@Suraz-Negi, not sure if I understand your question correctly. I think you want to connect to a different broker, not exchange. Your broker gives you access to different exchanges.
In order to connect to a different broker, I would recommend to look at the existing interfaces and copy as much as you can. You would probably need to implement a store, a data feed, and a broker. Most likely you will have to implement a different order class as well, depending on the requirements of your broker.