Risk of government seizure/shutdown, daily time needed to put out new offers (a good number of swap-takers are fickle and cancel the order within an hour), risk of owner running off.
We're in a bull market, too, right now, so rates are far higher than usual.
Time you can basically write off if you put a lot in. If you only have, say, $500 in, though, it may not be worth the bother after factoring in the risk.
ETA: Risk of account being compromised, too, of course. -And risk of BFX itself being compromised.
Thank you for your response. I think I'm ready to take that risk. I will give it a try.