QuickFix 验收测试

发布于 2024-12-29 12:17:50 字数 189 浏览 1 评论 0原文

有人可以解释一下 QuickFix 的验收测试到底需要做什么(测试)吗? 现在我已经做了几个测试来测试消息的延迟和吞吐量,但我不知道 QuickFix 的验收测试应该测试什么。
我在网上搜索过这个问题,但没有找到问题的答案。因此,如果有人知道我必须测试什么或已经做过此类测试,请将其写在这里,以便我和其他像我一样的人可以看到它。感谢您提前提供的所有帮助。

May someone please explain what exactly acceptance test for QuickFix have to do(test for)?
Right now i have done several test that test the latency and througput of messages but i have no idea what the acceptance test for QuickFix shoud test.
I have searched over the net for this but i didnt manage to find the answer of the question. So if someone know what i have to test for or have done such test please write it here so i and other like me can see it. Thanks for all the help in advance.

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誰ツ都不明白 2025-01-05 12:17:50

通过“验收测试”,我假设您指的是某种一致性测试?如果是这样,那么这取决于您尝试测试的业务场景以及 FIX 连接如何支持该业务场景。例如,您的 FIX 连接可能是定价源。在这种情况下,一致性测试可能包括:

  1. 修复会话级别测试(即检查双方是否符合 FIX 协议
  2. 测试对符号的订阅以及正在接收的价格

但是,如果您的 FIX 会话是订单提要,则测试将包括订单相关场景例如,测试您是否可以提交订单、接收订单更新(执行、拒绝和取消等),如果您断开连接,则测试订单的行为(即,如果您与交易所失去连接,您的 GTC 订单是否会被撤回)

STP 一致性 。测试有望得到答案诸如以下问题:

  1. 我如何保证已收到所有交易?
  2. 如何重放在断开连接时可能完成的交易?
  3. 如何唯一地标识交易(即哪些 FIX 标签或标签组合可以执行此操作)?我需要)

无论您是对 STP、定价还是订单修复会话进行一致性测试,您总是希望进行基本的修复会话级别测试,

这有帮助吗?

By 'acceptance test' I'm assuming you are referring to some kind of conformance test? If so, then it depends on the business scenario that you are trying to test and how the FIX connection supports that. For example, you FIX connection might be a pricing feed. In which case conformance testing might cover:

  1. Fix session level tests (i.e. checking both sides are conforming to the FIX protocol
  2. Testing subscription to symbols and that prices are being received

However, if you FIX session was an order feed then tests would include order related scenarios e.g. testing that you can submit orders, receive order updates (fills, rejections and cancellations etc). Testing the behaviour of orders if you get disconnected (ie. do your GTC orders get pulled if you lose connection from the exchange etc)

An STP conformance test would hopefully result in answers to questions like:

  1. How do I guarantee that I have received all the deals
  2. How can I replay deals that might have been done whilst I've been disconnected?
  3. How do I uniquely identify a trade? (i.e which FIX tags or combination of tags do I need)

Whether you are conformance testing an STP, pricing or orders fix session, you will always want to do the basic fix session level tests.

Do this help?

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