Is there a Trading API that spans multiple independent sites, preferably from open source websites?
The Java XChange library could help

It might not be exactly what you're after, but the XChange project provides a demonstration of a general purpose API for communicating with multiple exchanges. 

You could repurpose the code to create your own mock trading endpoints and run up a collection of virtual hosts. In this manner you can test against a reasonably well known set of APIs for the usual failure modes.