Limit Order Cycle
Posted by Yousef Ibrahim, Last modified by Diana Alkouni on 09 September 2020 09:40 AM

The limit order has specific cycle in VertexFX Bridge application, that should be implemented in your LP class as follows:

1- You have to override the NewLimitOrder function, which should return either a success or fail result.

if Succeded then

Return New TransResult(True)

In this case the Bridge will wait for step 2 or else,

Return New TransResult(False, "FAILING MESSAGE")

 And in this case the cycle has finished.

2. When you receive order acceptance message, you have to call:

MyBase.OrderState.LimitOrderAccepted(OrderId, BOOrderID)

Or to call,

MyBase.OrderState.LimitOrderRejected(BOrderId, "REJECTION REASON")

When receiving order rejection message. Then the cycle has finished.

See Also

Back to Bridge LP API Index

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