PostgreSQL DISTINCT ON with different ORDER BY

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I want to run this query:

SELECT DISTINCT ON (address_id) purchases.address_id, purchases.*
FROM purchases
WHERE purchases.product_id = 1
ORDER BY purchases.purchased_at DESC

But I get this error:

PG::Error: ERROR: SELECT DISTINCT ON expressions must match initial ORDER BY expressions

Adding address_id as first ORDER BY expression silences the error, but I really don’t want to add sorting over address_id. Is it possible to do without ordering by address_id?

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