Just saw a liquidation record: the oracle price feed was delayed by about a dozen seconds, and the collateral ratio then blew up immediately. If the oracle price had been updated a bit faster at the time, or if the multi-sig liquidation logic had a buffer added, it might have been salvageable. Honestly, this kind of thing is pretty scary—one step too slow and it’s all gone.



As for the narratives around the modular DA layer—devs out there are hyping it to the sky. As a user like me, I’ve looked at it for a long time and I’m still completely confused. Forget it—anyway, safety first; using multi-sig and getting extra confirmations can’t hurt.
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