Okay. I wrote a small Windows Desktop App to read the PNL report and to basically calculate PNL with simple math after parsing the CSV.
I actually haven’t figured out, yet, how to get Koinly to see transfers between the two accounts, yet. And actually, I was wrong about it getting the numbers to sync up.
Apparently, if you just transfer all your money back and forth, it picks up transfers from Kucoin Futures to Kucoin as having zero cost basis.
I don’t really know if Koinly will have a solution to this, but I basically plan on just taking my losses from Futures and subtracting them from whatever Koinly says I really have.
I think it would be a tremendous amount of work to get these files in a format that Koinly could use.
And, like you said, they haven’t even documented the CSV format for trading on margins/futures.
However, They seem to be able to pick that sort of thing up from Kraken exported files, so maybe I will look at how Kraken is listing those sorts of things and write a translation program.
Right now all my work is in C#. I would probably have to translate this code into Python for other people to use it, conveniently. I understand not everyone has a Windows PC.
So … Let me do my investigations, and I will be happy to keep you posted as to my progress.
My email address is ironywrit@gmail.com. My github is github.com/nmoschkin …
So you can reach out to me. Just be clear in the subject line what this is for. I get a lot of junk mail. I have 2 dozen filters on my account, but still I get a lot of junk.