~snip~
I think that the exchange should become a tax agent and withhold traders' taxes and send data to the tax office. Then it will save a lot of time.
It would be the simplest for clients because they would not have to do absolutely anything when it comes to paying taxes (of course not in the case that CEX only sends data but automatically charges tax), but again the question arises why CEX would take on that part of the work when there are competent services for that. In addition, how to collect tax from clients from different countries, say within the EU, who use the same CEX, but have different tax rates?