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 CloseByHedgefunction which should return either a success or a fail result.
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:
Or to call
when receiving an order rejection message. Then thecycle has finished.
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