Some quick feedback on different exchanges.
Bitfinex
Should have low fees if volume is several million USD a month, however it seems that their tier system is broken, I am still on the highest fee bracket with high volume.
API also sucks, u get an IP ban if u go too fast, meaning that you can only trade a few coins at the same time.
Poloniex
Fee is too high in comparision. The fee can go down with high volume, but something like 30000 BTC a month is crazy. Another problem is that daily withdraw limit is only 25k USD.
HitBTC
Suppose to have low fees but the exchange has no volume at all. Was making 10% of Binance with same capital input.
Bittrex
Fee too high, might as well just use Poloniex and work on the fee tier.
Binance
The best exchange by far, 0.05% fee with the right settings. Great for quant trading.
Link below to sign up with Binance, truly the best exchange for CAT. I bought half dozen APIs, only Binance was worth it.
https://www.binance.com/?ref=11126125