Third party payment gateway integration vs creating own payment gateway

I saw many online retailers are utilizing a payment gateway to process the transaction. Some used own payment gateway while other using third party payment gateway.
So which one is better for online transaction, which will help to trust customer

If you even need to think about asking this question on a public internet forum you should be using a 3rd party gateway – getting credit card handling exactly right is tricky at best. Make it someone else’s problem.