Pegged-to-Midpoint

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