The current prediction market framework has obvious structural flaws. Trading volume outside of sports, politics, and price predictions is severely suppressed, primarily due to over-reliance on external liquidity providers. But this is also not friendly to market makers — the lack of historical data to support pricing, the scarcity of hedging tools, and the increased costs and risks of liquidity provision all contribute to a vicious cycle. To break this deadlock, prediction markets need to reevaluate their incentive structures and infrastructure development.