I am pretty sure that any wallet you choose can be used to withdraw from and deposit to gambling sites with no issues, if i had some advice to give that would be to only transfer from your wallet to the gambling site that you do not mind losing and that way you have control over your funds never send more that is a recipe for disaster and don't want that happening do we!? Good luck and welcome

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The reason for seeking input is bcos coinbase sent an email warning of account may be suspended for transactions relating to online gambling.
This has to do with violation of their Terms.