Edit (as suggested in comments and other people), Visual Studio Code has evolved and provides this functionality in-built as the command "Organize imports", with the following default keyboard shortcuts:
option+Shift+O for Mac
Alt + Shift + O for Windows
Original answer:
I hope this visual studio code extension will suffice your need: https://marketplace.visualstudio.com/items?itemName=rbbit.typescript-hero
It provides following features:
For Mac: control+option+o
For Win: Ctrl+Alt+o