Very simple - Bitstamp, MtGox, BTC have trading APIs. I had a bot doing cross-exchange trading a few months ago, but than MtGox made the withdraws extremely sl

Very simple - Bitstamp, MtGox, BTC have trading APIs. I had a bot doing cross-exchange trading a few months ago, but than MtGox made the withdraws extremely slow and Bitcoins price started raising exponentially.