API Reference

UAT Mock Instruments Guide

Market-Data

For Market-data, below has been configured to facilitate both two-sided and one-sided quotes.

CUSIPSummaryLifecycle
880591DM1
38143C3G4		No QuotesSimulate illiquid bonds
3130A6RM1
931142DB6		Only BidsSimulate bid side only market
3130A2UW4
38143CFG1		Only OffersSimulate ask side only market
All in-scope cusips except the aboveBids and OffersSimulate two sides market

Trading

Moment's paper environment supports mock instruments with deterministic lifecycles for order testing purposes. All of these instruments will be published with constant offer price of 101, bid price of 100, and a max quantity of 500K.

CUSIPSummaryLifecycle
912810TD0Always rejects1. Rejected by pre-trade checks.
912810SX71 fill after 1 second1. Approved by pre-trade checks.
2. Wait for 1 second.
3. Filled entirely.
912810SU31 fill after 1 minute1. Approved by pre-trade checks.
2. Wait for 60 seconds.
3. Filled entirely.
912810SS82 fills, each after 1 minute1. Approved by pre-trade checks.
2. Wait for 60 seconds.
3. Partial fill for half of the order.
4. Wait for 60 seconds.
5. Fill for the remaining half of the order.
912810RY6Hang until market close1. Approved by pre-trade checks.
2. Wait until market close.
3. Expire to simulate market close.
912810RX81 fill after 1 minute, then hang until market close1. Approved by pre-trade checks.
2. Wait for 60 seconds.
3. Partial fill for half of the order.
4. Wait until market close.
5. Expire to simulate market close.

Note: For orders to be filled, the order needs to be submitted with -

1) Trade price matching the quote from OrderBook, and

2) Trade size should be less than or equal to the quantity offered for the matching quote in OrderBook.