Knowledgebase:
Close by Hedge Cycle
Posted by Mohammad Rahhal, Last modified by Yousef Ibrahim on 25 August 2016 03:50 PM

Close By Hedge Cycle

Close By hedge has a specific cycle in VertexFX Bridge application which should be implemented in your LP class as follows:

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

if success then

Return New TransResult(True)

Otherwise the bridge will wait for:

Return New TransResult(False, "FAILING MESSAGE")

And in this case the cycle has finished.

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

MyBase.OrderState.MarketOrderClosedByHedge

Or to call

MyBase.OrderState.MarketorderClosingByHedgeFailed

when receiving an order rejection message. Then the cycle has finished.


See Also


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