To be honest, I used to focus on candlestick charts and funding rates, and only recently started paying more attention to the small matter of oracle price feeds... Especially when you leverage or use borrowing as collateral, the liquidation trigger isn't based on the price on your screen, but on the "fed-in" quote. If the feed price is delayed by a few seconds to tens of seconds, during a market surge (for example, extreme rates or when everyone is arguing whether it's a reversal or just a bubble squeeze), you might experience: the market has already moved back outside, but the system is still calculating based on the old price, and the liquidation line gets hit hard. Conversely, sometimes there's a false sense of security where the price has already dropped but the trigger hasn't activated yet, which is even more dangerous.

I'm not sure if there's a universal solution, but my current approach is pretty crude: lower the leverage a bit, leave a thicker margin for liquidation, and avoid betting during the most emotional moments when that few-second delay could matter. On-chain stuff, honestly, is just a patchwork of fragments that add up to the truth. That's all for now.