Pegged-to-Midpoint

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order = Order()
order.action = action
order.orderType = "PEG MID"
order.lmtPrice = limitPrice
order.totalQuantity = quantity
order.notHeld = True
order.minTradeQty = minTradeQty
order.midOffsetAtWhole = midOffsetAtWhole
order.midOffsetAtHalf = midOffsetAtHalf