What confuses me isn’t the $50M loss. It’s the execution. If you’re moving that kind of size: •Why swap directly through a UI? •Why not use a trading desk or OTC? •Why not check liquidity depth and LP distribution first? At that scale, slippage isn’t a minor detail. And everyone in DeFi knows MEV and sandwich bots exist specifically to exploit large swaps. Normally whales buying size like this would: •split the order •use RFQ / OTC desks •or route liquidity manually across multiple pools So the real question isn’t just “why was the routing bad?” It’s Why was a $50M order executed like a retail swap?