Update Limit Order has a specific cycle in VertexFX Bridge application whichshould be implemented in your LP class as follows:
1- You have to override the UpdateLimitOrderfunction which should return either a success or a fail result.
If successthen
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 thecycle has finished.
See Also