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.
Actually you have to look back few months ago where shapeshift also got hacked and lost many bitcoin and altcoins they are holding. However its true they don't hold customers coins for long time but actually they uses their hot wallet to pay and receive coins in past don't know how they have upgraded their security now.
Actually only sending bitcoin when you need to make trade and to use multiple exchanger is better solution to minimize loss on this type of hack attempt.