Some sponsors send out emails whenever a sale is made, once a day, etc... frequency depending on the webmaster preference. Sponsors like this may not mind doing an XML push to a URL instead. I don't think theres a concern for a DDOS like effect with RSS as there just aren't that many affiliates as say an "anyone can subscribe" situation, that would participate anyway.
Existing programs like StatsRemote pull already. There's an open source version of this I believe too. ARS has their own remote which is nice. An RSS / XML feed from them that can be polled would be great.
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