I built such a merchant system handing out BIP32 addresses. 

The gap size problem does not arise there since such a system has to have an 
extra database keeping track of requests, so there is no added cost of storing 
the key coordinates used by them. A scan is not needed the keys can be accessed 
at random order.

Tamas Blummer
http://bitsofproof.com

On 23.04.2014, at 21:00, Tier Nolan <tier.no...@gmail.com> wrote:

> On Wed, Apr 23, 2014 at 7:46 PM, Pavol Rusnak <st...@gk2.sk> wrote:
> 
> > Setting the gap limit to high is just a small extra cost in that case.
> 
> Not if you have 100 accounts on 10 different devices.
> 
> I meant for a merchant with a server that is handing out hundreds of 
> addresses.
>  
> The point is to have a single system that is compatible over a large number 
> of systems.

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