Quoting this to add to my project queue. Seems poloniex has a decent API:
https://poloniex.com/support/api/perhaps OP will add it, I am still waiting to see what happens on the chinese exchange now it is after New Years.

Yes thanks, Poloniex sounds indeed promising as their API covers short selling with
marginBuy and
marginSell.
Unfortunately, I am not authorized to open an account on Poloniex since I live in New York. But I already created the generic files
poloniex.h and
poloniex.cpp if anyone wants to implement the functions.