Especially with KYC/AML laws being necessary to run a legitimate financial exchange, there really is no getting around a certain cost-per-transaction and even in a best-case scenario that hits microtransactions "equally" as hard as "macrotransactions" which proportionally penalizes microtransactions.
To minimize the proportion of that going to transaction fees, you're better off making fewer transactions which then manifests as something like a monthly subscription instead of "I'll just transact ten cents to you per action".