Yes, I have heard you can get up to 5 per month. Obviously buy every shard from the market you can!

 What I haven't seen in the market yet is 6* gear. I thought it would show up when I unlocked nightmare campaign and/or dungeons that drop 6* gear but so far nothing higher than 5* has appeared.

Very cool! I need to be checking the market more! :D

(And yes, you def can get up to 5 ancient shards a month from the market. Good source of some extra ancients.)