So it is a virtual Ethereum network. I watched someone wrap their sgb and then delegate. Each action only cost a penny or two in fees.
When all your sgb is sent, you need to leave a few loose to pay the fees to wrap and delegate. But this does not fall under the absurdity of Ethereum gas fees you hear about. It is a virtual Ethereum network.
This video is 9mins long but to receive your sgb, wrap it and delegate it, it probably only takes 1 to 2 minutes. This wallet makes it super simple. And this guy does a great job explaining it.
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