I haven't used this exchange in quite a while but have you checked Poloniex? This used to have margin lending.. I had an issue where they held my funds unfairly for several weeks so I quit using the exchange altogether but up until that point, I had a pleasurable experience. May be worth checking out.
I would really recommend to follow b0x.network in this current market. They are busy with a decentralized margin lending protocol & liquidation oracle marketplace on the Ethereum blockchain. Especially when you are saving a significant amount of ETH on a centralized exchange.... they already are in progress with an integration with some DEX.