I just saw a few posts talking about data availability and sequencers, plus what “finality” really means—it’s making my head spin. Basically, it’s like this: for on-chain transactions, in what order are they packaged, and after they’re confirmed, can they be rolled back? It’s the same as fighting for discounted items at a market—first come, first served, but the market rules must be clear about who gets there first. Recently, I’ve been watching the macro side: rate-cut expectations and the US dollar index both rising, and risk assets moving with them—so on-chain liquidity sometimes feels like it’s moving fast one moment and slow the next. The little bit of “bubble” in cross-pool price spreads is also harder to catch. Forget it—plainly put: the transaction order and confirmation time directly determine whether you can actually take a bite of the profit during arbitrage. For someone running small strategies like me, I’d rather wait a bit until confirmations are solid than bet on that tiny instant speed. Being cautious is never wrong.