The relay doesn't store any event. It just store pointers to where they are. The idea is to decentralize. Today there are 3000 relays available. We only use 300 or so.

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Yeah, but that relay still would need to keep all event ids; I haven’t ran the numbers but this sounds expensive

It's better than keeping all the events themselves :)

Could something be done with bloom filters? The downside of a false positive is just querying for records where none would be found.

Maybe.