Hmm...
What if you're aware that the amount that you would trade on an exchange would be enough to immediately trigger an exit scam aka "hack" of the exchange,
Well if I were aware that I was trading such an amount that would be irresistible to the exchange operators not to steal it then I damn sure wouldn't be sending that amount to an exchange..
But what is this amount and how do you determine what amount would be irresistible? I think for most exchanges that aren't extremely illiquid this would have to be an extremely large amount to be significant in comparison to their current total deposits..
I think having any amount of coins sitting on any exchange or web wallet where a 3rd party has control of your keys is a risk and I suppose te greater the amount the more temptation any of them would have to steal it from you..
no warning on "zero-day" except the maxim that once you send your cryptocoins to a private key not under your exclusive control, they're no longer yours?
It could definitely happen and does.. Weather it be that you happened to be unlucky enough for it to occur while your coin was there (depending on your time level of exposure, sitting vs in and out), or that if your transaction itself was so large that it triggers such a heist may very well increase your risk..
All trading is a risk and relinquishing control of your keys is another part of that risk.. Once you send your crypto to a 3rd party then in all actuality you don't have that crypto anymore, all you have is a tally in some centralized ledger that says your account is credited X.XXX coin and that they are known for giving you your coins back at your request of a withdrawal.. But they don't have to send them back, they have the keys, you put your coin in their hands because you trusted them enough to take that risk..
P.S. No trading variable tokens that incur losses from slippage.
I'm not sure what you mean by this but I'm guessing to exclude decentralized exchanges though pretty much every crypto is a "variable tokens that incur losses from slippage" in that their prices vary and the price will slip on you if you put in a big enough order.. BTC price will slip if you market buy a few million worth and so would pretty much anything commonly traded if your order is big enough..
How big of an order would it take to make US government bonds slip or perhaps the gold market? I don't know..
Pretty much if you want to trade crypto on any exchange you are sacrificing that risk of handing your control of your coin over in exchange for ease, speed, and organization that an exchange delivers.. It's a lot easier, faster, and more organized to trade on an exchange rather than try to find tat 1 trading partner in a million that wants to trade you what you want for what you have at a rate that is agreeable to both of you..
For example, this is why I liked to trade huobi with leverage so I could risk 1/5th of my crypto on deposit and then trade with 5X that amount as if I had deposited that much in the first place.. A good amount less risk of losing your coin to that exchange but you incur higher trading fees because of it..
You could trade here.. Decentralised-Liquidity Exchange -- 'D-L-Ex'
https://bitcointalk.org/index.php?topic=1579087.0But then you would still have to trust an escrow or trust your trading partner, or your trading partner would have to trust you, and any of those could also run with your coin or you run with theirs..
It's pretty hard for me to come up with any situation where you could trade without any risk of being robbed other than a decentralized exchange like counterparty, but, if you havn't tried the counterparty DEX, it take a bitcoin block to confirm any trade you post and you have to pay a bitcoin fee to get every one of your trades to post, so it's very slow and very expensive..
Every step of the trading process has to be considered against your personally acceptable level of how much risk you are willing to take in order to possible have what gain as a result of success.. Just the trade itself has risk before you even get to what if the market moves against you..
It's all part of the gamble, choose your game wisely..