I don't know if it's bad or good idea, but it's certainly interesting idea even though IMO it's not strongly related with Computer Engineering.
If i were to give recommendation, how about focusing security aspect of exchange or using trading bot?
Well I think it is related in Computer Engineering since aside from computer hardware skills we are also able to program a certain function that is working on the backend of hardware.
As of now, I really don't have any idea regarding to the security aspect of the internet and how trading bot works. But anyways, thank you for the recommendation.
Yes, that's if the research or thesis project is about your course of study in the university(computer engineering), if it is you'll need to investigate into areas of cryptocurrency that relates to it, mining comes to mind on that basis.
But just like what is required before carrying out any research, you must make sure you have enough materials that will satisfy you from start to finish, cryptocurrency platforms and online facilities would help you go a long way.
We have a lot of good Computer Engineer in our University and most of them achieve a Doctorate Degree so I think at least they can help us on our future plan.