Price protection for market and stop-market type orders

[cjdsellers]

Enhancement

Venues such as CME Group exchanges offer "price protection" for certain order types.

Implementing this would involve something like:

• Adding a price_protection / protection_points type param and field to the relevant order types
• Implementing the behavior for the SimulatedExchange

Then any future work on adapters to venues offering this functionality can carry this parameter through to order entry.

References:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Order+Types+for+Futures+and+Options
https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+Types