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MTS LIVE - Parallel Liquidity - Test Coverage - Coggle Diagram
MTS LIVE - Parallel Liquidity - Test Coverage
Instrument Definition Event (Static data before snapshot) Tests
Single Sub Market Data Snapshot Received
Multiple Sub Market Data Snapshots Received
Instrument Definition Event (Snapshot before static data) Tests
Did not receive the Instrument Static Data initially, receive MD snapshot and then receive the Static Data for that instrument
Did not receive the Instrument Static Data initially, receive MD snapshot/MD Update and then receive the Static Data for that instrument
Market Data Snapshot Logic Tests
Matching criteria check on two Market Data Snapshots, two submarkets with positions on a single side
Side does not match
MD Entry ID suffix does not match
Exactly the same data
Mismatched quantity
Matching criteria check on one market data snapshots, two submarkets with position on both sides
Exactly the same data
MD Entry ID suffix does not match one side
MD Entry ID suffix does not match both sides
Mismatched quantity
Market Data Incremental Update Tests
Matching criteria check on one market data updates, two sub markets with positions on both sides
Exactly the same data
Mismatched quantity
Matching criteria check on one market data updates, two sub markets with positions on single sides
Side does not match
Exactly the same data
Mismatched quantity
Market Data Flow Test
Set-up - Instrument received
MD Update (Both Side)
MD Update (Both sides) differ sub market
MD Update (both sides) same sub market
MD Update (single side) differ sub market
MD Update (single side) same sub market
MD Snapshot (both sides) differ sub market
MD Snapshot (both sides) same sub market
MD Snapshot (Single side) differ sub market
MD Snapshot(Single side) same sub market
MD Update (single side)
MD Snapshot (Both Sides)
MD Snapshot (single side)
Instrument data