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test_scenario.txt
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# Format: action_keyword key1=value1 key2=value2 ... key3=value3
# *** KEY ***
# * FIX tags or
# * column names from the oms_orders.csv file or
# * aliases
# * uuid = (tag)50
# * orderid = (tag)37
# * qty = (tag)38
#
# *** ACTIONS ***
# (mandatory keys have a trailing !)
# * FIX related
# * request_ioi uuid!=1234
# * reserve uuid!=1234 orderid!=456 qty!=1000
# * ack uuid!=1234 orderid!=456 qty!=1000
# * fill uuid!=1234 orderid!=456 qty!=1000
# * dfd uuid!=1234 orderid!=456 qty!=1000
# * wait uuid=1234 orderid=456 35=D
#
# * oms_orders.csv file related
# (column names: order_id is_active uuid symbol side shares price)
# * add_order order_id! is_active! uuid! symbol! side! shares! price!
# * update_order order_id! shares=10000
# * remove_order order_id!
#
# * misc
# * set uuid=1234 orderid=456
# * end (end the session and the terminate the app)
# * continue (continue forever until the app is killed)
# Example of a real scenario
update_order order_id=456 is_active=True
update_order order_id=456 shares=1000 label="starts with small qty"
request_ioi uuid=1234
wait uuid=1234 orderid=456 35=D qty=1000 label="BBG sends indication"
reserve uuid=1234 orderid=456 qty=1000 label="Request the full (small) qty"
wait uuid=1234 orderid=456 35=G qty=0 label="BBG reduced shs"
wait uuid=1234 orderid=456 35=D 39=0 label="BBG accepted reserve request"
ack uuid=1234 orderid=456 qty=1000
update_order order_id=456 shares=10000 label="Update to larger qty"
wait uuid=1234 orderid=456 35=G qty=10000 label="BBG updates shs"
reserve uuid=1234 orderid=456 qty=10000 label="Reserve for larger qty"
wait uuid=1234 orderid=456 35=G qty=0 label="BBG reduced shs"
wait uuid=1234 orderid=456 35=D 39=0 qty=10000 label="BBG accepted reserve request"#
fill uuid=1234 orderid=456 qty=1000
dfd uuid=1234 orderid=456 qty=1000
wait uuid=1234 orderid=456 35=G qty=9000 label="BBG sent reduced shs"
# Test 100% fill with cancelling of the order
update_order order_id=456 shares=2222 label="Update to recognizable qty"
reserve uuid=1234 orderid=456 qty=2222 label="Reserve"
wait uuid=1234 orderid=456 35=G qty=0 label="BBG reduced shs=0"
wait uuid=1234 orderid=456 35=D 39=0 qty=2222 label="BBG accepted reserve request"
fill uuid=1234 orderid=456 qty=2222
wait uuid=1234 orderid=456 35=G qty=0 label="BBG sent reduced shs=0"
wait uuid=1234 orderid=456 35=F label="BBG sent cancel"
continue