epam / epam/java-cme-mdp3-handler
MBP Order Book is incorrectly constructed after Step2 in CME AutoCert test "Channel Reset for Market by Price"
- Dominant language
- Java
- Stars
- 83
- Forks
- 38
- PR merge metrics
- No merged PRs in 30d
Description
MBP Order Book is incorrectly constructed after Step2 in CME AutoCert test "Channel Reset for Market by Price".
"Channel Reset for Market by Price" steps are:
Step1: Confirm books are empty for the selected instruments.
Step2: Receive market data for a set of orders.
**Expected MBP Order Book:**
Order Book 0ZQZ7 :
Bid : 61@9877.5 (2), 212@9877 (2), 113@9876.5 (2), 152@9876 (2), 89@9875.5 (1)
Ask : 87@9878.5 (1), 75@9879 (1), 49@9879.5 (1), 57@9880 (1), 85@9880.5 (1)
**Actual MBP Order Book:**
[INFO ] 2017-09-20 16:16:35.217 [main] MBOWithMBPMain - MBP Book for '998080'
1 - bid['9877.5' - '61' == '2'] ask['9878.5' - '87' == '1']
2 - bid['9877.0' - '212' == '2'] ask['9879.0' - '75' == '1']
3 - bid['9876.5' - '113' == '2'] ask['9879.5' - '49' == '1']
4 - bid['9876.0' - '152' == '2'] ask['9880.0' - '57' == '1']
5 - bid['9875.5' - '89' == '1'] ask['9880.5' - '85' == '1']
6 - **bid['9870.5' - '28' == '1']** ask['9.223372036854775E11' - '0' == '0']
UDP dump files are attached: [UDP_Dump.zip](https://github.com/epam/java-cme-mdp3-handler/files/1317915/UDP_Dump.zip)
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.