It seems like you don't like bitfinex  
Why don't you change your signature.

And also, I was thinking of how day trading or something of this nature would work. Lets say a btc is bought for 500 and then sold at 510 a few min later. Then a btc is bought in at 490. I am just thinking that the person that gained from this quick trading made a profit (at a cost of whoever bought it). I feel like the exchanges might have to eat those costs (so maybe they just try to avoid eating all the extra costs).

This is just a thought and I do not know about how bitfinex works (seem complex). But everyone gotta do whats best for them in the end.