Lately, I've been watching everyone argue about who has higher TPS, lower transaction fees, and more subsidies in L2, and honestly, it's a bit amusing… To be clear, when your position gets liquidated, it's often not about "chain speed," but about the oracle price feed being a half beat slow.

A delay in the price feed means that during a sharp market drop, the contract/loan side might still think the price hasn't changed, and you'll inexplicably hold onto the old price, adding leverage and toughing it out; by the time the quote catches up, the liquidation line is directly broken through in one go, with slippage and penalties hitting together, and there's no time to even add a little margin.

I ask myself: am I trading the market, or the pace of the oracle updates?
Answer: Both, don’t treat liquidation as only related to price.

Now, before I open leverage, I always check which oracle provider I’m using and roughly what the update frequency is, and I try to leave some buffer in my position… Anyway, after losing once, I get more honest.