I wonder how they are getting around the Reddit API limit of 1 call every 2 seconds. I guess if they pull enough data back each 2 seconds they might be able to parse all of it...?
The API calls return lists of results, which tend to be long enough that it's trivial to read in all new comment and post data from Reddit. I think the maximum limit on the list size is 100 items, so that's up to 3000 comments/minute, which exceeds Reddit's actual post rate.