Let the seller know
I too have been burned by items I want disappearing before the auction ends. So if there's an item I really want ... I now contact the seller and let him know that I will be making a last minute bid. I also ask him to not end the auction without at least giving me a chance to win the item.
Frequently, that encourages sellers to let the auction run its course ... but I've also had a couple sellers offer to end their auction early and sell the item to me at a buy-it-now price.
Cheers,
Patrick
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