Why did I get a worse price than the one I saw?
Two ordinary reasons: the spread, and slippage. Neither is a trick, and both are avoidable.
The price on a chart is the last trade. What you pay is the best price somebody is currently willing to offer you, and there is always a gap between the two sides — the spread. On a liquid pair it is tiny; on a thin one it can be several per cent.
The second reason is slippage. A market order takes the cheapest offer, then the next, then the next, until it is filled. On a thin market a large order walks up the book, and the average price you get is worse than the first one you saw.
Both have the same fix: a limit order, which waits at a price you name instead of accepting whatever is there. It might not fill, and that is the trade-off.
On a decentralised exchange the same effect appears as a slippage tolerance setting, and setting it high is how people get very poor fills.
The order book and the spread and fees, slippage and MEV.
Last checked 19 Oct 2026.