I want to have a wallet with its own exchange, lower fees, decentralized, can be accessed offline, can be secured also offline, so many things i wanted to have but too many to mention. Still i don't really think its possible though.
I think I like having exchange services in a wallet, this should be the new trend in the space, instead of exchanges being the custodian of ones wallet, if one can trade from ones wallet it will be a good feature to have