The Hammers have been linked with a host of players including Marlon Santos, Felipe Anderson, Rafinha and PSG star Javier Pastore to name but a few.
West Ham's need for quality players has become more acute this week after star playmaker Manuel Lanzini was ruled out long-term with a serious knee injury.
Sky Sports reported earlier this month that West Ham were 'in talks' to sign Lanzini's fellow Argentine Pastore.
But now Pastore's agent Bruno Satin has told French media outlet RMC that Pastore's personal demands are preventing any deal.
"The media often misunderstand things, see only the transfer aspect and forget the salary aspect ... Pastore, nobody will give him the equivalent, so we must make a downward transfer to offset what the salary will represent," Satin told RMC.
"And the Argentineans are not known to make discounts ... if there is a euro on the ground, they scratch the ground! It's impressive.
"They are professionals, they are there to make money."
That may not be a bad thing for the Hammers, though, as their money may be better spent elsewhere.
In fact they could save themselves £17.5 million by snapping up Pastore's departing teammate Hatem Ben Arfa on a free transfer.
The former Newcastle United and Hull City winger is set to be one of the most sought-after free agents this summer and despite being two years older than Pastore represents much better value.
Things didn't quite work out for Ben Arfa in the Premier League or indeed after his move to Paris where he played just 23 times in two years.
But that move was earned following a resurgence at Nice where he scored 17 goals in 34 games.
Ben Arfa still has plenty to offer, for another couple of seasons at least, and would fit into Pellegrini's attacking style particularly with Lanzini out long term.