I have received this request several times. It is a lot harder to implement than you’d think.
Does the ShapeShift extension not work? Did you encounter a problem with it?
Back when ShapeShift started requiring KYC/AML I received a bunch of requests for alternative services and I have started implementing a Changelly extension, but this is delayed due to other work that has higher priority.
I do not plan to implement an instant exchange feature that does not use a third party service.