Are you looking for a script to start your own exchange? In that case, i guess you're out of luck, since those exchange scripts aren't open source.
There was one guy that open sourced his exchange, but somebody read trough the sourcecode, and found several phone-home functions...

If you're looking for a script that uses an API to do automatic trading on exchanges, i only heared about one: https://bitcointalk.org/index.php?topic=507103.0 . It's java, not php, but you might look into it anyways, i don't know if there are any php-ones out there