No, we do not offer an API for spam notification. The email user can create daily reports on blocked incoming messages and have them sent by email if a message has been sorted out. Further information on this can be found in our FAQ articles "How can I be informed about blocked incoming messages?" and "How can I create my own Email Scout reports and have them sent to me?".
For outgoing emails, users can use the log search in the web interface to check whether their messages have been sent and, if not, why they were blocked. Administrators can also use the ARF reports that EuropeanMX sends if an outgoing message has been blocked by the filter. You can find more information about ARF reports in our FAQ article "What is an ARF report? How can I set it up? Why do I receive such messages?".