Red Deer, Alberta- born Lavery, who was among a group of players to be released by Sheffield United following their promotion to the Premier League, started his professional career with Sheffield Wednesday, where he scored six goals in thirty-four Championship appearances, including a brace in a 6-0 thrashing of rivals, Leeds United.
Caolan also enjoyed loan spells with Southend United, Plymouth Argyle, Chesterfield and Portsmouth before signing for Steel City rivals United, going on to feature on twenty-seven occasions as the Blades lifted the League One title at the end of the 2016/17 campaign.
Lavery, who has represented both Canada and Northern Ireland at youth level, gained third-tier promotion again the following season, this time via the Play-Offs whilst on loan with Rotherham United. He went on to achieve his third promotion in as many seasons by helping Bury finish runners-up in League Two last season, scoring five goals during a 16-game loan spell.
Speaking via the club's official website, Caolan said; "I’m delighted to be here. I had really positive conversations with the manager from the start. I could tell that it was a good group of coaches, a good group of players and good people around the club.
"That is really important. I had a really positive feeling about the club and I am usually quite good when it comes to gut feelings. I am a very honest player and I leave everything out there on the pitch.
"I am a hardworking player and I like to put defenders under pressure. I am a striker that likes to get in behind the backline. At every club, no matter where you are up and down the country, you need to have a good strike force.
"Every club that I have been with, competition is always good. You’re always working on each other to better each other and you’re always looking to keep everyone on their toes."