Bitcoin exchange where you can set your own wallet instead of using one provided by the exchange I'm looking for a European based Bitcoin exchange where I can buy bitcoin and have them delivered straight to my private wallet. I basically want to avoid the extra cost of transferring the recently purchased coins from the exchange's to my own private wallet. 

I know Coinmama works in such way (you have an input field where you fill the account you want the Bitcoin to be delivered to) but it's quite expensive and only take card payments. 

Does anyone knows about such a platform?
You forget something. Who pays it then?


  I basically want to avoid the extra cost of transferring...  


That means that the people of the exchange have to transfer it for you and that means that they have to pay the fees because it's a default blockchain transaction and the miners want to be paid. And the exchange's owner does generally not want to donate you 20-30$ (average fees at the moment)

I don't think that there is such a platform you are talking about. Exchanges don't work this way