It's not as easy as you make it sound to get the proper paperwork from an investment firm, especially when you make tons of trades.
It's much easier to track an individual bitcoin through the blockchain than to track an individual stock (which is what you need to do), especially when there are a ton of trades.
Huh? While I cannot speak for companies outside the US, in the US brokers are required to keep track of cost basis for most any security. It is rather trivial for them to keep track of trades, send out trade confirmations, note the activity on their statements and provide a 1099 summary containing tax information such as gains and losses. The only time it can be an issue is if the holding is many years old and they do not have the cost basis for it (for various reasons such as transferred from another firm or from physical stock certificates), which is rather uncommon from my experience.