What is Market Price Protection?

Market Price Protection is a feature that protects market orders from filling at a bad price due to price slippage in an illiquid or volatile market. It will cancel any market order as soon as the bid/ask spread gets unusually wide (when the spread is 5-10% of market price, depending on the currency pair).

If your market orders are being cancelled by market price protection, this means that you should use limit orders instead so that you can specify a price that you are willing to accept. If you find that your limit orders aren't being filled as quickly as you would like, just raise the limit price (for buy orders) or lower the price (for sell orders).  

For help on how to set limit orders, see here.