Hello,
The high-level architecture is as follows:
The parent plugin is responsible for holding a list of transactions for each user account. From this the balance is calculated on the fly.
The coin adapters are responsible for communicating with wallets. They do the withdrawals and notify the plugin of incoming deposits.
The Exchange extension holds markets, orderbooks, orders and trades. It affects the balances by inserting trade transactions in the transaction table of the parent plugin.
What you want to do, would be possible with a coin adapter. If you are interested in a simple example of how this works, you can have a look at the now deprecated Litecoin adapter. The Full Node Multi Coin Adapter is the evolution of that, for handling multiple wallets.
If you attempt to develop your own coin adapter, feel free to ask me any questions. You should start by subclassing Dashed_Slug_Wallets_Coin_Adapter. Implement the abstract methods and override the other methods as needed. Then, make sure the class still has a no-argument constructor, and include the class file on the wallets_declare_adapters action. The plugin will discover and instantiate your adapter using reflection.
with regards