I would request to contact the liquidity provider (if exists) directly or by legal subpoena to verify the preposterous claim(s) made by this "Tifia".
We've seen how these so called "greedy brokers" bet against their clients and get caught on the wrong side,
with their trousers about the ankles complacently anticipating on being the taker but never the cheerful giver.
As I can see the details looking like you using lock arb type software/ system. Please keep in mind no broker will accept Arb HFT flow because you tried to bypass broker by opening small positions of 0.01 but at news time you take big lots in large number. This is my view only maybe it's wrong but i faced this same problem with many brokers nowadays.
Thanks