Simulate Fill
Authorizations
Issue from /v1/keys (or admin-issued for enterprise tier).
Headers
Body
1 - 256Share quantity as a decimal string
UTC ISO-8601 timestamp of the reconstructed book
256200BUY, SELL midpoint, top_of_book, depth_walk, depth_walk_depletion Optional limit. BUY will not walk above; SELL will not walk below.
Round-trip latency to model, in milliseconds. The order is priced against the book as it stood when the order ARRIVED, not when it was decided. RECOMMENDED: 104, our measured production API p50 — a backtest at 0 ms assumes you traded on a book nobody could have seen yet, which flatters fast strategies. It defaults to 0 only because changing it would silently move every existing caller's results without a line of their code changing.
0 <= x <= 60000Position in the queue at each price level: 0.0 = front (filled first), 1.0 = back (filled last). Only affects RESTING orders.
Defaults to 1.0 deliberately. We cannot observe our own order in the venue's queue, so the only honest default is to assume you were last. Assuming the front is the easiest way to manufacture an edge that does not survive live trading.
Response
Successful Response
high, medium, low, provisional midpoint, top_of_book, depth_walk, depth_walk_depletion