Adaptive Fees & Slippage

Two of the most common ways a meme-token trade fails are mis-set priority fee (your transaction never gets included) and mis-set slippage (your transaction reverts at execution). Both are solved problems if you have the data — and Dequan has the data.

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Adaptive priority fees

Priority fees on Solana are how transactions buy their way into the next block. During calm periods, almost no priority fee is needed. During pumps, the priority lane fills and competition for inclusion pushes the required fee orders of magnitude higher. Most trading tools handle this with a static default — say, 500 µ◎ per compute unit, set once and forgotten. The result:

• During calm, you overpay. Your trade lands fine, but you waste fees.
• During pumps, you underpay. Your trade either takes 30 seconds to land or doesn’t land at all.

Dequan instead derives the priority fee from a live network percentile feed. The required fee at this moment, on this network, for the priority tier you’ve selected, is computed continuously. When you submit, the fee on your transaction is calibrated to current conditions, not yesterday’s. Many platforms expose static tiers — often labelled P1, P2, P3 — where you pick a percentile and hope it matches current network demand. Dequan defaults to Auto, which monitors the average fees being paid in real time and automatically selects the fee necessary for optimal block placement. You never over-tip on a quiet network or under-tip during a pump. If you prefer full control, you can still set a custom fee amount. But for most traders, Auto is simply the right answer most of the time. The fee level is shown in the buy panel before you click and recorded in the trade history afterward, so you always know exactly what you paid for landing.

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Adaptive slippage

Slippage is the maximum acceptable price drift between quote and fill. Set it too tight and your trade reverts when the price ticks even a hair against you. Set it too loose and you accept any fill — including a fill 30% worse than you expected. Most tools default to a flat number — 5% or 10% — applied to every trade regardless of pool depth. The result:

• On deep pools, you accept far more slippage than necessary.
• On shallow pools or fresh launches, the default is sometimes too tight and trades revert.

Dequan computes a recommended slippage per quote. Every quote returned by the upstream pipeline carries a priceImpactPct derived from the route and your bet size. The recommended slippage is calibrated against that impact, with safety margins, with floors and ceilings to prevent ridiculous extremes. You see the recommended slippage in the buy panel. You can override it (the system will not stop you from doing something foolish on purpose), but the default is right for the pool you’re actually trading.

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What this looks like in practice

You’re not configuring any of this manually. Dequan’s Auto fee handles priority, and the recommended slippage handles the rest. Both can be overridden if you have a reason — but the defaults are right for almost every trade.

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You can audit it

Every trade you execute records what fee was used, what slippage was accepted, and what the actual fill ended up being. The Timings panel includes this data so you can see the relationship between your settings, network conditions, and outcomes over time. The point is to make this a system you trust, not a black box. The defaults are right for almost every trader almost all the time. The data is there for the few who want to verify.