I went through some discussions about oracle delay and found it kind of interesting. Put simply: if the price feed lags by half a step, it’s like in a coffee shop where you stare at the menu waiting for a quote—then they change the price and you’re still looking at the old order. The moment the liquidation line gets touched, the account just gets “sent away”—and I’m not joking; in our circle, plenty of people have been “cut off” by being stuck with the secondary price. My mom asked me, “Then why don’t you use a faster price-quoter?” I said, faster also isn’t safe—we’re afraid that the traders will treat us as greens and cut us down.

Coming back to the present: when funding rates get extremely high, everyone is betting on whether there will be a reversal or whether the squeeze will continue. My guess is, don’t gamble—hit pause and see how the new addresses move. Volatility—if you eat too much of it, your mouth goes numb, but you can still end up choking.