I know it's been a while, but building a trading bot is easier than it sounds, but it comes with challenges. If you're starting, you'll need to get a handle on programming and APIs. Python is often the go-to language, and you'll have to get familiar with libraries like Pandas and NumPy for data manipulation. Plus, you'll need to figure out how to work with exchange APIs, where things can get tricky, especially if you're unfamiliar with how those systems work. But it can be gratifying once you get the hang of it. There are also platforms like
https://www.moontrader.com/blog/high-frequency-trading-software that can help make the process smoother if you're looking to skip a few learning curves. My advice would be to start simple, maybe with a familiar strategy, and build from there.