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- Covers all scenarios (union of all venue -specific functionality). If some scenarios are not relevant to a client than an explicit opt-out is required. To be replaced by automated test framework when this is proven internally.
Market Data Handling
- test required for order modification
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It is up to the subscriber to discard any order-book entries that get implicitly deleted due to insertion of new “better” levels that pushes entries outside the desired MarketDepth level. Such pushed out entries will not be explicitly deleted by MarketFactory.
Order Management
- The present certification document does not go through an order modification
| Step | Action | Expected Result | Result (if different from expected) | Sign Off |
|---|---|---|---|---|
| 1 | Client Places LIMIT IOC (far from top of book) | Client is able to process IOC with no fill (trade cancelled) | ||
| 2 | Client places LIMIT IOC | Client is able to process IOC fills | ||
| 3 | Client places LIMIT IOC at top of book | Client is able to process a partial fill | ||
| 4 | Client places LIMIT GTC (far from top of book) Client cancells GTC order | Client is able to cancel GTC order | ||
| 5 | Client places LIMIT GTC at top of book | Client is able to process GTC fill | ||
| 6 | Client 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 | ||
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Overview
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