PeggedReference
Valid references used for pegged orders.
enum PeggedReference {
PEGGED_REFERENCE_MID
PEGGED_REFERENCE_BEST_BID
PEGGED_REFERENCE_BEST_ASK
}
Values
PeggedReference.PEGGED_REFERENCE_MID
Peg the order against the mid price of the order book
PeggedReference.PEGGED_REFERENCE_BEST_BID
Peg the order against the best bid price of the order book
PeggedReference.PEGGED_REFERENCE_BEST_ASK
Peg the order against the best ask price of the order book
Member of
LiquidityOrder
object ● PeggedOrder
object