Close Order Cycle
Posted by Mohammad Rahhal, Last modified by Rawan Al Hourani on 06 April 2017 03:54 PM
Close order has a specific cycle in VertexFX Bridge application which should be implemented in your LP class as follows:
1- You have to override the CloseMarketOrder function which should return either a success or a fail result.
if success then
Otherwise the bridge will wait for:
And in this case the cycle has finished.
2. When you receive an order acceptance message, you have to call:
In the case of receiving order ID. In this case, the Bridge will wait for step 3 or else,
when receiving an order rejection message. Then the cycle has finished.