Deprecation of LastPeg and MidPricePeg order types and change to order feed messages

Beginning on 16th December 2019 at 04:30 UTC, Pegged orders with a pegPriceType of LastPeg or MidPricePeg will no longer be supported. Any orders sent after this date with these peg offset types will be rejected. Any open orders with these peg offset types will be cancelled at this time.

Also beginning on 16th December 2019 at 04:30 UTC, orders which are canceled due to an execInst of ParticipateDoNotInitiate will generate a single "ordStatus": "Canceled" insert to the order feed. Currently, in this scenario, an order insert with "ordStatus": "New" is sent out followed immediately by an order update with "ordStatus": "Canceled". Updates on the execution feed will be unchanged.

These functionality updates are part of the ongoing simplification of our API and trading system architecture.