So I just found a pretty neat deal, which I am guessing is a bug.

A caravan shows up and it's out of stone blocks, I happen to have 49 of them. I can sell them to the caravan for 16 a piece but then buy them back at 12 a piece. Obviously, sitting here clicking the buy, sell, buy, sell can produce a near limitless amount of treasure (barring my patience for clicking runs out).

Maybe each caravan needs some sort of max amount of treasure they are hauling along and/or sell and buy prices based on good merchant rules of sell high, buy low...not the other way around :).