Maker/ Taker fees
You may have already looked at this but, I'll mention it anyway.
Many exchanges charge a lower fee for "Maker" orders vs the "Taker" fee. (for example Bitfinex maker fee is 0.1% and Taker fee is 0.2%)
If your bot is executing 100s of trades per 24hr period, It may be worth providing an option were the bot will try to place a "Maker" order therefore incurring lower fees.
That true, but the problem is the number of coins available. If you filter by the number of coins and the popularity of the exchange (traded volume) you will end up with 2, Bittrex than Poloniex. Bittrex has 0.25% fees of each operation but he has a lot of coins that why I started with him.