Easily:
I build two Trade depos: one outside of the fort, one inside
The one outside is surrounded by drawbridges so that they are airtight when risen.
Also two entrances: the first main one is trapfree, 3 squares wide
the second one is full of traps, one tile wide cage traps/dodge me/whatever, kitten directly above the entrance for thief detection
No caravan: The trapfree entrance is closed and the trap one is opened for sieges/thieves, bridges around the outside Trade depo are lowered
Caravan comes: I wait for the wagons to come on the map, they go for the outside depo. I open the trapfree entrance. Next I raise the bridges that are around the ouside Depo to cut off their pathing to it. Merchants now dash for the Trade depo that's inside the fort
In my opinion the simplest design, you control the situation completely. There also aren't any thief building destroyers and you can rise the depo bridges in case of a siege.
