If you can get the specific documentation for it. Sadly many companies don't want you using the API so they just give you a generic payload and the methods and leave you to it. LLMs are good in the sense that they can tell what type StartDate, EndDate is (str MSDate), maybe it also somehow catches on that ActualDuration is an int.. It also manages to guess correctly a lot of the fields in that payload that are not necessary for the particular call/get overridden anyway.

Can a Lisp macro automatically search for, and find, the API documentation and apply it to the output?

I've implemented connections to (public) APIs of different services multiple times using LLMs without even looking up the APIs myself.

I just say "Enrich the data about this game from Steam's API" and that's about it.