Today I watched the liquidation queue for a while and found that many people think it's "the price hits and then immediately explodes," but there's actually a layer in between: the oracle feeding prices is slow by half a beat, so liquidations tend to bunch up at a certain time, like a sudden rush of people bursting out onto the street. You might think you can still add margin, but by the time you see the update, the on-chain processing has already queued up... To put it simply, delays may not necessarily cause you to lose more, but they make it harder for you to react, and slippage looks worse. Recently, the "compound yield stacking" staking method has been criticized as a copycat, but I see the same problem: the more layers there are, the slower the feedback, and when risks become apparent, it’s not just a little. Anyway, when I check my positions now, I first look at the feed price frequency.