Here is my experience with exchanges and MLB
Mansion:
I love Mansion with their 0% buyers and 1% sellers fee (on net winnings). They receive 90% of my action now. The other 10% Pinnacle get.
Matchbook:
Matchbook is good too, but overnight they don`t have the volume like mansion + they have 2% commission on net winnings.
Betfair:
Great exchange, probably the one I use the most, but they are not good at all for MLB. They have too high standard commission on Us-Sports (5%) (which can be reduced by upto 60% if you have been a high roller for several months) and this leads to low activity on these markets. 50000$ matched is considered high on a MLB game and 15-20k$ is the standard. 95% of the time you get better lines at pinnacle,mansion,matchbook on mlb.