These past few days, after reviewing the liquidation data, I was reminded of the oracle price feeding issue: a delay of just a few seconds can sometimes mean not just a "late trade," but your position being considered more loss by the system and directly liquidated, especially during high volatility, the on-chain spot price and the order book you're watching are completely different... To put it simply, you're betting on "when the price feed updates," not the direction.

Coincidentally, the main public chain is about to upgrade/maintain, and everyone in the group is guessing whether the project will migrate. I'm more concerned about whether the oracle and cross-chain bridge might experience some hiccups before and after the upgrade. During such times, leverage should not be stubbornly held.

My own way to prevent impulsiveness is pretty simple: before opening an order, write the liquidation price in a memo, then check the source of the oracle for update frequency and recent abnormal delays; if I still want to rush in after that, I only open half the position first, and wait for a candlestick... Many times, waiting and waiting makes me lose the desire to trade.