Does anybody know of any decent exchanges what support well documented, up to date API's for writing tradingbots in node.js?

binance, https://www.npmjs.com/package/node-binance-api

Check this, you can get data from binance without using any rest calls

Coz it's a wrapper on top of those calls, at its core, web3js is also just that.

It sends and receives requests over an http connection (usually injected by the Infura url by metamask) and send data by that