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In South Korea you just connect to one exchange and you're away. Even tick sizes tend to be bigger in South Korea which sounds bad for liquidity but in fact concentrates orders at fewer price levels, which reduces the advantages of being fastest and rewards market makers for
providing genuine liquidity, e.g. long-lived orders in the book to get queue position, and warehousing risk instead of flipping it to avoid paying the FTT multiple times.
I find the whole thing fascinating as an example of how US and European market structure could be massively improved, and as an example of how even a 10bp FTT doesn't necessarily reduce liquidity by that much (at least for small stocks ... bigger impact for more liquid names obv)
The other thing about South Korean Market is order cancellations are nearly illegal (as in you have to be extremely careful not to trip one of very obscure rules). As a result, there is about zero passive flow from HFTs
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