Please test your extensions thoroughly when building with MinGW, especially if you're planning on distributing wheels on PyPI.

CPython assumes an ABI compatible with what MSVC would have built, and mixing ABIs will lead to crashes or data corruption. (I'm not just trying to be scary here, this is basically guaranteed to occur when you mix C Runtime libraries.)

Currently the only fully compatible MinGW I'm aware of (mingwpy - https://bitbucket.org/carlkl/mingw-w64-for-python) is still in development, though it appears to be ready for numpy and scipy, which is awesome. But just because "compiler=mingw32" appears to work, it doesn't make it inherently a good idea.

(As an aside, you can get the right version of MSVC for Python 3.5 and later from https://www.microsoft.com/en-us/download/details.aspx?id=49983 - you'll need to build inside the SDK's command line and set DISTUTILS_USE_SDK=1, but otherwise it is the right tools. We've already suggested that they should install in a way that setuptools can automatically detect and use them.)