As long as you're running on Rails 4.0 or later, adding the following to app/controllers/spree/api/base_controller_decorator.rb
or some equivalent location should get instrumentation wired up:
class Spree::Api::BaseController
include ActionController::Instrumentation
end
This works because on Rails 4.0 and later New Relic's controller instrumentation is based off ActiveSupport::Notifications
, and include ActionController::Instrumentation
gets those events flowing.