In a game I used to play, someone coded a bot to walk around and check the prices of the items in the game from player shops, then dump it into a searchable database. You could do a search, it would pull up the item with the prices, location, and name of the player/shop. Granted, it was done with the blessing of the people running the server and had a speed hack on so it would sort of just zoom around.
Of course, if they ever get the auction house up and running this would all be moot.
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