I'm implementing APIs from several trading sites at the moment. It's a good way to find shortcomings of an API and compare different concept of requests or posts.
I thought it might be helpful to post some of the findings, so site owners can improve their APIs if they are interested. OTOH it might be helpful for implementer to share workarounds for some problems.
As a start, I'll mention the MtGox trades method. https://en.bitcoin.it/wiki/MtGox/API/HTTP/v1#Multi_currency_trades
It has a filter to fetch all trades since <id>. Problem is, that I'd like to fetch all trades from the last 7 days or so. It would be cool to have a date filter, so you get all the trades since <date>. As an alternative, id could be relative to the current id. So when you pass -100 as the id, you'd get the last 100 trades.
Intersango implements filters:https://intersango.com/api.php
and they have a paramter last_trade_date, although I don't understand yet, if you request all trades earlier than this date (not so good, I think) or all trades after that date.