# Slippage Slippage refers to the potential alteration of a price during the confirmation of a transaction. In the context of MoolaNet and its automated market maker (AMM) model, slippage occurs due to the dynamic nature of the pool's relative prices. As users interact with the liquidity pool, the relative prices of the assets can shift, resulting in a different execution price than initially expected. When using MoolaNet's AMM model, slippage is a consideration because the execution price of a swap may be impacted by the changing relative prices of the assets in the liquidity pool. However, by utilizing range orders, users can mitigate the potential slippage by setting specific price ranges and ensuring that their trades are executed within their desired boundaries. It's important to note that while range orders can help reduce slippage, they do not entirely eliminate the possibility of price changes during transaction confirmation. Users should always carefully consider the market conditions and set appropriate price ranges to minimize the impact of slippage on their trades. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://moolanet.gitbook.io/moolanet-whitepaper/products/slippage.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.