Are there any known quantitative techniques to distinguish between market makers and other participants?
I manually MFT, have no knowledge of these specialties, and may be observing phenomena that really aren't there, but it seems that when I'm working an order between the spread, trying for a better than best offer price, the IV will drift away from its current average against my favor. In fact, if I move my offer away from the opposing best, the best offer immediately moves to my previous offer with no change in underlying price.
As an example, if I'm bidding X, the offer is X+0.01, and the underlying moves from Y to Y-0.01, my order is not hit, but after I move my bid to X-0.01, and the underlying remains at Y-0,01, the ask moves to X. I think I observe the analogue when selling as well.
I'm sure I leave signatures that indicate I am not algorithmically trading that I'm identified as a non-market maker, so is that why I'm perceiving this phenomenon, or is it merely coincidence? If my observations are valid, what techniques are used to identify my orders as non-market making?