There is support for the Waves.exchange but the support is poor. I have over 300 transactions on that exchange but the import only imports about 110 of them. My “Holdings” and “Realized Gains” in koinly are off by thousands of dollars!
Everything a user is doing on the exchange is directly recorded on the Waves block chain and is 1000 times better than their csv file. I can see all my transactions, buys, sells, stakes, etc. if I look up my wallet address I use on the exchange. Why not use the block chain directly?