Mariner Backtesting - Peg

PEG Orders

Below are Peg order algorithms.

gr8py name	CloudQuant short name	GUID	Notes
Buy Limit ARCA at Script Price - MidPt Peg	arca_midpoint_limit_buy	b259cf8b-7e19-4c44-9d39-3ee7fa297516	Elite order logic Lite order logic
Buy Limit ARCA at Script Price - Prim Peg		0adb00e8-c057-453d-b3fe-d89303c4e9ca	Elite default limit logic Lite default limit logic
Buy Limit BATS at Script Price - MidPt Peg	bats_midpoint_limit_buy	ee3904b3-c2a7-476b-bb79-2695871c8cf9	Elite order logic Lite order logic
Buy Limit BATS at Script Price - Prim Peg		1f85bc8c-c4f0-4e99-8534-950c31e87b42	Elite default limit logic Lite default limit logic
Buy Limit IEX at Script Price - MidPt Peg	iex_midpoint_limit_buy	37ae01d7-bf10-4b13-8ea8-aeedd59fcfbd	Elite order logic Lite order logic
Buy Limit IEX at Script Price - Prim Peg		1789ea02-87af-4c44-b1b0-cc7ee636d7a6	Elite default limit logic Lite default limit logic
Buy Limit LIME at Script Price - MidPt Peg	lime_midpoint_limit_buy	4e69745f-5410-446c-9f46-95ec77050aa5	Elite order logic Lite order logic
Sell Limit ARCA at Script Price - MidPt Peg	arca_midpoint_limit_sell	d1d6eca0-63b5-42db-8f5b-10df055a1f92	Elite order logic Lite order logic
Sell Limit ARCA at Script Price - Prim Peg		fc0b4b9f-920a-46a6-b4f3-c11c49bbcfd6	Elite default limit logic Lite default limit logic
Sell Limit BATS at Script Price - MidPt Peg	bats_midpoint_limit_sell	4a6d660f-fdc7-4c42-9b7e-522cf0308657	Elite order logic Lite order logic
Sell Limit BATS at Script Price - Prim Peg		869203f8-a6e2-410a-9126-6f0cca73a701	Elite default limit logic Lite default limit logic
Sell Limit IEX at Script Price - MidPt Peg	iex_midpoint_limit_sell	5b451365-f413-4bb5-8490-59438987bc7f	Elite order logic Lite order logic
Sell Limit IEX at Script Price - Prim Peg		befacf5f-16bd-42bd-9773-aa16749f6a4b	Elite default limit logic Lite default limit logic
Sell Limit LIME at Script Price - MidPt Peg	lime_midpoint_limit_sell	23d56e4a-ca4e-47d0-bf60-7d07da2038b7	Elite order logic Lite order logic