Think about mtgox. So always keep your crptocurrency separate.
But it does not mean that you have to put it all in your own wallet. After all, you can miss a lot of the market opportunities in your wallet and your third-party wallet at risk of being stolen.
I personally feel that the first, investment in crptocurrency  must be within the scope of the funds that you can afford, and then some of them are used as reserves in private wallets, and the other part is used as trading products and placed in the market.