if it was possible someone with more experience would have been doing it already! so the difference wouldn't have existed in first place.
Yes, that must be one of the practical problem of arbitrage trading. Price gaps may fade away in quick time or will fall into narrow range which may not cover the trading and withdraw fees. Probably we may utilize such gap for one time and these gaps may not available for subsequent tries.
here is a screenshot of the market at
https://cex.io/tradeyou can see that when you sell you sell to 2600ish price
Now prices are into $2500 ranges. It means cex prices started to converge toward other market prices. (maybe someone started arbitrage after seeing this topic

)