In 2019, the IRS sent the famous three letters to US tax payers. It's unclear how they got the data, but they did issue a summons to Coinbase for customers with transactions past a threshold (200tx, $20k total... tho that's still vague, $20k / tx? $20k withdrawn?)

Well now in 2020 IRS sent another set of similar letters yesterday, and it's still unclear how they got the data, but given that they signed a deal with Coinbase Analytics in July, it's not hard to guess.

The Australian tax office also sent a bunch of letters in March 2020.

Time to switch to DEXes, though I don't know any that support Bitcoin.