Connect/Logon

This series of tests covers the initial connection to the MFClient and MFAPI Server followed by ungraceful disconnections initiated by MF.

Step	Action	Expected Result
1	Client connects (no market data/trading subscription) to MF	MF confirms client is connected; client confirms the successful connection
2	MF forces client to disconnect	Client is successfully disconnected and able to reconnect
3	MF disables and re-enables API connection	Client is successfully disconnected and able to reconnect
4	Client disconnects	MF confirms client is not connected

Heartbeating

Step

Action

Expected Result

Result (if different
from expected)

Sign Off

1

Client connects (no market data/trading
subscription) to MF

MF confirms client is connected;
client confirms the connection

2

Client confirms receipt of heartbeat
messages from MFAPI Server

MF confirms heartbeat interval setting

In the Classic API, the API Server will send the API Client a heartbeat message every 50 milliseconds
regardless of other activity.

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

Step

Action

Expected Result

Result (if different
from expected)

Sign Off

1

Client connects (no market data/trading
subscription) to MF

MF confirms client is connected;
client confirms the connection

2

Client subscribes to EUR/USD form one
feed any feed (market data/trading)

Client receives subscription enabled
snapshot, followed by incremental
market data

3

The Client will end their subscription to
(market data/trading)

MF to confirm the Client is no longer
subscribed

Customer Application should call MFClient.stop(). The corresponding run() invocation will exit with the appropriate
status code.

4

The Client will end the session and logout

MF to confirm that the Client is no longer
logged in or connected.

To disconnect from the MFAPI server, the Customer Application should call MFClient.close()

Dropped Connection/Recovery

Venue Disconnect - Client detection

Client Disconnection - MF/venue response.

Step

Action

Expected Result

Result (if different
from expected)

Sign Off

1

Client connects (no market data/trading
subscription) to MF

MF confirms client is connected;
client confirms the connection

2

Client subscribes to EUR/USD form one
feed any feed

Client receives subscription enabled
snapshot, followed by incremental
market data

3

MF stop the FeedServer, to disable the
venue connection

Client detects venue disconnection
but remains connected to the MFClient

4

MF 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.

Subscription method can be manual or using sticky subscription as described in the user manual.

Sequence Number Scenarios

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

Seq Num lower than expected from both perspectives.