MtGox has an API: https://en.bitcoin.it/wiki/MtGox/API
As does BTCe: https://btc-e.com/api/documentation

Been meaning to write some trading bot's myself, they will be open source though... A bot is only as good as the ruleset you put into it. If there are 1000 bots all with the same rules, you all end up attempting the same actions at the same time and no one "wins". If you have a solo bot, then it's more likely to "win".