Quick and dirty python script to get current prices and discounts from all apps in the steam store. No keys required and multithreaded, change thread_limit to adjust how many living threads you'd like at once.

gistfile1.py

# -*- coding: utf-8 -*-
"""
Created on Thu Jul 11 23:06:53 2013

@author: chipolux
"""
import json
import urllib2
import threading
import Queue

thread_limit = 100
games_url = 'http://api.steampowered.com/ISteamApps/GetAppList/v0002'
store_url = 'http://store.steampowered.com/api/appdetails/?appids={app_id}'
header = u'"App","RegularPrice","CurrentPrice","Currency","Discount"\n'
template = u'"%s","%s","%s","%s","%s"\n'
price_queue = Queue.Queue()

class GenericThread(threading.Thread):
    def __init__(self, function, *args, **kwargs):
        threading.Thread.__init__(self)
        self.function = function
        self.args = args
        self.kwargs = kwargs
    def run(self):
        self.function(*self.args, **self.kwargs)
        return

def get_price_info(app_id, name):
    app_id = unicode(app_id)
    name = unicode(name)
    price_data = {'name': name,
                  'initial_price': 'FAILED TO LOAD',
                  'final_price': '',
                  'currency': '',
                  'discount': ''}
    url = store_url.format(app_id = app_id)
    try:
        page = urllib2.urlopen(url)
        response = json.load(page)
        page.close()
    except:
        price_data['initial_price'] = 'FAILED PAGE LOAD'
        price_queue.put(price_data)
        return
    if response[app_id]['success'] == False:
        price_data['initial_price'] = 'SERVER FAILED REQUEST'
        price_queue.put(price_data)
        return
    try:
        data = response[app_id]['data']
        price_data = {'name': name,
                      'currency': data['price_overview']['currency'],
                      'initial_price': data['price_overview']['initial'] * .01,
                      'final_price': data['price_overview']['final'] * .01,
                      'discount': data['price_overview']['discount_percent']}
    except KeyError:
        price_data['initial_price'] = 'BAD DATA'
        price_queue.put(price_data)
        return
    price_queue.put(price_data)

def get_apps():
    try:
        page = urllib2.urlopen(games_url)
        response = json.load(page)
        page.close()
    except:
        print 'Unable To Load App Ids'
        return []
    return response['applist']['apps']

def writer():
    results_file = open('PriceScan.csv', 'w')
    results_file.write(header)
    while True:
        price_info = price_queue.get()
        if price_info == 'EXIT':
            break
        try:
            results_file.write(template % (price_info['name'],
                                           price_info['initial_price'],
                                           price_info['final_price'],
                                           price_info['currency'],
                                           price_info['discount']))
        except:
            print 'Failed To Write: %r' % price_info['name']
    results_file.close()

if __name__ == '__main__':
    apps = get_apps()

    writer_thread = GenericThread(writer)
    writer_thread.start()

    threads = []
    for i in xrange(len(apps)):
        while True:
            thread_statuses = [x.isAlive() for x in threads]
            if thread_statuses.count(True) < thread_limit:
                break
        threads.append(GenericThread(get_price_info,
                                     apps[i]['appid'],
                                     apps[i]['name']))
        threads[-1].start()

    while True:
        thread_statuses = [x.isAlive() for x in threads]
        if thread_statuses.count(True) == 0:
            break

    price_queue.put('EXIT')
    while writer_thread.isAlive():
        pass