It is possible.
You can either integrate it into the existing auction scripts, but this is going to be a rather difficult task unless you know exactly how the entire auction script is written, or exactly what you need to alter to make it work. If you would like this, you will have to hire a programmer because no one is going to do it for free. You'll also have to ask for permission to alter the auction script (or check the license that came with the package).
The easiest solution is to make the scripts run next to each other. They both have their own configuration, their own database tables, own user system, etc. This of course doesn't look that nice on your site, and people will find your site amateurishly. However, it's free, you won't have to pay a dime to make it work