[Exim] Mail hub configuration

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Let's assume that I have a site where I'm using Exim as a mail hub (all MXes
point to it), and it may then forward incoming emails to other hosts which
will be the final destinations. How can I have Exim reject emails (as a 5xx
error response to the RCPT TO command, I want the sender to carry the burden
of creating a bounce message) to unknown email addresses? Note that Exim
itself doesn't have knowledge of the usernames, so I'm guessing that one
would have to write some sort of router which will go ask the final
destination about that email address.

Am I way off in this thinking? Has anybody else done this already?
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