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RE: If you don't own the private keys, you don't own the tokens - How OpenLedger HODLs
There are not that many exchanges for Steem. And in the end, it has to go through an exchange.
From your 3 parts I guess OpenLedger, Bitshares and Poloniex are out of question.
Leaves Bittrex or the high fee blocktrades?
Bittrex for me isn't really a solution with their support taking 3 month to solve a ticket