Yes BTC exchange at counterwallet is bad. It is better to exchange for XCP first at e.g. Bittrex. Then transfer to counterwallet and exchange for other assets not available on Bittrex.
Buy or sell orders in counterwallet are directly written to the blockchain, also cancel orders which each cost fee. That is different to other exchanges.
You need to adjust the transaction fee to use a custom low fee. But with current high BTC prices the best time to do any transaction or oders is weekends.