I'm just scratching the surface here, I know there is more to do with the various lighting needs of the 19th century but here are a few facts.
1820 a French chemist named Michel Eugene Chevreul discovered how to extract stearic acid from animal fatty acids. Which lent to the development of stearin wax. It's a hard wax, durable and burned cleanly.
1834 Jospeh Morgan invented a machine that produced molded candles by using a cylinder with a movable piston to eject candles as they solidified. This meant that candles became an easily affordable commodity for the masses.
1850 parafin was was introduced. It was odorless and burned cleanly. The disadvantage was a low melting point. They soon added stearin wax giving it a higher melting point.
1879 the lightbulb started to come into use and gradually reduced the need for candles.