Guys just keep only those assets in the exchange that you are going to allocate to the transaction. You don't need to hold absolutely all assets. If the amount of your trades is very large, then trade on several exchanges and even if 1 exchange scam, you will still have 50% of your funds on another exchange.
This is good advice but not really recommended because the safest thing you could do is save your cryptocurrencies in your personal wallet and no 3rd party exchanges are involved because they have their own owners and are prone to hackers and scammers. In order to protect your crypto especially when you have a huge amount of it, you need to acquire a hard wallet that has some good security and convenience to use because you gonna save your crypto there for a long time when you want to save and hold certain coins for long term.