@somnia-chain/markets-sdk / index / slippageForCrossing
Function: slippageForCrossing()
slippageForCrossing(
price,tickSize,opts?):bigint
Defined in: packages/sdk/src/derivedReads.ts:547
Slippage cushion for a crossing price (raw, same units): the larger of the
bps fraction and the fixed tick floor. A market IOC only crosses at or
better than its protective limit, so pinning that limit to the exact
crossing price means any tick of book churn between the quote and on-chain
execution leaves it uncrossable — the order fills nothing. The cushion only
widens how far the sweep will chase a moving book; fills still land at each
resting level's own price.
Parameters
price
bigint
tickSize
bigint
opts?
Pick<BinaryCrossingParams, "slippageBps" | "slippageMinTicks">
Returns
bigint