Delete Limit Order Cycle
Posted by Mohammad Rahhal, Last modified by Mohammad Alawneh on 02 July 2019 09:15 AM
Delete 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 DeleteLimitOrder 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 order acceptance message, you have to call:
Or to call
when receiving order rejection message. Then the cycle has finished.