No. Some exchanges do nothing beyond serving as a marketplace. Others will give you activity reports that detail your transactions for the year but won't prepare any IRS forms for you. The information they give you is necessary for prepping the tax forms, but you or your CPA will need to actually draft the correct IRS documents. In most instances, it's safest to assume that your exchange won't provide any tax documents. It's also been noted that sometimes the information they do provide is inaccurate, so it's really best to use tracking software or otherwise track trades on your own. According to the IRS, the final responsibility for accurate reporting falls on you.