Everyone likes Binance, I haven't traded with coinbase pro even though they have launched it.
I just don't want to try it out. Bitmex too, I haven't tried it out but I'm hearing a lot of noise with that exchange.
Bitmex gives you a posibility of margin trading with high liquidity. I've no issues with it while use about 6 month.
But it is specific trading. So if margin trading is not for you than you do not need to trade on BitMex