I have tried etherdelta but i have a ledger wallet.
I dont think they can steal my coins with a ledger wallet.
Every transaction made from my ledger adresses i need to approve at the wallet .
I do not think it is a good exchange tough very low activity.
I would not expose plain private keys to them without a ledger or sort like wallet tough.
In case the site gets hacked and all privkeys are stored somewhere everyones money is at risk.