At least one exchange that I know of was front-running me.

I'm not saying which exchange it was as I don't want to get trouble for outing them - but it was definitely going on.

I tested this by putting in orders at times of low activity (i.e. nothing for minutes, then I'd place an order, and the best offers would be taken up by a "bid" that came in ahead of me. This could happen in theory but when it's happening as the order is received there's no realistic chance of it being anything else).