The limit order has specific cycle in VertexFX Bridge application, that should be implemented in your LP class as follows:
1- You have to override theNewLimitOrderfunction, which should return either a success or fail result.
if Succeded then
Return New TransResult(True)In this case the Bridge will wait for step 2 or else,
Return New TransResult(False, "FAILING MESSAGE")And in this case the cycle has finished.
2. When you receive order acceptance message, you have to call:
MyBase.OrderState.LimitOrderAccepted(OrderId, BOOrderID)Or to call,
MyBase.OrderState.LimitOrderRejected(BOrderId, "REJECTION REASON")When receiving order rejection message. Thenthe cycle has finished.
See Also