You want to know about Proxy APIs that can be used to fetch data from the ProxySG.
You want to integrate Proxy with third party products with APIs.
The ProxySG does not have APIs that fetch data from the ProxySG or integrate with third-party products.
1. Use the Management Center REST API.
Management Center can connect to the ProxySG to apply changes.
See the documentation on the REST API: Management Center REST API
2. The ProxySG has a number of read-only advanced URL like https://<ProxySG_IP_address>:8082/sysinfo or https://<ProxySG_IP_address>:8082/policy/
These are not APIs but the URLs can be used to fetch information about the proxy.
3. The ProxySG's SSH interface can be utilized to make changes in the proxy configuration using the CLI. Using SSH it is possible to script commands for automation.
Refer to the CLI documentation: ProxySG Command Line Reference
One use-case often requested is managing whitelists/backlist category dynamically using APIs.
This can be achieved using the ProxySG local database. See Managing Local Database Filtering
Since the local database is just a text file, it's possible to automate the modifications to whitelists/backlists.