lightning network? Possibility of losing coins staked?
Yes. The APY rewards are for the risk you take when you stake to a transformer or app. However, everyone in the pool shares the loss proportional to their stake. If there are 5 billion tokens staked to the Lightning network, and a transaction of 1000 AMP failed, 1000 divided by 5 billion is .00002%. So everyone in that transformer, regardless of how much they have staked, would loss .00002% of the amount they staked.
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