Recently, I saw someone talking about testing net points, whether the mainnet will actually issue tokens... but what I care more about is something more "dirty": whether the oracle price feed has delays. To put it simply, when the market swings up and down, you think you're far from the liquidation line, but if the price feed is half a beat slow, the "real price" on the chain suddenly catches up, and liquidation happens like a quick stab, leaving you no time to react.

If I hadn't greedily maxed out my leverage during that wave of a crash, or had not set my margin so tightly, it might have just been a minor pullback; but once the price feed catches up, my position is immediately treated as "damn it"... Anyway, now I leave some buffer when placing extreme stop-loss orders, preferring to earn a little less, so I don't get caught off guard by that delay. Risk, in many cases, isn't about misjudging the direction, but underestimating the "time difference."