The so-called "forced liquidation to prevent market risks" usually refers to a risk control measure taken by the exchange to prevent customers from losing money on a large scale under the condition of drastic price changes.

For example, if there is a continuous rise (fall) stop, then traders who hold empty orders (or multiple orders) will wear positions or even explode positions because they cannot close their positions. At this time, in order to avoid this phenomenon, the exchange will (usually) take the measure of forced liquidation at the third stop loss point, usually starting from the longest position until the total position drops to a reasonable level.