Yes, you can trust any such outfit with your privkeys - insofar as your personal 'sorry for your loss' threshold allows
LOL!
But this is true. Even before the 'sorry for your loss' kind of feeling, try to prepare yourself in advance and accept the possibility of your coins going away with the wind. Anyway, I have not heard of any serious allegations against Etherdelta. Nor have I heard of very serious hacking of private keys with it either.