During last month we heard a series of news about exchange hacking from binance to cryptopia(which led to the shut down of this exchange). This thread is open to discuss about how exchange hacking can been prevented or minimize with the aid of Blockchain.
My first suggestion is that there should be a special protocol for generation of wallet addresses used by exchanges. This addresses should have an attributes and methods of preventing hackers from moving fund. Each mining node should act as police that will always check for malicious attack on these address by blocking movement of large amount of BTC from any address own by exchange and verification should be done before such move.
First, it sounds like you are proposing to change the protocol to help exchanges to deal with hackers - this is not going to happen, in Bitcoin everyone is equal, billionaires and people who click on faucets, exchanges and private users, all transactions are the same, and devs would never do such thing like introducing special rules for some users.
Next, exchanges can already try to contact the miners and pre-establish some safeguards, like saying that some addresses belong to them and asking the miners to not include big transactions without additional verfification - but this is hard on practice, because you'd have to work with all miners of the network, otherwise it won't work and someone will mine hacker's transactions.