TBH I haven't explored it for "fetching historical data". The thing is tho, I want to have a low-level control at incoming data to put my mind at ease. I've seen many data cleaning issues which I have fixed for Jesse over the time.
For example, at some time periods where there are no trading volume, Bitfinex has missing candles. This behavior exists only in their API and not on their website's chart. So I had to reproduce those candles (with volume==0). This made so many confusion for me back in the day.
Another example is, Bitfinex's candles' timestamp points to the start of the candle's time period, while in Bitmex, it points to the ending of it.
In Jesse, so far I've made sure that the data that gets stored has the same structure so there won't be any surprises. If I use a library like CCTX, it'll be harder for me to check every little detail.
This is another reason why I don't add new exchange drivers so easily.