Well each has its own wallet address for you. Mainly I use poloniex but trading pennies so not much help and I'm not really actively trading right now either. Think of the exchange like a bank you deposit in Bank of America separate from what is deposited at Chase. Just remember the risk of money sitting at the exchange of its hacked. Don't deposit what your not willing to risk. And always check the withdrawal limits before depositing. I got screwed with to little money at Cryptsy so lost all of it when they went. Hope that helps a bit.