Does any exchange site let me automatically sell Bitcoin to USDT (or USD) right after I receive it? I want to sell Bitcoin automatically and immediately after I receive it. 

Is there any exchange site has this feature?
You can use one of the Bitcoin exchanges and using their API, create something with the following logic:
while True:
    current_balance = get_balance(&quot;BTC&quot;)
    if  current_balance &gt; 0:
        crypto_exchange.sell_market_order(current_balance)
        print(&quot;Sold %s&quot; % current_balance)
        break
    else:
        time.sleep(60)

This would automatically sell your crypto as soon as its confirmed as an active balance on the exchange and it would &quot;hedge&quot; your crypto exposure in the process.