Limit Order Cycle
Posted by Yousef Ibrahim, Last modified by Rawan Al Hourani on 06 April 2017 03:51 PM
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
In this case the Bridge will wait for step 2 or else,
And in this case the cycle has finished.
2. When you receive order acceptance message, you have to call:
Or to call,
When receiving order rejection message. Then the cycle has finished.