I think this is possible to do with bots, but it is not easy like the OP said. Maybe we can use the API available on the exchange to get real-time prices that occur, and compare them automatically with your script. However, you also need to calculate the fees you have to pay for both exchanges so that you still make a profit. And you have to do that manually with your own estimates and there are different opportunities. As far as I know, arbitrage at that time only occurred in a short time and your chance of winning was very small. Therefore, your script must really be able to work quickly and be able to execute correctly. If not, you will only get a refund or worse, you will continue to fail to get opportunities. I'm very interested in the OP ideas, but it really needs serious testing and time for continuous improvement.