Start by installing ClickHouse on your server or local machine if you haven’t already. Follow the official ClickHouse installation guide for your specific operating system. Once installed, ensure that your ClickHouse server is running and accessible.

Use the ClickHouse client to create a database and table that will store the data from CoinAPI. For example:
```sql
CREATE DATABASE IF NOT EXISTS coin_data;

CREATE TABLE IF NOT EXISTS coin_data.transactions (
time DateTime,
asset String,
price Float64,
volume Float64
) ENGINE = MergeTree()
ORDER BY time;
```
Adjust the table schema according to the data you expect from CoinAPI.

Sign up on the CoinAPI website if you haven’t already and retrieve your API key. Review the CoinAPI documentation to understand the endpoints you need to interact with for retrieving the desired data.

Use a programming language like Python to write a script that fetches data from CoinAPI. Use the `requests` library to make HTTP GET requests to the CoinAPI endpoints. Here is a basic example:
```python
import requests
import json

api_key = 'YOUR_COINAPI_KEY'
url = 'https://rest.coinapi.io/v1/exchangerate/BTC/USD'
headers = {'X-CoinAPI-Key': api_key}

response = requests.get(url, headers=headers)
data = response.json()
# Process data as needed
```

Once you have the data, transform it into a format that matches the schema of your ClickHouse table. This might involve parsing JSON data and creating a list of tuples or dictionaries that correspond to table rows.
```python
transformed_data = [
{
'time': data['time'],
'asset': 'BTC/USD',
'price': data['rate'],
'volume': 1.0 # Example static volume, adjust as needed
}
]
```

Use the `clickhouse-driver` Python package to insert the transformed data into ClickHouse. Install it using `pip install clickhouse-driver`. Then, use the following example to insert data:
```python
from clickhouse_driver import Client

client = Client('localhost') # Adjust host as necessary

query = 'INSERT INTO coin_data.transactions (time, asset, price, volume) VALUES'

client.execute(query, [
(entry['time'], entry['asset'], entry['price'], entry['volume'])
for entry in transformed_data
])
```

Create a cron job or a scheduled task to run your script at regular intervals to continuously fetch and insert data into ClickHouse. On a Unix-based system, you can use `crontab`:
```bash
crontab -e
```
Add a line like this to run the script every hour:
```bash
0 * * * * /usr/bin/python3 /path/to/your/script.py
```
Ensure your script has error handling and logging implemented to manage any issues during the data transfer process.

By following these steps, you can efficiently move data from CoinAPI into a ClickHouse warehouse without relying on third-party connectors.