Php 十层桌。我将进行更多的基准测试，然后做出选择。我认为这是这个问题最优雅的解决方案，并且认为这比使用子查询更快。 bids_history ===========================================================

十层桌。我将进行更多的基准测试，然后做出选择。我认为这是这个问题最优雅的解决方案，并且认为这比使用子查询更快。

bids_history
================================================================
auction_id   bid_id     bidders               times
    1        20,25,40   user1,user2,user1     time1,time2,time3

bids
======================
id      (prim_key)
aid     (auction id)
uid     (user id)
cbid    (current bid)
created (time created)
======================

auction_products
====================
id        (prim_key)
pid       (product id)
closetime (time the auction closses)

result
===============================================
auction_products.id   bids.uid   bids.created
2                        6         time1
2                        8         time2
2                        10        time3
5                        3         time1
5                        4         time2
5                        9         time3
7                        3         time1
7                        2         time2
7                        1         time3

SELECT  bids.id
FROM    bids
WHERE   auction = ?
ORDER BY
        bids.created DESC
LIMIT 10

SELECT  bo.*
FROM    (
        SELECT  a.id,
                COALESCE(
                (
                SELECT  bi.created
                FROM    bids bi
                WHERE   bi.auction = a.id
                ORDER BY
                        bi.auction DESC, bi.created DESC, bi.id DESC
                LIMIT 1 OFFSET 9
                ), '01.01.1900'
                ) AS mcreated
                COALESCE(
                (
                SELECT  bi.id
                FROM    bids bi
                WHERE   bi.auction = a.id
                ORDER BY
                        bi.auction DESC, bi.created DESC, bi.id DESC
                LIMIT 1 OFFSET 9
                ), 0)
                AS mid
        FROM    auctions a
        ) q
JOIN    bids bo
ON      bo.auction >= q.auction
        AND bo.auction <= q.auction
        AND (bo.created, bo.id) >= (q.mcreated, q.mid)

SELECT bids1.id
FROM ( SELECT *
       FROM bids AS bids1 LEFT JOIN
            bids AS bids2 ON bids1.created < bids2.created
                          AND bids1.AuctionId = bids2.AuctionId
       WHERE bid2.id IS NULL)
ORDER BY bids.created DESC
LIMIT 10

$sql = "SELECT id FROM auctions ORDER BY created DESC LIMIT 10";
$auctions = array();

while($row = mysql_fetch_assoc(mysql_query($sql)))
  $auctions[] = $row['id'];

$auctions = implode(', ', $auctions);
$sql = "SELECT id FROM bids WHERE auction_id IN ($auctions) ORDER BY created LIMIT 10";
// ...

SELECT bids1.id
FROM bids AS bids1 LEFT JOIN
     bids AS bids2 ON bids1.created < bids2.created
                   AND bids1.AuctionId = bids2.AuctionId
GROUP BY bids1.auctionId, bids1.created
HAVING COUNT(bids2.created) < 9

SELECT a.*
FROM
 (SELECT aid, uid, created FROM bids ORDER BY aid, created DESC) a,
 (SELECT @prev:=-1, @count:=1) b
WHERE
 CASE WHEN @prev<>a.aid THEN
   CASE WHEN @prev:=a.aid THEN
    @count:=1
   END
 ELSE
   @count:=@count+1
 END <= 3