Sometimes there is a limit order inserted as the best sell/bid, but when my program sees the opportunity and places a market order immediately trying to hit it, it's canceled which causes a big slippage to my order. I am thinking maybe the limit order is fake and used to lure orders in the first place. I am not sure what it can be called (maybe spoofing?) and wondering if anyone can give me some directions or references about how to detect and avoid this damage. Thanks. (Using of a FOK or limit order on my side is not ok since I have to hedge to prevent bigger loss in a fast moving market.)