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Your Stop Loss (SL) can sometimes execute at a price different from the exact trigger you set. This can happen due to how stop orders are activated and how the market moves, especially during volatility or when the underlying market reopens.

How stop losses work on Roxom

When you place a Stop Loss, you choose:
  1. Trigger price — the price that activates the order (can be Mark Price, Last Price, or Index Price)
  2. Order type — market or limit order to actually close the position once triggered
See all stop order types and triggers in the Order Types & Execution Rules section of our Rulebook.

Why execution price can be different

  1. Trigger vs. execution — Your SL is activated when the trigger price hits your set level. If you use a market order, it will execute at the best available price in the order book — which may be different from the trigger price
  2. Slippage during volatility — In fast markets, the price can move quickly after triggering, especially with low liquidity
  3. Market closures and gaps — If the underlying market is closed, the Mark Price may be frozen. When it reopens, a gap can occur, and your SL executes at the first available price

Example

Scenario:
  • SL trigger price: 0.0300 BTC (Mark Price)
  • Mark Price drops to 0.0300 BTC → SL activates
  • The best available price in the order book is 0.0298 BTC → execution happens there

How to reduce unexpected fills

  • Use Limit SL orders — If you want more control over execution price (but they may not fill if price moves too fast)
  • Check your trigger price type — Always verify which trigger price type you selected (Mark Price, Last Price, or Index Price)
  • Be cautious before market reopen — Be careful with large positions before the underlying market reopens
Learn more about market behavior during closures in the Behavior During Closed Hours section of our Rulebook.

Key takeaways

Important points:
  • Stop Loss trigger price ≠ guaranteed execution price
  • Slippage, liquidity, and market gaps can change the fill price
  • Choosing the right trigger type and order type can reduce surprises