Best exchanges for a trading bot? (school project)

I want to write a crypto trading bot, partially to try to profit and partially because it can be my project for my machine learning class. My plan is to choose 2 cryptos, e.g. ETH and LTC, and trade between the 2.

I'm trying to pick the best exchange to trade on. They all have ~0.25% fees (except CEX.io, which is 0.2%, but it supports fewer currencies). I'm looking for low fees, fast transaction time, low latency, nice API, and high volume. Are there other criteria I should be looking for?

If you've written a trading bot, which exchange did you use and why? Also, do you think it matters which two currencies I choose to trade?

submitted by /u/linksku
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