Lately, I've been paying more attention to whether the oracle's "feed price" is lagging behind when monitoring the market. Frankly, the price isn't determined by the line you see on the chart; it's the series of quotes in the contract that decide whether you'll be liquidated. When the feed price is delayed, the most awkward situation is: the external market has already moved, but on-chain it's still stuck at that spike moment, and you think your leverage is safe, only to be liquidated at the old price; conversely, when the market is falling outside and on-chain hasn't updated, you think you can hold, but you're actually just delaying the inevitable. Moreover, with the current practice of staking and sharing security through "yield stacking," whether people argue about whether it's a scam or not doesn't matter to me. I'm only worried that adding more layers to the system and more quote sources, the delays and anomalies will ultimately fall on retail traders' positions.