If TS did this, they would have to deal with all sorts of edge conditions -- if a low priced lot got bought just before you did, do you still want all lots, since the average price just went up? Probably -- but there is a lot of design & support time needed to implement this.
This is another use case for an SDB that can buy *from* players. Need 5000 vapor at 4c? Set your buy price & load up 20000 currants.