Anyone who has been on the chain for a while has more or less stepped into these pitfalls:

Prices explicitly marked in the contract suddenly deviate at critical moments. The liquidation logic is airtight on paper, but a drift in a data source causes a collapse. Or to put it more plainly— the protocol itself is doing fine, but your position is gone.

Over the years, we've habitually blamed such incidents on "market volatility," "black swans," or "extreme conditions." But if you really dissect these events, you'll find a recurring issue: the fragility of the underlying architecture.

Most protocols, when designed, severely underestimate their dependence on external data. A delayed price feed, a liquidity drain on a DEX, or even a price jump in a trading pair can trigger a chain reaction like dominoes. And these risks are often packaged as "market normality" until they hit your account.

Can these problems be solved? Theoretically, yes. But it requires improvements starting from infrastructure fundamentals like data source redundancy, multi-layer verification of price oracles, and dynamic adjustment of liquidation parameters. Truly reliable projects have already been working on these behind the scenes.