I can do that in C++/Qt. I know what you want and I know how to do it. In fact, it's been done already (and much more than that). For more info see
here and
here. I'm developing for myself at the moment and thus don't release into the public up-to-date versions of my trading terminal. Right now I'm heavily involved in developing as well as using arbitrage bots (which ping-pong bots are a subset of). So if you are ready to shell out, I seem to be the right guy for the job, with all the required infrastructure, technology and expertise already in place and easily available on demand
This is an instance of my Overman bot running and waiting patiently in ambush for an arbitrage opportunity to spring up (just in case, it is only a tiny portion of what is going on under the hood)