  • Approximation: clmm_slippage ≈ cp_slippage / concentration_factor

Typical concentration factors: 5–50x for well-managed positions.

Show full SKILL.md (370 more words)Show less

Empirical Slippage Measurement

Theoretical formulas assume single-pool routing. In practice, Jupiter aggregates across multiple pools and routes. Empirical measurement is more accurate:

  1. Query Jupiter /quote at multiple trade sizes (0.01, 0.1, 1, 5, 10, 50 SOL)
  2. Record output amount and effective price at each size
  3. Compute slippage in bps relative to smallest trade (proxy for spot)
  4. Fit a power-law model: slippage_bps = a * trade_size^b

This captures real routing behavior, multi-pool splitting, and available liquidity.

See scripts/slippage_curve.py for the full implementation.

Total Execution Cost Model

total_cost_bps = price_impact_bps + fee_bps + priority_fee_bps + mev_risk_bps
total_cost_sol = trade_size_sol * total_cost_bps / 10_000

See references/cost_model.md for component breakdowns and worked examples.

Break-Even Analysis

For a roundtrip (buy + sell):

roundtrip_cost_bps = entry_impact + exit_impact + 2 * fee_bps + 2 * priority_bps + mev_bps

The token must move more than roundtrip_cost_bps in your favor to be profitable. For a token with 200 bps entry slippage, 200 bps exit slippage, and 50 bps fees:

roundtrip = 200 + 200 + 50 = 450 bps = 4.5%

You need at least a 4.5% price move just to break even.

See scripts/execution_cost.py for automated cost estimation.

Optimal Trade Sizing

Maximum Size for Slippage Threshold

Given a slippage curve s(q) = a * q^b, solve for max trade size:

q_max = (threshold_bps / a) ^ (1/b)
Multi-Tranche Execution

For large orders, splitting reduces total slippage because each tranche faces a partially-reset order book (on CLMMs) or allows arbitrageurs to rebalance between tranches:

n_tranches = ceil(total_size / q_max)
tranche_size = total_size / n_tranches
wait_between = 2-10 seconds (allow arb rebalancing)
TWAP Strategy

Time-Weighted Average Price execution:

  • Divide total order into equal-sized tranches
  • Execute one tranche per interval (e.g., every 10 seconds)
  • Total slippage is significantly lower than single execution
  • Tradeoff: price may move against you during execution window

Slippage by Token Category

CategoryTypical Pool TVLSlippage for 1 SOLSlippage for 10 SOL
Blue chip>$10M<5 bps<20 bps
Mid-cap$100K–$10M10–50 bps50–500 bps
Small-cap$10K–$100K50–200 bps500–2000 bps
Micro/PumpFun<$10K200–2000 bpsOften impossible

Integration Points

  • liquidity-analysis: Get pool TVL and reserve data to feed slippage estimates
  • position-sizing: Use max trade size from slippage curve as a position size constraint
  • jupiter-api: Fetch real quotes for empirical slippage measurement
  • risk-management: Include execution costs in risk/reward calculations
  • dex-pool-analysis: Understand pool mechanics that drive slippage

Files

References
FileDescription
references/slippage_math.mdAMM slippage derivations, CLMM adjustments, multi-pool routing math
references/cost_model.mdTotal execution cost components, break-even analysis, cost comparison tables
Scripts
FileDescription
scripts/slippage_curve.pyBuild empirical slippage curves from Jupiter quotes, fit power-law model
scripts/execution_cost.pyEstimate total execution cost and break-even for a specific trade

© agiprolabs, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 4 other files (scripts, references) in skills/slippage-modeling of agiprolabs/claude-trading-skills.

  • SKILL.md
  • references/cost_model.md
  • references/slippage_math.md
  • scripts/execution_cost.py
  • scripts/slippage_curve.py

Open the folder on GitHubat commit 981e1d7

Compare with similar skills

Slippage Modeling next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Slippage Modeling compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Slippage Modeling this skillagiprolabs/claude-trading-skills410—~2kAutomated safety check: PassMIT
Cost Optimizeruvnet/ruflo74k—~997Automated safety check: NotesMIT
Cloud Cost Optimizationwshobson/agents40k14 repos~1.7kAutomated safety check: PassMIT
LLM Cost Optimizationsickn33/agentic-awesome-skills47k1 repos~2.5kAutomated safety check: PassMIT
Gke Cost Optimizationgoogle/skills21k—~2.1kAutomated safety check: PassApache-2.0
BigQuery Slot and Cost Optimizergoogle/skills21k—~2.3kAutomated safety check: PassApache-2.0

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Questions about Slippage Modeling

What does Slippage Modeling do?

Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth. Slippage Modeling is an agent skill from agiprolabs/claude-trading-skills.

How do I install Slippage Modeling in Claude Code?

Run `npx skills add agiprolabs/claude-trading-skills --skill slippage-modeling -a claude-code`. Or copy the skill folder (skills/slippage-modeling in agiprolabs/claude-trading-skills) into .claude/skills/slippage-modeling in your project. Claude Code loads it when a task matches its description.

How do I install Slippage Modeling in Codex?

Run `npx skills add agiprolabs/claude-trading-skills --skill slippage-modeling -a codex`. Or copy the skill folder (skills/slippage-modeling in agiprolabs/claude-trading-skills) into .agents/skills/slippage-modeling in your project. Codex loads it when a task matches its description.

Can I use Slippage Modeling in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add agiprolabs/claude-trading-skills --skill slippage-modeling -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/slippage-modeling, .gemini/skills/slippage-modeling, .github/skills/slippage-modeling and .opencode/skills/slippage-modeling in your project.

What does Slippage Modeling need to run?

Going by SKILL.md and its folder, Slippage Modeling needs Python for the scripts in its folder. Our summary lists: Python 3.

Does Slippage Modeling access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Slippage Modeling safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. The check reads SKILL.md only: the scripts in the folder are not scanned, so read them before running anything.

What licence does Slippage Modeling use?

Slippage Modeling is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Slippage Modeling use?

About 2k tokens (SKILL.md is roughly 7.9k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 3k tokens, read only when the agent opens those files.

What are the alternatives to Slippage Modeling?

Skills that share tags, products or a category with Slippage Modeling: Cost Optimize (ruvnet/ruflo, 74k stars), Cloud Cost Optimization (wshobson/agents, 40k stars), LLM Cost Optimization (sickn33/agentic-awesome-skills, 47k stars) and Gke Cost Optimization (google/skills, 21k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Slippage Modeling?

agiprolabs (a GitHub user) maintains it in agiprolabs/claude-trading-skills, which has 410 GitHub stars. The repository holds 68 skills in this directory. The repository was last updated on September 3, 2026.

Source: agiprolabs/claude-trading-skills on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.