So where to start?
For example, to implement Bitcoin wallet of exchange, download full node client of bitcoin and download whole chain datas?
And locate this bitcoin client daemon at same location of exchange's web server?
It should be ubuntu server?
or using this?
https://blockchain.info/api/blockchain_wallet_apiCold storage for an exchange wallet should be where you start. Then have some small amount that is not cold.
And bitcond on the web server? That is a bad idea.
The fact that you are asking these questions is quite concerning for anyone who would want to use this exchange. My suggestion is to do a lot more reading to see how exchanges have been hacked, what others have tried and recommend and then think about the architecture you want to use based on that.