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what that for 

A phrase with wrong grammar, originally means 'what is that for', but this is already accepted in the English language.
(Person X raising his middle finger>
Y: What that for.
X: You that for.

what's that got to do with the price of cheese in China 

The phrase is used to mean “How is this relevant to the conversation?”, especially if a person seems to be actively avoiding the topic being discussed.
Me: Hey, do you have that $20 bucks you owe me.

Him: Hey, have you seen the movie Hot Tub Time Machine yet?.

Me: What's that got to do with the price of cheese in China?

What's that? 

Something you say when you are embarrassed about something or trying to change the subject.
Adam: "So Dwain I heard you blew that guy last night."

Dwain: "What's that?"
What's that? by Brucist August 5, 2007

what that mean 

A type of wrong grammar, as it could not be used in a single question: What that mean? This phrase could be used at the end of a question sentence, but there must be an 's' following the 'mean': Do you know what that means? This is already accepted in the English Language, as the phrase is often used in the public.
A: Fk you!
B: What that mean?
C: (Raise his middle finger)
B: What that mean once again?
A: To have sex that mean.

What's that? 

1. Another way of saying "what did you just say?", or asking the speaker to repeat their previous statement, due to lack of volume or attention or volume.
Synonyms: Huh? What? Whu? What did you say?, say again?, you talkin' to me? etc.

2. The question asked by youtube haters, cyber thugs, and internet toughguys when they first see a girl naked at age 45.
1. Matt: "I heard Dave knocked out Bruce last night and took his dope."
Vinnie: (paying attention to something else) "What's that?"
Matt: "I said, I heard Dave knocked out Bruce last night and took his dope."

2. (Paid-up-front-hooker removes her panties before youtube hater)
45 year old Youtube Hater (pointing to the snooch): What's that?
What's that? by BHK on Vernor April 22, 2009

What's that BTA? 

code for: What's That Bitch Talking About?
What's That Bitch Talking About is a spoof game show featured on Saturday Night Live when Tina Fey hosted. The title can also double as a phrase used in conversation or in the classroom when an annoying person or teacher says something unbelievable and/or difficult to understand. It is said in code so the person being referred to as "bitch" is unaware and therefore not offended.
Teacher: And then you calculate a 95% confidence interval predicting the population proportion using the sample standard deviation and hypothetical velocity.
Bob: Dude, what's that BTA?
Rob: I have no clue man.

or

Girlfriend: Joe you said you'd call me in the morning when you woke up!
Joe to friend: What's that BTA now?
What's that BTA? by McGlovan February 26, 2008