No, that role is generally performed by the broker/bank (who don't like HFT, in general). I'm not sure I see anything wrong with that either though. It is quit

No, that role is generally performed by the broker/bank (who don't like HFT, in general). I'm not sure I see anything wrong with that either though. It is quite normal to take a spread in any industry - an orange seller steps between you and the farmer, for example. I would argue your broker does a lot less for you than a farmer, or high frequency market maker. HFT is generally known to shrink the spread, making trading cheaper for you than it would be without them. They still take a profit, because they take a risk. I'd recommend reading a little about market structure - and preferably not from those with a narrative to sell.