Knowledgebase:
Update Limit Order Cycle
Posted by Mohammad Rahhal, Last modified by Yousef Ibrahim on 25 August 2016 03:49 PM

Update Limit Order

Update Limit 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 UpdateLimitOrder 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.LimitOrderUpdated

Or to call

MyBase.OrderState.LimitOrderUpdatingFailed

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


See Also


Back to Bridge LP API Index

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