Quote from: samdan777712 on December 15, 2019, 12:02:01 AM

I've been working on a strategy that essentially briefly spams post only orders around the spread to get more fills. Rebates can be highly lucrative in crypto compared to legacy. What I don't understand perhaps is the way they give priority to people in line in the que, as in whether I get my order filled before people who placed orders *after* me , at the same order. I've wondered if bybit or mex engage in any funny business about giving certain people priority status in line, as in they always stay at the front of the line and get the maker order filled and retail noobs get pushed to the back.

It's pretty hard to tell without a forensic analysis of the order book and order history whether anyone is getting priority over anyone else.

In the conventional markets, colocated HFT traders front-run the rest of the market. It's possible other bots are just placing their orders quicker than yours. We can't always get our fills, it's a fact of life.