Another step in addressing the 'small horse pulling a big cart' issue: Market orders for spot takers are now restricted. Takers will trade within n% of the moving average line, and orders outside this range will be canceled. 1. Why should governance of contract manipulation focus on spot markets? Contract prices revert to the Index price through the funding rate mechanism. If spot market volatility decreases, the volatility of the index price will also decrease. 2. Why target takers? Order matching involves both takers and makers, but takers are the driving force behind extreme price fluctuations. For common trading logic and manipulation methods in small-cap contracts, refer to the citations below. As for the next optimization steps, here’s a 'bold guess' : 1. Contract OI limits 2. User association algorithms 3. Alpha taker restrictions