Just saw that a public chain has finished an upgrade, and the group chat has started debating again whether the ecosystem might move out. I personally think that instead of guessing at these things, it’s better to follow one clear line: after the data availability layer is separated from the sequencer, ultimately who controls finality.

At first, I also thought these terms were pretty convoluted. But later I realized it’s simpler: it’s basically like slippage in an AMM—the faster you get a trade done, the more likely your profit will be eaten by a pending order. Some chains finalize quickly, but if the data availability layer doesn’t keep up, then the price gaps you see are like bubbles in an aquarium: once you touch them, they pop.

I’ve been working on one thing lately: if the sequencer’s timestamps don’t match up with the DA layer’s, liquidity providers will be arbitraged in some block. I’d rather wait for another round of confirmation than gamble on that 0.2 seconds of front-running. **I take simplicity as a trap**—sometimes finality that’s easier to understand is more likely to hide leftover tailflow. For now, that’s it—I’ll keep focusing on those few pools of mine.