So I'm trying my best to understand all the different modules and other stuff you can buy for your Arduino but I'm so lost right now.
So this is the board i got : My Arduino Leonardo R3
But what WIFI module can I connect to it for sending serial data over?
I would really appreciate all the help I can get!
Thank you in advance!
Just about any ESP8266 or ESP32 board. Bonus - you won't need level translators because the Leonardo is a 3.3V device just like the ESP.
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I don't read the language the link OP provided. But if it says it's a Leonardo clone, then it should be 5V like Leonardo. We don't know why OP wants with a Leonardo. The most basic Arduino board is UNO and Leonardo can work similarly to an UNO but can also can act as a keyboard or mouse etc. If OP wants that feature, then a Leonardo is a good choice.
OP, you are asking for advice of what board to choose so please describe in details what you want to do. Sending serial data to wifi is how you want to do something. We want to know what you want to do.
A good example:
What: I want to make a security camera for my chicken coop.
How: I think I want an arduino and WiFi module and a camera. That's as far as I've got.
Ah im sorry!
It was at night when i posted it so im sorry about that.
So what I want to do is have a program on my PC using AI to scan for objects.
When it finds an object it should tell the Arduino to move my mouse towards the object that is detected.
I got it working using the serial COM ports via USB but im trying to do it as undetectable as possible.
So I was thinking using WIFI to do the communication would be better.
Technical specifications:
Microcontroller: Atmega32u4Operating voltage: 5 V input voltage (recommended): DC7-12VDigital E / Apins: 20 (of which 7 PWM output) PWM Digital I/O pins: 7Analogue input pins: 12DC per E / A pin: 40mADC for 3.3V Pin: 50 mA
Flash memory: 32 KB (ATmega32u4), of which 4 KB used by the bootloader SRAM: 2.5 KB (ATmega32u4); EEPROM: 1 KB (ATmega32u4). Clock rate: 16 MHzLED_BUILTIN: D13
Looks like mine is 5v
Technical specifications:
Microcontroller: Atmega32u4Operating voltage: 5 V input voltage (recommended): DC7-12VDigital E / Apins: 20 (of which 7 PWM output) PWM Digital I/O pins: 7Analogue input pins: 12DC per E / A pin: 40mADC for 3.3V Pin: 50 mA
Flash memory: 32 KB (ATmega32u4), of which 4 KB used by the bootloader SRAM: 2.5 KB (ATmega32u4); EEPROM: 1 KB (ATmega32u4). Clock rate: 16 MHzLED_BUILTIN: D13
My mistake - yes, 5V. Is your "mouse" a robot? Anyway, the common solution for wifi is an ESP8266 or ESP32 as mentioned. With a 5V board, you need level translators on the serial connections, and an adequate 3.3V power supply.
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Im trying to make this thing.
CS:GO Hardware Aimbot - Esea/Faceit proof - Cheat/Hack - YouTube
He uses the WiFi to send mouse commands to remove any trace of the Serial using USB.
My video watching quota is used up for today. Please just describe it more.
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I dont know how i can descript it more.
Thats the reason i sent that video so you could see it for your self.
This is just what he says it does
At the top of the forum there are instructions on how to post problem descriptions. Have you acted on the replies that have already been posted? Investigated the ESP?
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Yes I have.
I want to order it but the thing is I just need to know if it will work no problem with my board or I need another Arduino.
I found this one: ESP8266 - Joy-IT
Is that an okay one?
Usually a stand alone ESP is better, but it may not meet all the needs of your project. That is why you should compose and post a serious project description. It will help you as much as it will help us.
Which board are you looking at? Oh, you edited your post. The board you linked to is an ESP-01, it works but is very minimal, it lacks a built in 3.3V regulator and has a relatively small memory for an ESP.
By "stand alone", I mean running all of your program on the ESP, instead of using the ESP only for wifi.
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Okay I can try to compose it but I have a hard time with writing long posts and explaining stuff.
So my project is an Aimbot where the Arduino Leonardo R3 will control the mouse.
I will create a program on my PC to scan for players inside a field of view.
When the program finds a player it will then send a message to the Arduino with what position the player is at.
The Arduino will then send the command to move the mouse back to the PC.
So all I want is a WiFi module that can send and revice the data.
In short: My program that only runs on my PC will scan the screen. When it finds something it sends the position of what it detected to the Arduino over the Wi-Fi.
My Arduino will then move my mouse using that data it got from my program on my PC.
Okay, I watched the video. Give me a second to recover from motion sickness. Your mouse is not a robot - would have been helpful to get an answer from you on that.
So, your best bet will be any stand alone ESP module equipped with a USB port. It will have to support HID, I have no idea how that is done on an ESP but I've seen it done with 32U4 based boards. Size doesn't seem to be an issue since it's not a robot or anything, in fact you could hide it in a box under the desk and it would work.
An example stand alone board is a WeMos D1.
A quick Google search tells me that the ESP does not have HID capability. So you need to pair it with some processor that can do it, like the Pro Micro or Leonardo, a few more.
Maybe you could manage to grab some idea of what hardware they used in the video. I can't, it would make me nauseous.
What is your level of hardware/software skill? I ask because a project like this is advanced.
My description:
This project automates video game play, by accessing the video game screen that is running on the PC, and transmitting coordinate information via wifi, to a wifi enabled mouse emulator.
There, that wasn't that hard, was it?
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I do programming in C# normally but with hardware I'm a total noob.
I simply like to jump head first into this stuff so I learn better that way since when i read stuff like from a book I just forget it after a few min.
I will try to get the names of the modules and stuff he uses 
Thank you for all the help and sorry about not being the best at explaining it all
That will be a huge liability for you, going forward in this field.
Honestly, I would not just copy what they have done, it might not be the easiest way for you. Basic elements you need are:
1 - a device to perform HID, the mouse emulation
2 - a device to communicate over wifi
I have the impression the original designers are not sharing information. So you might as well do it better! 
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I know.
So the WiFi modules are not only for wifi? I always thought it was that way.
Will try my best to get this project created 
All ESP modules have a fully independent processor on board that can be programmed with Arduino sketches. But for you, the HID is a problem because they don't support it. IDK maybe the ESP32, but I doubt it. Oh, wait... it looks like the ESP32 can do it via BLE (bluetooth mouse).
Then the question becomes, can the ESP32 perform wifi and BLE at the same time? Which, IDK.
It would be cooler, though... because completely wireless. You could really hide it and mystify people. He he.
I have this board
https://www.aliexpress.com/item/1005002531105614.html
advantage is you can mount it in an Arduino plastic case with a little trimming...
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OP, glad I was able to convince you to detail your project and you got plenty of help from @anon57585045
There is a version of ESP32, called ESP32-S2, which has USB device class hardware and some software support. However, I can't find support on the ESP-arduino so it's out of question.
I think the BLE @anon57585045 mentioned is worth looking into.
Thoughts: I never thought AI and Arduino are getting used as hi-tech game/e-sport cheating equipment. Before this, I only knew of "repeating a trigger button fast to turn a pistol into machine gun" type of mod. You can also pretend to use xbox controller but are using mouse keyboard instead, through some hardware. That might also be considered as cheating by some 
From what I've seen the game folks doing, cheating is a kind of game by itself...