The idea is great. Well, if you understand how to make it real of course. I am not a developer, so I cant give you any technical advice. But I can give you an idea from a pro user. Pay attention to what do the popular exchanges offer to their clients and which features are the most popular. For example, a recently launched platform made by cex
https://cexbro.com/ has advanced trading options. So, fans of margin trading like me started to use it right away. Consider adding features like this one to your exchange-to-be.