As others have said you have the chance to ask crypto legal attorney about the requirement but also require an online license from the EU countries. Besides, the Estonian offer such service through their Ministry of Economic Affairs and Communications
site but I don't know how much it costs to get one.
What and which legal documents needs (for example if any licence) if someone want to open centralized exchanges like Bittrex?
Or there is no need any documents for open exchange? Want to know details.
As far as a I know exchanges are money transmitter, so you have to check with your local government what licenses you need to apply for. However, since this is going to be a lengthy process and could involved big sum of money, the question is, do you have the budget, because if you have then it is quite very easy and you can hire experts to help you out.
I believe the OP already has the budget cause we all know that getting a license requires some huge fund.