I just reviewed last night's trade, and I really was so stupid: seeing the order book with quite a thick order, I thought it was stable, but as soon as I jumped in, the front row instantly withdrew completely, and the slippage directly broke my plan... Honestly, that kind of "thickness" is just for show; once the order withdrawal rhythm changed, I still placed orders at the original speed, serves me right.

Why didn't I split the orders?
Because I thought it was troublesome and wanted to do it all at once, but in the end, I sent myself out.

Later I realized, short-term trading isn't afraid of mistakes; it's afraid of mistaking depth for a guarantee. Now I’d rather go slower, try a small amount first, see if the transaction returns and withdrawals suddenly accelerate, then decide whether to add more. Recently, there's been talk about increasing taxes in certain regions, tightening or relaxing compliance, and the expectations for deposits and withdrawals are tightening, so fake liquidity is even more prone to play tricks. Anyway, I won't bet my life on it; the less slippage I eat, the better.