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  • Establish that the MFClient is able to successfully connect to the API Server
  • Confirm that the MFClient is able to subscribe for pricing and for trading (Note that the subscription request identifier clSubID should be used to track the subscription request. Once subscribed to both pricing and trading, the client will receive quote requests for instruments to stream to the venue.)
  • Customer to confirm the return code for subscriptions
  • Once subscribed confirm receipt of quote requests

 

Heartbeating

 

Graceful/Ungraceful disconnect (sticky subscriptions)

 

  Order management

  • MFClient responds to a LIMIT IOC price aggression full fill
  • MFClient is able to respond to a partial fill LIMIT IOC price aggression
  • MFClient responds to LIMIT GTC price aggression full fill
  • MFClient is able to respond to a partial fill LIMIT GTC price aggression
  • MFClient responds to a LIMIT GTC order with a cancel
  • Similar tests to the above for FOK and DAY

 

Feed down / Replay


Dropped connection recovery

 

  • MFClient responds to a LIMIT GTC order, MF forced customer disconnect 
  • MFClient reconnects, subscribes to pricing and trading once more and initiates a replay.