A taker is an order that executes immediately against liquidity already resting on the book, crossing the spread to do so. Takers pay for certainty: the fill happens now, at a price at least one tick worse than the maker on the other side received.
Any strategy whose edge decays in seconds — latency arbitrage, news reaction, a scalper loading up before a cycle closes — is structurally a taker, because waiting for a passive fill would forfeit the edge it is trying to capture.
Whether a given fill was maker or taker is not always obvious from a public feed, and getting it wrong distorts any fee or profitability analysis built on top of it.
Assuming a taker order executes at the price that was showing when the decision was made. Between the decision and the order arriving, the touch can move or be pulled, which is exactly what happens in the moments a latency strategy cares about.
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