I agree that the price stickiness is eerie and inconsistent with some of the fundamentals. Front-running doesn't seem to explain price stability though, although it could certainly be happening. If anything, Front-running should just change who materializes the profits from the market, it still relies on fundamental market direction for its usefulness.

All that being said, having a bot to search for front-running would be useful. Such a bot would still be dependent on accurate reporting from the exchange...

-s