I would pay $100 to anyone that made a one-click (or close) auto transfer of domains from GoDaddy.
You could conceivably put together a Selenium script or something to automate the first part, but that would be really tricky. As it is, you just have to get an export of your domains (instructions in the repos) and run my script. Right now it supports DNSimple and Namecheap, but I'm almost done with Gandi support and might be adding others.
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Because.. please don't ever do that..