Exchanges need to be built with the fluid nature of blockchain conflict resolution in mind. You can estimate the cost of double-spend attacks on each chain at

Exchanges need to be built with the fluid nature of blockchain conflict resolution in mind. You can estimate the cost of double-spend attacks on each chain at any time, calculate your potential exposure, track where the related funds are now in your system, and mitigate your exposure by delaying the outflow of funds that have outsize exposure to double-spend attack potential. In the simple case, you might allow withdrawal of a single $10 deposit after 2 confirmations but enforce a long 1000-confirmation waiting period on a million-dollar deposit, in order to increase the cost of executing a double-spend against your exchange beyond the point which you estimate it becomes infeasible. It's a little trickier in practice because someone could split their million-dollar deposit into 1000 thousand-dollar deposits from separate addresses into separate accounts. But you can still track your exposure in aggregate, and you should design a system to hold all impacted funds as long as is necessary to make a double-spend attack infeasible. You can be upfront with your clients about what's happening and why their withdrawals are sometimes delayed: it would increase confidence in the safety of honest customers' deposits while discouraging thieves from targeting you.