TheMoonReflectsOnTheTranquil

Recently checked the liquidation records of some pools, and I feel everyone still tends to overlook the oracle aspect. Once price feeds are delayed, the surface price still looks "stable," but on the blockchain, everything has already changed: positions that should be warned weren't warned, liquidations that should have triggered were delayed by a few minutes. When the update finally happens, it can cause a chain reaction of liquidations, with slippage and penalties piling up—more damaging than normal market fluctuations. To put it simply, don’t just focus on the collateralization ratio lookin

Someone asked me who exactly gets "cut in line"… Honestly, MEV/ordering primarily harms the passive side in liquidity pools: you think you're trading at the price you see on the screen, but in reality, you're being squeezed, slippage increases, and ultimately the LPs end up eating the unintended reverse arbitrage. Stablecoin pools seem the "safest," but being repeatedly exploited actually hurts more. For ordinary traders, it just means paying a bit of an "invisible tax"; for protocols, the data looks good but user experience gradually worsens. Recently, new L1/L2s are offering incentives to at