I'm trying to integrate tezos with my exchange, but have a problem, tezos cant send with multiple input, because in exchange we used balance from different address to send transaction.
Tezos is an account based system and not a utxo one like bitcoin. All base transactions originates from one single account at a time so what you are asking is not possible without usage of a smart contract. Just like it is not possible to do in other popular account based systems like Ethereum eg
For UTXO vs account model differences you can find a lot of resource online like this one for reference