Reading through the features on the Gunbot web page it indicates that Gunbot requires your exchange API keys. Isn't this a big security risk to be giving out your Exchange API keys?
you don't need to give the private key.
the only thing is that your contact details (while contacting Gunthar) can be linked with your API.
but and btw:
how does this API-key check work? i think the bot connects to a database. and if this is like that then they know your IP.