I tried once, wanting to quickly enter a position at market price during a big fluctuation, but I was directly taught a lesson by slippage... Watching the transaction price drift away from my expectation, that feeling of "I clearly clicked confirm, why am I still losing money" was quite real. Later, when I looked back, I realized it wasn't the market targeting me, but I hadn't looked at the depth: when the order book is thin, if you eat a large chunk at once, you'll have to find counterparties at worse prices.

Reflecting on it, my order placement rhythm was also problematic. I was in a hurry back then, placing the entire order at once, which basically pushed me into a deeper hole. In the future, I’d rather split into smaller orders and place them gradually; taking it slow is fine, since I’m mainly holding long-term and rebalancing, not relying on those few seconds.

By the way, I want to complain a bit about recent on-chain data tools and tagging systems being called laggy or potentially misleading. I also have some sympathy: at the time, I was following a "smart money" tag for direction, but the signals were half a beat late, making it easier to get emotional and overreact. Forget it, tools are just for reference, not navigation, especially when the market is volatile.