Subscription for Trading and Pricing
TBD PRICE TIERS / CORE STREAMS
| 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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