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You can argue about this philosophically, but if you talk to literally anyone in the industry, they will understand that

- "taking liquidity" is taking existing orders off the orderbook and

- "making [liquidity]" is opening new orders that rest on the orderbook

It's the terminology of the industry.

To add on your comment: I don't even think the philosophical discussion makes sense.

At the end of the day, what counts as the truth is how much fees you pay when sending a limit order that immediately crosses.

And the answer, for every single market on the planet, is "you pay taker fees". Period.

Most futures markets you pay both sides.

Some equity venues are pay both sides. Others are “reverse” provider pays.

Even in the markets that have fees on both sides, the maker fees are less than taker fees in almost all cases.

I don’t think that’s correct

CME worlds largest futures exchange symmetrical fees