Lately I've been looking into oracle price feeds again, basically whether your position's "referee" comes to work on time. A delay of one or two rounds might not seem like a big deal, but when there's a rapid price spike, and liquidation lines are calculated based on outdated prices, you might think you can hold on, but in reality, the contract already treats you as overloaded; on the flip side, if the old price doesn't keep up, your position looks safe on the surface, but when it updates suddenly, you get caught off guard and get liquidated all at once.

So my current approach is pretty simple: keep leverage as low as possible, especially on those new L1/L2 pools that are trying to incentivize TVL. It’s lively, but old users complain about “liquidity mining and dumping,” which isn’t without reason. When liquidity is pulled, prices shake even more, and if the price feed is slow, it makes things even worse. Forget about how to choose protocols for now; I just automatically pull back when I see oracle sources are few and updates are slow.