Perhaps also worth pointing out that in RTB, quite often you won't know if you've actually won the auction or not for a few seconds later (when the exchange calls you back with a win notification, or you get it directly via a pingback from the user's device)

During that delay you might have actually already processed new bid requests (auctions) for the same user.

Depending on the order's characteristics and how much you're willing to deviate from target - especially when observed within a small time window - the above poses additional challenges w.r.t. overspending.