The transaction shouldn?t go through when the exchange send ETH to your BTC address.
Did you try contacting the support of the exchange? The support should be able to look into this issue for you.
Currently in my Exhcange panel, it shows that the transaction is approved. I tried writing to Exchange - reply awaited.
But what could be the time lag when the Exchange can find out that the transaction would not be possible? In the backend (for exchange), will it bounce back?
@newinbtc: I have checked for my ETH wallet and BTC wallet public keys on the domains like etherscan.io and Blockchain - but no transaction history appears.