Fogo and the Cost of Waiting: How Latency Shapes Market Behavior On-Chain
I didn’t really understand how much waiting affects behavior until I started paying attention to my own reactions. A few extra seconds during a transaction feels small, but in a live market it changes how you think. You hesitate. You second-guess. Sometimes you cancel.
That’s where Fogo becomes interesting. With block times measured in milliseconds and finality around a second, the gap between decision and confirmation shrinks dramatically.That speed isn’t just technical - it reshapes behavior. When orders settle quickly, traders adjust more confidently. Liquidity moves faster. Spreads can tighten because participants trust the clock.
On slower chains, latency becomes a hidden tax. Price can move while you wait. Someone else can step ahead. The delay creates anxiety, and anxiety changes strategy. People trade more defensively.
Fogo’s design reduces that psychological friction. Faster blocks mean updates happen in near real time, which makes on-chain markets feel closer to traditional exchange engines. But there’s a trade-off. Higher performance demands stronger infrastructure and coordination underneath.
Still, the core idea is simple: the less you wait, the less doubt you feel. And in markets, doubt is expensive.
