From what I can see, the price margin between btc-e and bitfinex for BTC/USD as of right now is 49 USD.
Is it feasible to buy BTC from btc-e, and sell on bitfinex? Or do the fees completely kill the profit?
Has anyone tried something like this?
It is possible and it is already in practice by some traders as part of arbitrage trading.
You need to find solutions for moving funds in fiat format across exchanges for a continuous flow of this type of trading.
For an instance, you buy bitcoins from btc-e and you can easily deposit that into bitfinex and then now you need to withdraw fiats from there to deposit into btc-e, right? If you find it is possible and feasible without delay then you can make profits by doing this.