Is it possible to make this kind of request with OData ?
"Get All Customers with theirs last 5 Orders"
Thanks for your help!
Not with OData v3. OData v4 has support for this. The syntax would look like,
~Customers?$expand=Orders($orderby=OrderID&$$top=5)
Refer to the V4 draft here.
You could always do it with multiple requests though with OData V3. Using the $batch feature would let you do it in 2 requests, get all customers first and then build a $batch request with GET ~/Customers(id)/Orders?$orderby=CustomerID&$top=5
for each customer in the first request.