Gm, I am currently working on a novel project and would like to utilize Pyth real time price data on EVM. However, I require a large amount of historical data in order to back test my project. With the rate limit of 30 requests every 10 seconds it would take an extremely long time (around 3 weeks of 24hour collection) for me to collect the data required for my backtesting.
Is there anyway to access historical data faster (in particular I am trying to get historic data at specific timestamps), or increase the rate limit?
Additionally I had one other question: if I wanted to update an on chain price feed on EVM once or multiple times per second, would this still be possible given the Pyth Hermes rate limits?
Yes, you can do that. Once you start fetching hermes data on a higher frequency using a dedicated node provider, you can update prices once or multiple times per second, given the EVM chains have a blocktime < 1 second.
You can update multiple pricefeeds in one transaction by sending multiple price feed IDs and fetching the byte array.