How to set up a hybrid scheme in Office 365?

Question

Email

Hello! I want to set up a hybrid scheme with Office 365 and the current mail server, when some of the users are in Office 365, and some are on the current mail server. According to the instructions https://technet.microsoft.com/en-us/library/dn7510... , you need to configure Office 365 on the current server as an SMTP relay, that is, for the current mail server to send emails through Office 365. However, our the current mail server is on shared hosting and the hoster said that he could not set it up in this way.
In this connection, the question is: this is only necessary for sending mail, receiving is configured through the connector in Office 365. Can I send through the current server? Provided that DKIM and SPF records are configured correctly? Thank you.