HI,
[quote user="Arvydas Sidorenko"]It doesn't make sense. What if central wants to read or write from/to characteristic? If peripheral sleeps during connection event, it would miss the command meaning a data loss.[/quote]
Actually, it makes perfectly sense. It's called slave latency and the master cannot perform read or write during a connection event if the slave has decided to skip it. It's a play of trade-off. You should not use slave latency if your system would be sensitive to delays in master to slave communication.
Best Regards