Recently, some users encountered: their positions were liquidated without triggering a margin call.

In this situation, it’s usually because the user’s margin is insufficient to support the position reaching the liquidation price (if it truly hits the liquidation price, the exchange would bear additional losses), so the position is closed early.
For example: the entry price is 100, the liquidation price is 90, and considering the “liquidation fee” or insufficient margin for the position, the position cannot reach the price of 90, so it is definitely liquidated early.
Regarding this situation, I only want to say two points:
1. Users are ultimately the weaker party; they must understand the rules well. Besides setting proper take-profit and stop-loss orders, they should also check and add sufficient margin. It’s advisable to allocate a bit more margin (especially in isolated margin mode), and never get caught off guard.
2. It’s unrealistic to change industry rules, but I call on exchanges to provide more SMS or email alerts to users, so they can avoid losses caused by non-market trend factors as much as possible.