I've never been able to stick to one—no pun intended lol — as I like to shift liquidity in other platforms and most importantly, use cases matters very much like xyz coin is only at abc exchange.
Above all, there is always a risk of exploit in any centralized platform thus it's good to go multiple. I also believe your volume matters too when it comes to being on an exchange's radar, thus the reason why I like shifting liquidity in other platforms so it's not concentrated in one single platform. Overall, I think pros outweighs.
