Begin by obtaining API access to CoinAPI. Register for an account on the CoinAPI website and generate an API key that will be used to authenticate your requests. Make sure to read the documentation to understand the API rate limits and endpoints that you will use.

Install the necessary Python libraries on your local environment to interact with both CoinAPI and Kafka. Use pip to install `requests` for making HTTP requests and `confluent_kafka` for producing messages to Kafka. Run the following command:
```bash
pip install requests confluent_kafka
```

Develop a Python script to fetch data from CoinAPI. Use the `requests` library to make GET requests to the CoinAPI endpoints. Handle authentication by including your API key in the request headers. Parse the JSON response to extract the necessary data fields.

Install and set up a Kafka cluster on your local machine or server. Download Kafka from the Apache website, extract it, and start both Zookeeper and Kafka using the following commands:
```bash
bin/zookeeper-server-start.sh config/zookeeper.properties
bin/kafka-server-start.sh config/server.properties
```
Create a Kafka topic where the data will be published using:
```bash
bin/kafka-topics.sh --create --topic coinapi-data --bootstrap-server localhost:9092 --partitions 1 --replication-factor 1
```

Within your Python script, implement a Kafka producer using the `confluent_kafka` library. Configure the producer with the necessary Kafka broker details, and set up error handling to manage delivery reports or any potential exceptions.

Combine the CoinAPI data fetching logic with the Kafka producer. For each piece of data fetched from CoinAPI, serialize the data to JSON format and send it to the Kafka topic you created. Ensure that the producer flushes messages to Kafka to avoid data loss.

Automate the data fetching and publishing process using a scheduling tool like `cron` (on Unix-based systems) or Task Scheduler (on Windows). Set up regular intervals to run your script. Implement logging within the script to track its execution and any potential errors, providing a way to monitor the process effectively.

By following these steps, you will have a system that fetches data from CoinAPI and moves it into a Kafka topic without relying on third-party connectors or integrations.