To be honest, I don’t know. Ultimately this is a whole different area of expertise that what I’m working on.
What you want is to be able to know who your users are. This involves them uploading documents such as passports and utility bills (proofs of address) to a third party service that can actually verify them. There might be plugins out there that do this on WordPress. If there are any, they should appear here: https://wordpress.org/plugins/tags/identity-verification/
This does not really need to interface with the exchange extension or the plugin. If there is a KYC service for WordPress, then that should be able to add your known customers to some user role or give them some capability. The capabilities you’re interested in are
trade_funds_in_wallet. These should be given only to verified customers.