This is somewhat similar to the idea @PFC was talking about. Probably worth having the community brainstorm on this idea over on the Anchor discord stage sometime soon.
Some thoughts: Flashloans actually solve this problem in a more capital-efficient way. Anchor could look at using flashloans in a similar way to give users access to a flashloan mechanism whereby Anchor charges a fee to allow users to opt into flashloan protection and takes a fee on the flashloan if executed. This would be an all-around win-win for users and the platform. The other option would be to work with whitewhale to provide this function. Ideally, though the protocol would want the revenue.