Given the hack on bitfinex, is there any exchanges that do not hold coins? This could prevent a large scale hack. For example, BTC/ETH exchange. After the transaction, the exchange will transfer coin out immediately.
have you tried shapeshift.io ? it was a direct exchange that allow you to exchange your coins without create any account. and they didn't hold any funds of course. just choose what coin do you want to exchange and send it to the address that they generated.