Verify that all Client Timestamps are expressed as UTC in all messages
HeartBtInt
SessionType = RFS
Username/Password - correct
VenueName = ?/?
Receive TestRequest, correctly send Heartbeat response.
Correctly handles resent messages and/or SequenceResetGapFill messages.
Receive TestRequest, correctly send Heartbeat response.
Expect disconnect.
Correctly sends TestRequest, wait for response (this is synchronisation complete).
Correctly resends messages and/or SequenceResetGapFill messages.
Correctly disconnects.
In the absence of sending other messages, the Client publishes Heartbeat messages at their specified interval (Logon HeartBtInt)
In the event that no message has been received from MF after the HeartBtInt, the Client
MF TestRequest: send Heartbeat response.
Venue Connectivity
UserRequest
LogOnUser
UserNotification
ErrorReport
LoggedOn
LoggedOff
-focus on _outbound_ message correctness.
SPT, FWD, NDF, SWP, NDS, BLK, NDB (FXall)
Allocations
Zero net allocs
Buy/Sell/Two-Way
Base/Term ccy qtys
OFF/SEF/MTF
Rejection (Minimally Credit check failure vs unsupported pair)
Timeout
Quote - as per QuoteRequest, plus
QuoteID Uniqueness
Indicative/Tradeable
Regulatory
SEF
MTF
EDM/IDM - missing, wrong, correct - Client must observe and understand the Venue behaviour for each scenario.
OFF
Timeout
Execution Report
Accept
Reject (e.g. Credit Check failure)
Regulatory
SEF
MTF
OFF
https://confluence.marketfactory.com/download/attachments/11568412/RFQ_Test_Cases_Maker_03072019.xlsx
https://confluence.marketfactory.com/download/attachments/11568420/TCPITestCasesv5%200%20-SEF.xlsx
Venue side (private to MF)
Increase our sequence number
Decrease our sequence number
Decrease the sequence number we expect
Increase the sequence number we expect
Test force disconnect & automatic reconnect of session
Test regular disconnect of session