In on-chain finance, the most common issues often don't stem from the strategies themselves but from the data pipeline. Usually, they go unnoticed, but when market fluctuations happen, problems surface—price feed failures, diverse data sources, insufficient anomaly handling, and eventually, tricks in liquidation and settlement.

Interestingly, many people think they are being squeezed by market movements, but the root cause lies in the underlying pricing mechanism. Data deviations amplify, and the liquidation logic becomes chaotic.

Why is this important? Because some infrastructure is indeed trying to address this pain point. For example, making pricing and data integration into a verifiable, reusable foundation—so multiple data sources can run together, reducing single-point deviation risks. The price feed mechanism becomes more aligned with various protocols' needs, on-chain data transparency increases, and project teams have a better chance to implement more detailed risk controls.

The result is: fewer users encounter abnormal liquidations, the settlement process becomes more predictable, and even in extreme market volatility, the system's resilience is stronger.

If you're working on any pricing-dependent products within the Tron ecosystem, one suggestion: start by evaluating the oracle and data layer. The stability of these two directly determines whether your subsequent returns can be reliably realized.