|WTF is this missing 'basetsd.h' file|
Fuck that and save your time. You can do better because a programmer named Dimitri Janczak found a solution that works and I can confirm it works.
The solution is as follows:
1. Install or update setuptools (> 34.0). Do note that setuptools is sort of tied with your version of Pip. So you might have to do: python -m pip install -U pip setuptools
2. The next step is to pick the correct command-line environment. What?! I know right, Visual Studio comes with multiple command prompts.
Select the appropriate Native Tools Command prompt. Navigate to the project folder. Activate the virtual environment and do what you did last before you encountered the compile error.
If you goes to plan then you should get a successful result.