These days, looking at liquidation charts, I’m reminded of the oracle price feeding issue: when the market swings, if the price feed is even half a beat slow, you think you still have some buffer, but in reality, the liquidation line is already chasing from behind. Especially with cross-exchange weighted quotes, the on-chain update frequency can’t keep up, and positions are like walking on thin ice—just because the price hasn’t reached your target doesn’t mean the system won’t “handle it according to the rules” first… It’s quite frustrating. Recently, everyone has been comparing RWA and government bond yields to on-chain yield products; honestly, the yields look stable, but the underlying liquidation mechanisms and price feeding details are unstable, making the comparison meaningless. I now keep my leverage small—better to miss out than to be taken out by delayed quotes. I no longer seek explanations, I accept randomness.