As we have many many different macros (105 different macros times 4 for all the languages => 400 macros) we decided to put our macros into a google docs spreadsheet and sync the spread-sheet to Zendesk.
But: adding macros via the API is currently not possible. We would like to do so (currently we do screen scraping that just broke because of the new cookie policies).
In addition to that we would need an API for retrieving the ids of the custom_field_options. We need these to create the macros to set the custom fields to the desired state.