How do I get mailing behavioural data through the CiviCRM data through the API? Like number of bounce per mailing job or number of opens.
That data is stored in tables like "civicrm_mailing_event_opened" and "civicrm_mailing_event_bounce" joined with the civicrm_mailing_event table. I see that subscribe and unsubscribe have been implemented for example, but not the examples you're looking at (bounce or open).
So you could use the existing implementations to figure out how to write some new api functions for the ones that are missing.
Alternatively you might get what you want using CiviReports, and be able to consume that data from another machine.