This is exactly the same as an IRC bot. (Oh no! another bot discussion!
The main problem will be how to avoid flooding the channel with answers because you've got so many copies of the bot running simultaneously. If you can solve that problem, it's safe to have the bots listen to general and answer questions directly -- people don't even have to run the bot to ask it questions.
You could avoid flooding by using a side channel to implement a token ring. When a question is asked, the bot with the token answers. If it can't answer, it passes the token. If all bots listen to the answers, they will eventually learn everything (or at least the answers to the most common questions).
The idea could be pushed quite far, but I'm pretty sure people would be uncomfortable with "spy bots" or "auction house bots". These would be bots with known names that you could whisper to get dynamic information. For example, "/w greenspan price of silk?" and if greenspan was sitting in the auction house, his bot could give you the price in real time.