Announcements/Function Description of Slippage Limit for future Market Orders

Function Description of Slippage Limit for future Market Orders

Updated at 2026-03-27 10:24:34

In fast-moving market conditions, traditional market orders may experience significant deviations between expected and executed prices due to insufficient liquidity or extreme volatility. To enhance the trading experience, FameEX has introduced an innovative Contract Market Order Slippage Protection feature.

During periods of sharp market fluctuations or low depth, traditional market orders are more prone to substantial slippage, resulting in execution prices far worse than expected. To further improve execution certainty, FameEX has officially launched this new feature.

What is Contract Market Order Slippage Protection?

Under high volatility or low liquidity conditions, slippage may cause execution prices to deviate significantly from expectations, potentially leading to user losses.

The Contract Market Order Slippage Protection feature allows users to set a maximum slippage threshold. If the slippage exceeds this threshold, compensation will be provided based on the excess slippage amount, effectively reducing user risk.

Advantages of Contract Market Order Slippage Protection

●Price Certainty

Eliminates the uncertainty of market orders by keeping execution prices within a controlled and reasonable range.

●Protection in Extreme Market Conditions

Automatically filters out abnormal execution prices caused by price spikes or order book gaps.

●Optimized for Large Orders

Provides a more reliable execution environment for institutional investors and quantitative strategies, ensuring slippage costs remain within risk control limits.