text: Title: Feature request - Fixed Quantity Feed 
  Body: A useful feature where the user specifies the quantity to take in an orderbook and callback returns the average price paid for that lot size. For example if the offers in the order book for BTC-USD was the following:
  
  Price      | size
  11,000   | 1
  10,500   | 1
  10,000   | 1
  
  
  If the user specified quantity 3, the callback would return 10,500.