Skip to main content
POST
Simulate Fill

Authorizations

X-API-Key
string
header
required

Issue from /v1/keys (or admin-issued for enterprise tier).

Headers

authorization
string | null
X-API-Key
string | null
POLY_API_KEY
string | null
Poly-API-Key
string | null

Body

application/json
condition_id
string
required
Required string length: 1 - 256
shares
string
required

Share quantity as a decimal string

at
string
required

UTC ISO-8601 timestamp of the reconstructed book

token_id
string | null
Maximum string length: 256
outcome
string
default:Yes
Maximum string length: 200
side
enum<string>
default:BUY
Available options:
BUY,
SELL
fill_model
enum<string>
default:depth_walk
Available options:
midpoint,
top_of_book,
depth_walk,
depth_walk_depletion
limit_price
string | null

Optional limit. BUY will not walk above; SELL will not walk below.

latency_ms
integer
default:0

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.

Required range: 0 <= x <= 60000
queue_position
string
default:1.0

Position 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

vwap_fill_price
string | null
required
filled_shares
string
required
remaining_shares
string
required
slippage_bps
string | null
required
impact_bps
string | null
required
levels_used
integer
required
fee
string
required
book_age_ms
integer | null
required
price_source
string
required
confidence
enum<string>
required
Available options:
high,
medium,
low,
provisional
fill_model
enum<string>
required
Available options:
midpoint,
top_of_book,
depth_walk,
depth_walk_depletion
fee_model
string
required
provenance
Provenance · object
required
leakage
LeakageDisclosure · object
required
token_id
string | null
comp_token_id
string | null