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Estimated Slippage and Price Impact

What the slippage and price-impact figures on the FPT order interface mean, why they are estimates rather than guarantees, and what moves your realised fill away from them.

Version
v1.0
Effective
2026-08-04
Last updated
2026-08-04
Applies to
Every FPT Scale account, evaluation and funded
Contents (8 sections)

The FPT order interface shows an estimated fill price and an estimated slippage or price impact before you submit. Both are estimates and neither is guaranteed. They tell you what FPT's model expects given the market at the instant you looked at it — not what you will get.

Your realised simulated fill can differ from the estimate, and in an active prediction market it often will. That is not a malfunction. It is what happens when a live price keeps moving between the moment an estimate is generated and the moment an order is processed.

The Two Figures

Estimated slippage is the expected difference between the price you are looking at and the price your order is expected to clear at.

Estimated price impact is the part of that difference attributable to the size of your own order — how far into the available liquidity an order that size has to reach.

The two overlap in practice, which is why the order interface presents them together. The practical reading is the same either way: this is how far from the screen price a fill of this size is likely to land.

Why Neither Is a Promise

An estimate is generated from the market as it is at that moment. Between then and the processing of your order, three things can change:

  1. The price moves. Prediction markets reprice on news, and news does not wait for your order ticket.
  2. The liquidity moves. The size available near the price can thin out or fill in within seconds.
  3. The market's state changes. It can enter its late-entry restriction window, be temporarily restricted, or begin resolving.

FPT deliberately does not paper over any of that. Orders are checked against live price and available liquidity before they fill, and when price has moved beyond tolerance the system requotes or rejects rather than filling at a stale price. See How Simulated Fills Are Determined.

A guaranteed fill price would require exactly the thing FPT refuses to do — honouring a price the market has already left.

What Makes the Estimate Wider

FactorEffect on estimated slippage
Thin market, low trailing volumeWider — your order is a larger share of the available book
Larger order sizeWider — more of the book has to be consumed
Fast-moving news eventWider and less stable — the estimate ages within seconds
Approaching expirationWider — liquidity thins as a market nears its end
Deep, high-volume marketNarrower — size is absorbed near the top of the book
Small order in a deep marketNarrowest — the estimate and the fill tend to converge

Thin-market behaviour is covered further in Market Availability and Thin Markets.

Slippage Is Not a Position Limit

These are separate systems and it is worth keeping them separate in your head.

Your allowed position size is a hard limit: the lower of your account max open size or 5% of that market's trailing 24-hour volume. An order over it is blocked before it reaches pricing at all. That rule, with worked tables for every account size, is in Max Open Size and Market-Volume Limits.

Estimated slippage is not a limit. A wide estimate does not block anything. It is information, and acting on it is your decision.

Using the Estimates Well

  • Read them before size, not after. A market where the estimate is wide is a market where your entry price is uncertain, whatever your account allows.
  • Treat a fast-changing estimate as a warning. If the number moves while you are looking at it, the market is repricing and your fill will land somewhere you did not choose.
  • Compare across markets. Two markets with the same headline price are not the same trade if one absorbs your size near the top of the book and the other does not.
  • Do not budget on the estimate. With no daily loss limit on any FPT account, nothing stops a run of unfavourable fills before your maximum loss does — $1,000 on the $25k, $2,000 on the $50k, $3,000 on the $100k.

How Slippage Interacts With Your Objectives

Every fill, favourable or not, is measured against the same rules. An unfavourable fill moves your profit and loss, which moves your end-of-day trailing drawdown floor and your distance from your maximum loss. It does not receive an exception because it differed from an estimate.

Equally, a favourable fill is simply yours. FPT does not claw back a fill that landed better than the estimate.

The full parameter set is in Complete Evaluation Rules by Account Size.

Simulated Impact Versus Real Impact

One honest limitation. Your FPT order is simulated — it never reaches a real order book, never consumes real liquidity and never moves a real market. FPT does not route customer orders to Polymarket, Kalshi or any other venue.

So the price impact you are shown is modelled impact: what an order of that size would plausibly have cost given the observed price and liquidity. It is a reconstruction, not a measurement. Simulated performance, including simulated execution quality, is not a prediction of live performance. See Are FPT Accounts Simulated? and the Simulation and Risk Disclosure.

Still Need Help?

If a realised fill sits far outside the estimate you were shown and you think the record is wrong rather than merely unlucky, email support@fundedpredictiontrader.com with the market, the timestamp, the estimate and the fill.

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