I am using YNAB 4 and it can import transactions that you have downloaded from your online banking. It doesn't connect directly to your bank or credit card account, however. They do have an app, which I don't use, so it's possible that has more options.
It does link and download transactions automatically. Check with tech support on the YNAB site to see if your bank will work. Personally, I prefer to enter transactions by hand as it holds me more accountable for my spending and makes me check the budget more often.