The first step is to download all your transactions from Waves Exchange and import them to Koinly. There are a couple of ways you can do that:
If you do use CSV files, you have to make sure to import your deposits/withdrawals and trades for ALL previous years - not just the current one!
That's all you have to do. The only other thing to be vary of is to tag your airdrops/forks so they show up as Income on your final crypto tax documents!