For the slow-session replay, I would also check what the client displays after it skips intermediate book updates. Give each replacement snapshot a sequence marker and an explicit fresh/stale state, then test an old queued delta arriving after that snapshot. A fast fan-out can still leave one screen wrong if it accepts that old delta.
Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
For the slow-session replay, I would also check what the client displays after it skips intermediate book updates. Give each replacement snapshot a sequence marker and an explicit fresh/stale state, then test an old queued delta arriving after that snapshot. A fast fan-out can still leave one screen wrong if it accepts that old delta.