bitmex
Will the blackbird support the bitmex?
That would be an option, since their API is compatible with Blackbird.
As you might know, US residents cannot trade on Bitmex. That also applies to other countries.
What should support API? What is the technical requirement?
As you might know, US residents cannot trade on Bitmex. I hope in the near future will be big changes

bitmex vs bitfinex - is a gap is enough for trading?
What should support API? What is the technical requirement?
Please have a look at how the other exchanges were implemented (e.g. gemini.h / gemini.cpp)
The Bitmex / Bitfinex gap could be profitable, but remember that the gap should close at some point to make a profit. More details on the Blackbird strategy here.
Will the blackbird support the bitmex?
I'm just curious to know how this would work with bitmex. I am pretty sure you would have to build a completely independent system just for mex. If I understand the blackbird arb strategy correctly, you would have to start with cash on both exchanges and you can only hold bitcoin on bitmex. Now I believe you can enter a 1x short position which is suppose to act like synthetic USD. But, if you are already short 1x I'm not sure how you would take advantage of a spread against something like coinbase pro spot price.