Walk the book

def walk_buy_book(orderbook, dollars_to_spend):
    """Walk asks lowest-first, spend up to dollars_to_spend.
    Returns (tokens_acquired, avg_fill_price, fully_filled)."""
    asks = orderbook.get("asks") or []
    remaining = dollars_to_spend
    tokens = 0.0
    for level in asks:
        price = float(level["price"])
        size = float(level["size"])
        cost_full = price * size
        if remaining >= cost_full:
            tokens += size
            remaining -= cost_full
        else:
            tokens += remaining / price
            remaining = 0.0
            break
    spent = dollars_to_spend - remaining
    avg = spent / tokens if tokens > 0 else 0.0
    return tokens, avg, remaining < 1e-4

YES asks:  [0.41 × 200], [0.42 × 50], [0.45 × 30]
YES bids:  [0.39 × 180], [0.37 × 60], [0.35 × 25]

{
  "execution_params": {
    "fill_mode": "walk_book",
    "max_fill_price": 0.985,
    "size_usd": 7.5,
    "max_trades_per_market": 1
  }
}