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The prevailing wisdom in webservices/web requests in general is to design your api such that you use as few requests as possible, and that each request returns therefore as much data as is needed
In database design, the accepted wisdom is to design your queries to minimise size over the network, as opposed to minimizing the number of queries.
They are both remote calls, so what gives?
Probably because the fixed overhead for a web service call (made over the internet) is much higher than the fixed cost of a call to the database (typically over gigabit ethernet or even to the local machine)
Still, I would argue that you always want to reduce trips to the database to as few as necessary. The overhead is lower, but relative to most other operations your program does, it is still quite high.