Meaning
To have the patience of a saint / To have thick skin
Example
Você precisa ter sangue de barata para trabalhar com atendimento ao público.
You need the patience of a saint to work in customer service.
Origin
Cockroaches famously have 'cold blood' (they're actually just ectothermic like most insects, but folklore called them emotionless).
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More idioms
Acertar na moscaTo guess correctly / To hit the nail on the headAmigo da onçaA fake/false friendAndar na linhaTo toe the line / To behave properlyArmar um barracoTo cause a public sceneRodar a baianaTo cause a public scene / To go ballisticArrumar sarna pra se coçarTo ask for troubleArrastar as asasTo hit on someone / To flirtAbrir o jogoTo come clean / To open upArregaçar as mangasTo roll up one's sleeves / To get to workAgarrar com unhas e dentesTo hold on for dear life / To seize an opportunity