Well, yes and no. The CRA can certainly link you with wallet addresses. As soon as you verify your account with the Canadian crypto exchange, you will be associated with everything that goes in and out of that account. Since most blockchains are public, anyone can view wallet addresses and their activity. It would not be difficult for the CRA to follow your transactions and link your wallets to your name. If you cash out to your bank account, this adds another layer of trackable information that the CRA can access.