The exchanges should do Batch transactions with Segwit (Conducting say many transfers with 100 of their customers within a 1 minute period). Batching many inputs and outputs enables for a transaction reduces the transaction fee overall. You should look at exchanges which have been competent enough to implement such systems.
If your exchange hasn't implemented these technologies yet in 2018, I would say that they are incompetent and maybe look for a competitor.
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