Why would you blame this on Bitfinex. Just keep track of the order book depth. You are responsible for your own positions and risks, not Bitfinex. I have no complaints yet, I moved from Gox to Bitfinex.
Im not trying to wine here or look for a scape goat for my loss but all bias aside I think this is still insane. It defies all utility this service has over low liquidity exchanges. With unpredictable spikes like this you cant trade on margin not long nor short. Im just sad I have to leave the site because I liked it but this is an impossible situation.