Function twsapi::examples::order_samples::sweep_to_fill

pub fn sweep_to_fill(action: &str, quantity: f64, price: f64) -> Order

Sweep-to-fill orders are useful when a trader values speed of execution over price. A sweep-to-fill order identifies the best price and the exact quantity offered/available at that price, and transmits the corresponding portion of your order for immediate execution. Simultaneously it identifies the next best price and quantity offered/available, and submits the matching quantity of your order for immediate execution. Products: CFD, STK, WAR