It's quite possible that what you are describing is part of their system of "slippage control" which is designed to HELP traders. A "market" type order is submitted with a "maximum slippage" associated with it. (You need to be aware of what the slippage setting is, either set by their JForex...
Gosh. I trade very intensely with Dukascopy in the most precise trading conditions possible. In fact, I Bid and Offer on the ECN using my own software with hundreds of orders per day. I have never observed any "unfair" behavior. Sure, sometimes executions are subject to volatile market...
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