[kasey_junk]

That is a common but completely incorrect analogy. In the real world, the middle man is the exchange. You pay a fee to sell in their market place (and they provide assumedly acceptable value for this service, as in the modern world there are many exchanges you can take your business to).

The HFT is your counter party. When you say you want to buy apples, you are buying them from the HFT. Like any reseller, they are hoping to have bought those apples at a cheaper price than what you want to buy them, because they are a profit making enterprise. Like any reseller, the service they are providing is being able to sell you those apples right now, when you want them. They have taken on the risk and expense of finding cheaper supplies of apples and held them for the appropriate time to sell them when the price was right.

Like any reseller, you do not have to buy directly from them and pay their mark up. You just need to invest the same energy and expense that they do on supply chain to be able to get apples at cheaper prices than people want to pay. Of course, you are probably not in the apple reselling business, so it might not make sense to do this.