- Operating a Contract-for-Difference requires a real trading account at some market place. This trading account has the size of all Bitfinex user's positions netted / aggregated. When this backing exchange (or the API link to that exchange) goes down, Bitfinex looses the ability to run its financial construction. But when the actual Bitfinex engine itself continues to work, the platform is able to continue its calculation in theory according to the rules. Thus, this situation creates a gap between the nominal state of affairs, and the actual monetary situation for Bitfinex itself -- and without any doubt the company has to absorb this difference, up to the limits where it goes bankrupt. But such a decoupling of nominal an real position could also create an unexpected revenue for Bitfinex, just depending on the real market movement. It's an interesting question how to deal correct with such a situation (in both legal and moral sense)
At this point, this is a non issue. Bitfinex has enough internal volume to maintain pricing reasonably close to other exchanges without needing a direct link to them.