Connect/Logon
- Establish that the MFClient is able to successfully connect to the API Server
- Confirm that the MFClient is able to subscribe for pricing and for trading (Note that the subscription request identifier clSubID should be used to track the subscription request. Once subscribed to both pricing and trading, the client will receive quote requests for instruments to stream to the venue.)
- Customer to confirm the return code for subscriptions
- Once subscribed confirm receipt of quote requests
Step | Action | Expected Result | Result (if different from expected) | Sign Off |
|---|---|---|---|---|
| 1 | Client connects (no market data/or 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 |
Subscription for Trading and Pricing
| 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 successful connection | ||
| 2 | Client subscribes to Trading and Pricing | Client receives subscription enabled messages for both Trading and Pricing | ||
| 3 | MF to confirm quote requests from the venue directly following subscription | The Client confirms receipt of quote requests to stream prices. | ||
| 4 | The 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)
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.
Overview
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