well, what "annoys" you in particular? I am more curious now what makes your list if you care to share...
One thing that comes to mind offhand is handling duplicate callbacks to orderStatus / openOrder + redundant information getting sent. And then like anybody else I have a bunch of style quibbles like the language lock-in (were I to design it I would have published a wire specification and a reference C implementation since that is easy to link to from most languages).