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DEX (decentralized exchange)

An exchange that runs as smart contracts on a blockchain, matching trades from liquidity pools rather than an order book, with no custodian.

On a DEX such as Uniswap you trade from your own wallet against pooled liquidity. Prices come from a formula, so large trades move the price (slippage) more than on a deep cex. You pay a gas-fee to the network for each trade.

There is no kyc and no one to call if you send tokens to the wrong address.

Example: swapping $50,000 of a small token on a DEX with $500,000 in its pool moves the price roughly 10%, a slippage cost that would be a fraction of that on a liquid centralized exchange.

Related: cex, defi, gas-fee, wallet, slippage

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Slippage on a market orderA buy order clears four price levels, so the average price paid is worse than the price first quoted.Buy 1,000 shares at marketpricesell orders resting (bar length = size)20.04300 shares20.03200 shares20.01200 shares20.00300 sharesnothing resting at 20.02order sweeps up the bookaverage fill 20.02SLIPPAGE0.02 a share$20.00 in totalintended 20.00Each level fills at its own price; the average is what you really paid.
Slippage on a market order. You click at 20.00, but only 300 shares are resting there, so the rest of the order fills at 20.01, 20.03 and 20.04. The average price paid is 20.02, and that two-cent gap is slippage.

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