Not all DEX is safe. Be cautious to use open source DX that has a good reputation like Binance DEx or Crypto-Bridge. I have used both, in terms of security and trade volume, both are good. I don't trust DEX with low to no volume and you should avoid too.
I have also used Binance DEx, and found it to be good. IDEX is also pretty reliable. All you need to know is the proper management of keys.