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The exchange is Cryptopia...which I have never had a problem with before.
cryptopia appears to be in sync with the network, you shouldn't be having any problems really
are you running the wallet on windows or linux? linux has some minor problems still but I've always found the windows version extremely good as i use it for my linux wallet
when it has issues for faster syncs (delete blockchain from linux, sync on windows, transfer blockchain to linux) on the old version it happened every few days but on 1.8 im going a week or two between issues which is much better