I just got annoyed with myself again: I initially wanted to "fast in and out" with a small order, but the slippage ate up the entire amount, and the order was split into several parts. When I finally checked, the average price was quite a bit worse than I expected. Honestly, I trusted that "expected slippage" on the interface too much, didn't pay attention to the depth, and the order wall was as thin as paper. I impulsively placed a market order, messing up the rhythm.

Looking back, there are two points: first, don’t treat slippage as a numbers game; when liquidity isn’t enough, slippage will "jump." Second, the order placement pace really needs to be slower—breaking it into several parts and observing each fill’s feedback is better than regretting afterward. By the way, I also felt the recent complaints about on-chain data tools/tag systems being "laggy": I thought the liquidity was stable based on the tags, but once I entered the pool, that wasn’t the case at all. The tools gave a false sense of security.

That’s it for now. Tonight, I’ll recheck the depth and historical trades of my commonly used pools and create my own whitelist before placing orders.