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Always buy via non KYC exchanges and in peer 2 peer transactions. You can buy BTC for cash. Sure there is a mark up, but when you then choose to sell for cash, you get to decide if you want to declare that sale to the Fiscal authorities. Depending on how much tax you would pay, a 5% markup is a lot less than say 25% tax. but this shouldn't just be about not paying taxes because you are greedy. For example, You can use crypto to your advantage when protesting your government's war spending to find non KYC exchanges: https://kycnot.me/
Check if the exchange you're using has an API. You're going to have to learn some programming to get what you want, but if you want a single API that can get to most exchanges, there's ccxt (no affiliation, just a place where I found Bitvavo error codes, as Bitvavo does not provide those on their site :( )
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