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And the good thing about this is that it would be local server only. But, I can see SOE not doing this because this would mean a very large database added to look after this.
Actually the database overhead is minimal. You would use a weighted rolling average.
What is more questionable is the value of an average.
Prices vary by time of day on our server. Very widely on some things. And commodities move in phases. Sometimes there is none at all of something simple like tin clusters, other times people are asking 30cp, and others the market is flooded and people are selling for 2cp.
I don't think seeing an average (or even a median) would help in those circumstances.