Sampey,
A suggestion for your planned "arbitrage" feature:
Allow markets to "ping / pong" across multiple markets so it doesn't matter which account the trades are actually happening.
Just as long as you are trading a you currently would "ping pong" within 1 market.
Example?

i think what statdude mean is when CAT looks possibilty to get profit from LTC it will take a look at BTC/USD > USD/LTC > LTC/BTC without need to open 3 market windows ^^. Arbitrage between market in same exchange.
It just my 2cent