I see.
Normally, hundreds of interrupts per second should be no problem.
In the "Wire" and "Serial" libraries, a lot is handled with interrupts and buffers. I know the "Wire" library has 3 buffers.
If you have incoming data of 115200 baud, that is 11kbyte per second.
I can get about 8kbyte per second between Master and Slave via I2C at its normal speed (100kHz).
But the I2C bus speed can be changed with the TWBR register.