My market order isn’t matched at the price I saw when I placed it.

As explained in a previous article in this section, What is the difference between market order and limit order?, market orders are subject to slippage (price fluctuation at the last minute). In a less-traded market with thin orderbook, the distance between orders can be larger than normal. Coupled with bigger spread, this often leads to higher volatility and results in slippage.

Another reason for your market to get matched at a different price than originally observed on orderbook is that your order quantity is large enough to have to match with more than one order. See screenshot below:

Best order on the ask side at this moment is 0.09166 BTC at 8497.205 USD. If your market order quantity is larger than 0.09166 BTC, the remaining of your order will have to be matched with the next best order on the ask side, which here is 0.1046 BTC at 8503.586 USD.  This will also lead to average price being different than “price” in Order History panel.