One has to ask why.
If major retailers haven't gone down this road, then why would you want to? Target, Walmart, Amazon, Newegg, Ebay... These aren't small sites, and they've all avoided this for now.
It comes down to the amount of time put in vs the amount of frustration and reward. This is one you're probably going to have to rethink. I can't count the number of times I've taken 2fa off of sites just because it just doesn't work as well as it should.
Users get frustrated, they leave when you present them with more complications. That just cost you a customer.