Your exchange is still a company holding your money. Connecting a bot to it does not change that, and this industry has a long history of exchanges failing with customer funds inside them. We are not custodial, but the venue you chose is, and that risk sits between you and them where it always did.
Exchanges go down exactly when it matters. They slow down, rate limit and stop answering during heavy volatility, which is precisely when a strategy most wants to act. We cannot engineer our way around somebody else's overloaded servers from the outside. The engine handles it as gracefully as it can, tells you, and that is the whole of what anyone can do.
Our own exchange is not live, and gets no favours when it is. It is in the build plan, not in your account. When it does arrive, the engine will treat it as one venue among several with no privileged routing, because a trading engine that quietly preferred its owner's exchange would be worth nothing to you and we would rather not build the temptation in.