OpenSea is very nearly "entirely on-chain" if I'm understanding your point correctly. It's powered by smart contracts. It's not custodial like Coinbase or Robinhood. Users custody their assets in their own wallets. They trade by submitting transactions directly from their wallet to a smart contract address on-chain which facilitates fulfillment of the trade. The code for these smart contracts is open source and verifiable.

It may not be obvious to more casual observers, but there is a lot of trading volume happening on on-chain exchanges these days (as in easily 10B+ in trading volume per day with most of this coming from futures).