Such an API already exists: the NetworkExtension APIs, specifically NEPacketTunnelProvider and NEAppProxyProvider. They're meant for VPNs, but it should be possible to use the same APIs to monitor traffic and send it on, rather than tunneling it through a VPN. (There is also NEFilterProvider, but that API is designed to run the filter in a tight sandbox that doesn't allow it any outbound communication, so that it can filter packets but not exfiltrate them.)

…though if you're concerned about privacy, perhaps you should be using a real VPN anyway, in which case you could handle traffic monitoring and filtering on the server side.

Edit: I guess the server-side approach wouldn't allow identifying on which app is making the connection. The NetworkExtension APIs, however, should allow that: you get a flow of NEPackets, each of which has a 'metadata' property containing a 'sourceAppUniqueIdentifier' and 'sourceAppSigningIdentifier'. I don't have personal experience using these APIs though.