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These APIs exist, and many of them allow two cool things:

1) Virtual money. So you can try out your bot and see how it'd do without risking money. (with $10k on say the Forex market which trades about 5 trillion per day, it doesn't matter if your trades are virtual)

2) Backlogging. So you can write a bot that'll analyse prices, volume, the orderbook etc of any moment in the past 6 months, which allows you to immediately simulate your bot's success in that market over a long period of time. (of course this is if you want to write a bot that analyses the exchange data, as opposed to things like news, for which you'll need to find your own database going back 6 months which isn't too hard btw, but a lot of data to process quickly).




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