In today’s “Bitcoin exchanges that take 20 steps back”, generated new deposit addresses automatically until a week or two ago, now it’s not even possible to get a new one.
Are there any US exchanges that have reasonable fee structures for low-vol traders I should move to?
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Kraken? They let you generate new addresses on demand for deposit. Initial trade fees maker 0.16% taker 0.26%. Drawbacks were much stricter KYC and fiat only by wire. It's been fine for me for the past few years. They do segwit.
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But under US law, doesn't using a foreign exchange like Kraken require extra paperwork / privacy violations?
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Basically, same stuff you need to open an account with any legit financial services firm.