Markup Calculator

get

https://live.moment-api.com/v1/analytics/{instrument_id}/markup-calculator/

Get markup-adjusted prices and yields for a given instrument and risk group, for each leg of a trade.

For the user: the returned price and yields will be net of all markups (from street to introducing broker, and introducing broker to user).
For the ib (introducing broker): the returned price and yields will be net of the street markup (from street to introducing broker).
For the street: the returned price and yields will not include any of the markups.

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Path Params

instrument_id

string

required

The ID of the instrument for which to calculate markups.

Query Params

price

number

required

The price to calculate markups, represented as a percentage of par. For a typical $1,000 par value bond, a price of $90 values the bond at $900.

risk_group_id

string

The ID of the risk group to calculate markups for. If left null, and a single risk group exists for the organization, it will be used as the default risk group. If left null, and more than one risk group exists, the request will fail.

yield_to_worst

number

The yield to worst is the lowest possible annual rate of return that a bond can have assuming that it does not default.

side

string

enum

required

The side of the trade.

buy Markups will be added (from street to introducing broker, and from introducing broker to user).
sell Markups will be subtracted (from street to introducing broker, and from introducing broker to user).

Allowed:

leg

string

enum

required

The leg of the trade, with the given price and yield to worst already accounting for the markups.

user The given price and yield will be net of all markups (from street to introducing broker, and introducing broker to user).
ib The given price and yield will be net of the street markup (from street to introducing broker).
street The given price and yield will not include any of the markups.

Allowed:

trade_size

number

The trade size of an order in face value. For example, most corporate bonds have a face value of $1000, so a trade_size of $3000 indicates a trade for 3 bonds.

Response

200Successful response