You shouldn't need a plugin or anything special to do what you are 
attempting, if I'm understanding this correctly. The problem is, by 
including '{}', you're selling and buying instead of transferring. Leave 
them out instead:

2015-09-10 C "Move to wallet" ; C flags the transaction as cost transfer
  Assets:Exchange       -5 BTC
  Assets:Wallet        

2015-09-11 C "Move to exchange"
  Assets:Wallet       -5 BTC
  Assets:Exchange

Does that work?

On Tuesday, September 15, 2020 at 3:47:59 AM UTC-7 Jesús Carrera wrote:

> I'm working on a plugin, but I'm stuck with what it looks to me like a 
> bug. I opened an issue here 
> https://github.com/beancount/beancount/issues/541 but I'm still waiting 
> for answers. If it's not a bug it would be very helpful if you look at it 
> and let me know what I'm missing. Thanks a lot for your time.
>

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