Back in 2018 I wrote and ran a very rudimentary (and unsuccessful as the screen shot below shows) arbitrage bot on CoinbasePro. It would identify a 3-way trade (i.e.- go from USD to BTC to BCH back to USD, hopefully for a profit) and execute all 3 trades immediately. Koinly seems to be taking in the trades only at the minute level and not the the nanosecond level and then arbitrarily assigning a trade order. This is giving a “Missing purchase history” error (see screen shot below). But really, it’s just an ordering issue as the real order of operations went, purchase BTC with USD (BTC → USD), swap BTC for BCH (BTC → USD) and then sell the BCH for USD (BCH → USD). Right now it seems the solution is to create a fake deposit and withdraw of the BTC amount that is showing the error, but this seems clunky and probably unsatisfactory to the IRS. Any other suggestions would be welcome, or possibly Koinly could address this issue and let us reorder the transactions.
Exchange = CoinbasePro
Import = CoinbasePro API
Current Solution = fake deposit/withdrawals