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VertexFX Bridge LP API 10.1.0
Posted by Yousef Ibrahim on 25 September 2013 05:26 PM

Hybrid Solutions is pleased to announce the new release  of VertexFX Bridge LP API 10.1.0, with the following new features:

New Features:

  1. Adding optional parameter "CoveredAmount" to MarketOrderAccepted function.
  2. Adding optional parameter "RejectedAmount" to MarketOrderRejected function.

Every BackOffice order is possible to be divided to many LP orders or could not, the following points will describe the partial filling to you in the new bridge:
 

If MarketOrderAccepted event is fired by LP and if the "CoveredAmount" is equal -1 that means the order has been covered by LP with its total amount.Otherwise the bridge will update the filled amount after make manual position with the "CoveredAmount" if and only if the "CoveredAmount" plus the filled amount is less than or is equal the amount of the BO order.

Notes:
 

  • The filled amount is equal to the total of rejected amounts plus the total of covered amounts.
  • The bridge will ignore any difference between "CoveredAmount" plus the filled amount and the amount of the BO order, if it's greater than the amount of the BO order.
  • Finally the bridge will Reject market order or cancel filled limit order when total of the covered amounts is equal the amount of the BO order.

If MarketOrderRejected event is fired by LP and if the "RejectedAmount" is equal -1 that means the order has been rejected with its total amount.Otherwise the bridge will update the filled amount if and only if the "RejectedAmount" plus the filled amount is less than or is equal the amount of the BO order.

Notes:

  • The filled amount equal the total of rejected amounts plus the covered amounts.
  • The bridge will ignore any difference between "CoveredAmount" plus the filled amount and the amount of the BO order, if it's greater than the amount of the BO order.
  • Finally the bridge will Reject market order or cancel filled limit order when total of the covered amounts is equal the amount of the BO order.

For more information about VertexFX Bridge LP API by clicking here

It is required to use the new version of VertexFX Bridge 10.1.0

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