URL url = new URL("http://pubapi.cryptsy.com/api.php?method=orderdatav2");
CryptsyCurrencyPairsReturn response = gson.fromJson(new InputStreamReader(url.openStream()), CryptsyCurrencyPairsReturn.class);
Parsing large data in one-go is always tricky and troublesome. However Gson comes with some nice features to support that too.
You should look for
com.google.gson.stream.JsonReader to perform json parsing using streams. This will allow you to parse the data in an incremental order while its being downloaded and will spare devices from OutOfMemory errors.
For more info, read this.