Best way to import cash sale using smbXML?

After thinking about the issue of importing a cash sale into NS via smbXML I couldn't figure out how you would for instance figure out how to send in who the customer was as well as which items they were purchasing unless you had all the item/customer information at hand, unless I wanted to query NS for each item, get the XML response and then manipulate my import string with the info I got from the query.  I don't think that is feasible because it takes awhile for NS to process each query and to do that for each item