Slippage is the gap between the price you were quoted and the price you got: your own trade moving the pool, or the pool moving between quote and execution. On thin liquidity a large order trades against itself, buying its own price up.
The defenses are routing and tolerance: splitting the trade across pools and venues so no single pool feels the size, and setting a slippage tolerance above which the transaction reverts rather than fills badly. A revert costs gas; a bad fill costs the difference forever.
The swap shows expected output, route, and tolerance before you sign, and the router splits across venues to keep the executed price at the quoted one.
Every term behind the rails, the assets, and the settlement.