Most exchanges already have pretty decent APIs. Which exchange do you currently use to trade? I can't speak from actual experience for any other than GDAX. I have worked with both the public and the private GDAX APIs and have had nothing but good experiences. The API is much faster than any other RESTful API I have ever used before. It is even faster than the Google Dev APIs, but this is also kind of to be expected with an exchange where latency in trades can be a real issue resulting in loss of money. Also, if you have any experience in popular languages such as PHP or JavaScript (NodeJS) then you will be glad to know that they already have official libraries for those languages. They are all listed in the reference API page:
https://docs.gdax.com/.
