Re: [ANN] KRAKEN.COM - Exchange with USD EUR GBP JPY CAD BTC LTC XRP NMC XDG STR ETH
It's the first time I've heard of this particular issue, so I'm not sure how long it's been an issue, but the frequency of it right now is probably related to the current very high volume.
I reported this particular issue more than 3 years ago: https://bitcointalk.org/index.php?topic=290799.msg4376913#msg4376913
There have been other reports as well, scattered throughout the thread, so it may have been known for even longer. It used to happen quite rarely, once every few weeks or even less frequently. I suppose that the uptick in these incidents is due to the increased volume. But the issue itself is far from new.
edit: Reading further, it seems that Serpens66 spotted it a month before me as well. Also, you reported in Jan 2014 that you would be looking into it
You reported similar behavior, yes, but that doesn't necessarily mean it's the same cause. What I'm saying is that this is the first time I've heard about this particular cause of price spikes from our developers. That doesn't mean it hasn't been around for a long time, I'm just saying I'm not sure how long it's been around since this is the first I've heard of this cause (again, cause, not the behavior). We've had other issues in the past that have caused similar spikes (like the bid>ask issue that has been discussed here before). Probably the behavior you saw 3 years ago was from the bid>ask issue.