All trades are sent to the Ethereum blockchain for settlement. The most common reason why these transactions fail is that users manually adjust the gas limit lower or the gas price higher.
1) Adjusting the gas limit lower will likely cause your transaction to fail due to an "out of gas" error.
2) Trades are on Matcha are executed though the 0x protocol, which charges a small usage fee (in ETH). This protocol fee uses the gas price in its calculation. Adjusting the gas price higher means that there may not be enough ETH to cover the transaction's gas + protocol fee. This scenario will likely result in the transaction failing, and any ETH spent to be lost.
For these reasons, we highly recommend that you do not manually adjust the transaction's gas settings post-trade confirmation.