The Lab

Expand all   Collapse all

Versions Compared

Old Version 2

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

Saved on

compared with

New Version Current

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Subscription for Trading and Pricing


TBD PRICE TIERS / CORE STREAMS

TBD COUNTERPARTY MAPPING

TBD Accounts, ClientID, JSON hacks, etc.

TBD Indicative/Tradeable pricing, quote withdrawal.


StepActionExpected ResultResult (if different 
from expected)		Sign Off
1Client connects (no market data/trading 
subscription) to MF		MF confirms client is connected; 
client confirms the successful
connection		 
  •   
2Client subscribes to Trading and PricingClient receives subscription enabled
messages for both Trading and Pricing		 
  •   
3MF to confirm quote requests from the venue
directly following subscription		The Client confirms receipt of quote
requests to stream prices. 		 
  •   
4The Client then ends the session and
unsubscribes for Trading and Pricing		MF to confirm that the Client is no
longer subscribed to Trading and Pricing		 
  •   

Graceful/Ungraceful disconnect (sticky subscriptions)

 

connection/subscription

 

...

 

  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.