A very useful addition to the order feed would be to note the taxes applied per transaction line item. For reference, it's currently only aggregated for the entire order. For now, we have to grab the categories and recreate the tax amounts per line item, leading to a potential problem should tax rates change and one area is accidentally not updated (either Foxy Cart or our order processing platform).
There are a variety of use case scenarios where mixed taxable line item orders can occur. For example, food items from stores (not restaurants) are not taxable, but other household goods are. Similarly, there's the annual tax-free weekends around the start of school where certain clothing items are tax exempt.
For reference, here's the order feed documentation: http://wiki.foxycart.com/docs:datafeed