11/28/2023 0 Comments Protocol message sequence diagramWriting messaging test cases and validationsĪn actor plays a role with regard to a system described by an Orchestra file.Receiving machine-readable definitions of message exchange behaviors can be used for … Unlike legacy data dictionaries, Orchestra provides a way to specify each scenario individually rather than as a conglomeration of all its use cases. Each use case of a message type is known in Orchestra as a scenario. For instance, an execution conveys a trade quantity and price, while a rejection conveys a reject reason instead. The message layouts of ExecutionReport events are slightly different for each use case. An ExecutionReport is sent when when an order is booked, when it executes immediately- either partially or fully, when it is rejected, and so forth. In FIX, message types are overloaded for meaning. The Orchestra XML schema provides the means to express what kinds of responses are possible to a message, and when each possibility applies. Overall, we call these application behavioral patterns workflow. Some messages are part of a synchronous request/response pattern while others are asynchronous or unsolicited. To use a service offering, a counterparty must send the right kind of message for the circumstances. The expected message exchange behaviors are important part of the rules of engagement between counterparties. OverviewĪ session in FIX or other financial industry protocol involves an exchange of application messages of various types (aside from the messages of the underlying session and transport protocols). Scenarios are the key to Orchestra’s power. In addition to message structures, an Orchestra file can also convey the workflow, or expected message exchange behaviors of a service offering. Orchestra Concepts Part 2: Workflow and Scenarios
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