Oracle price delay—basically, you think you're getting liquidated at 3, but by the time it executes, it's already 2.8. Who eats the difference? Definitely not you.

MEV has been loud lately, but oracle lag is a quieter trap—some protocol had a liquidation delayed by over 40 seconds, and arbitrage bots had already taken the meat, leaving the position holder refreshing the page. Pretty absurd.

Now when I look at a project, I check their price feed source and heartbeat frequency first—more useful than APY. Incentives sound great, but if they screw you on liquidation timing, all that profit gets spit back out with interest. That's it for now. I'll go grab a taco tonight, choose my own toppings—better than getting force-fed on-chain.