When you try and buy, you lock in a small portion of sats, and the seller does the same. Then the seller sends his sats in the vault, once there’s at least one confirmation in the mempool, you send your funds. Once the seller receives, the sats are released. You get the sats you bought plus your deposit minus a small fee.

It’s really safe. Only way you would lose funds is if you made a deposit for an offer but never paid.