The Lab

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changes.mady.by.user Unknown User (jkasakya)

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changes.mady.by.user Unknown User (jkasakya)

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Market Data Handling

  • test required for order modification

Subscription Requests

StepActionExpected ResultResult (if different
from expected)		Sign Off
1Client subscribes to market data on
EUR/USD from one feed any feed		Client receives a subscription enabled
snapshot, followed by incremental market
data.

Client is able to compare top of book prices
with MF		 
  •   
2Client subscribes to a set of currencies
(EUR/JPY, USD/JPY, GBP/USD)

Client is able to handle (subscription enabled
snapshot, followed by market data) for multiple
currency pairs

the client is able to compare the top of book
prices with MF.

MF confirms active subscriptions in the API
server

 
  •   
3Client subscribes to trading for one feed
any feed

Client receives trading subscription enabled.

MF confirms client is subscribed for trading

 
  •   

 

Snapshot Updates

Incremental Updates (Insert/Update/Delete through the book)

...

StepActionExpected ResultResult (if different
from expected)		Sign Off
1Client Places LIMIT IOC (far from top of book)Client is able to process IOC with no fill
(trade cancelled)		 
  •   
2Client places LIMIT IOCClient is able to process IOC fills 
  •   
3Client places LIMIT IOC at top of bookClient is able to process a partial fill 
  •   
4Client places LIMIT GTC (far from top of book)
Client cancells GTC order		Client is able to cancel GTC order 
  •   
5Client places LIMIT GTC at top of bookClient is able to process GTC fill 
  •   
6Client places LIMIT GTC at top of book for large
amount

Client cancels remainder of order		Client is able to process a partial fill for
GTC order

Client is able to cancel GTC order		 
  •   

 

Client Order ID Uniqueness Constraints

...

StepActionExpected ResultResult (if different
from expected)		Sign Off
1Client places LIMIT GTC far from top of book

MF forces customer to disconnect		Client receives subscription ERROR for
market data trading		 
  •   
2Client reconnects, re-subscription to trading
and request replay		Client is able to re-subscribe to trading

Client is able to request replay for the
order that was cancelled on disconnect		 
  •