Recently, many people have been talking about contracts being "mysteriously" liquidated, and I fell into my old habit of checking oracles for price feeds: honestly, you think you're fighting the market price, but you're often fighting the "latest on-chain quote."

If the price feed is delayed, the market has already rebounded, but the on-chain price still shows the old price, and the liquidation line is calculated based on the old price, causing your position to be automatically liquidated by the system.
You're still waiting for the K-line to turn back... it's pretty frustrating.

And the delay isn't just slow; sometimes it's a "jump": updating several levels at once, triggering a series of liquidations, especially harsh when liquidity is thin.
The spiral of inflation plus studio dumping in blockchain games is somewhat similar—on the surface, prices fall, but underneath, the mechanism can't keep up, and in the end, everyone is forced to sell.

Now, before I leverage up, I usually check the feed frequency, whether there are multiple sources, and if there are backup price feeds, so I don't have to tough it out during periods of "no price movement for a long time."
That's all for now. I'm going to get to work.