The individual trades in exchanges don't hit the wallet. Only deposits and withdrawal's do. The trades themselves are handled by the exchanges database.

You can pre-generate addresses in a wallet and then do a backup. This backup is valid and can be used to recover funds as long as that pre-generated pool doesn't run out.

There's also a 'backupwallet' RPC command that the bitcoin daemon provides to safely copy/backup the wallet. So lots of options available.