Over the past couple of days, I did a small test in a mini protocol and realized that slow oracle price feeds can be really deadly: when the market needle drops, the on-chain price hasn't caught up yet. You might think it's no big deal, but when the quote updates, liquidations come all at once, like catching up on homework... To put it simply, it's not that you judged incorrectly; it's the time lag that traps you. Now I look at pools not just based on interest rates, but also on what they use for price feeds, update frequency, whether they get stuck during congestion, and I try not to push my
View Original