The Lab

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Connect/Logon

Connect/Logon

  • Establish that the MFAPI Client is able to successfully connect to the API Server
  • This series of tests covers the initial connection to the MFClient and MFAPI Server followed by ungraceful disconnections initiated

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  • TBD detail.


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
 
  •   
2MF forces client to disconnectClient is successfully disconnected
and able to reconnect
 
  •   
3MF disables and re-enables API connectionClient is successfully disconnected
and able to reconnect
 
  •   
4Client disconnectsMF confirms client is not connected 
  •   


Heartbeating

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 connection
 
  •   
2Client confirms receipt of heartbeat
messages from MFAPI Server
MF confirms heartbeat interval setting 
  •   



  

Timestamps

TODO UTC Timestamp 2.1.1 Requirements This test is mandatory for MIDFX and eSpeedFX. 2.1.2 Purpose This test verifies that your application uses UTC in time of message transmission. 2.1.3 Description 1. Verify that SendingTime (tag 52) is always expressed in UTC (Universal Time Coordinated) in all messages.

Logout/Graceful Disconnect

This series of tests covers the logout process and the graceful disconnection from the starting point of an already connected MFClient session

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 connection
 
  •   
2Client subscribes to EUR/USD form one
feed any feed (market data/trading)
Client receives subscription enabled
snapshot, followed by incremental
market data
 
  •   
3The Client will end their subscription to
(market data/trading)
MF to confirm the Client is no longer
subscribed
 
  •   



4The Client will end the session and logoutMF to confirm that the Client is no longer
logged in or connected.
 
  •   



 

Dropped Connection/Recovery

Venue Disconnect - Client detection

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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 connection
 
  •   
2Client subscribes to EUR/USD form one
feed any feed
Client receives subscription enabled
snapshot, followed by incremental
market data
 
  •   
3MF stop the FeedServer, to disable the
venue connection
Client detects venue disconnection
but remains connected to the MFClient
 
  •   
4MF start the FeedServer, to enable venue
connection
Client is now able to view the feed as
available and subscribe to market data
on EUR/USD from the same feed.
 
  •   



Sequence Number Scenarios

Seq Num higher than expected (i.e. gap) from both perspectives. Replay requests for missing messages.

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