openapi: 3.2.0
info:
  title: Execution Orders API
  description: 'Moment''s Orders API is a modern platform for algorithmic fixed income trading.

    For complete documentation on the Orders API and to obtain your keys, visit:

    Moment API Documentation.

    Once you have your keys, go to the environments tab to quickly get started.'
  version: 1.0.0
  contact:
    name: Moment Support
    email: support@withmoment.com
    url: https://withmoment.com/support
servers:
- url: https://live.moment-api.com
- url: https://paper.moment-api.com
tags:
- name: Execution Orders
paths:
  /v1/trading/order/{id}/execution-order/custodian/manual/:
    post:
      tags:
      - Execution Orders
      summary: Create a Custodian Manual Execution Order
      description: 'Creates an execution order routed directly to a custodian for the given parent order.


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - `amount.type` must be `shares` or `notional`. `par` is not supported on this endpoint.

        - `limit_price`, when provided, is interpreted as price per share.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderCustodianManual
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_CustodianManual'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/external/:
    post:
      tags:
      - Execution Orders
      summary: Create an External Trade Execution Order
      description: 'Creates an execution order for processing an external trade for the specified order. A user may want to trade off-platform and report the trade to Moment for record-keeping & updating the order status, this endpoint facilitates that.


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderExternalTrade
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_External'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/lob/manual/:
    post:
      tags:
      - Execution Orders
      summary: Create a LOB Manual Execution Order
      description: 'Creates an execution order for trading on the limit order book for a specific venue and ISIN.


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderLobManual
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_LOBManual'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/lob/sor/:
    post:
      tags:
      - Execution Orders
      summary: Create a LOB SOR Execution Order
      description: 'Creates an execution order for trading on the limit order books using Smart Order Routing (SOR).


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderLobSor
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_LOBSOR'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/rfq/autoex/:
    post:
      tags:
      - Execution Orders
      summary: Create an AutoEx RFQ Execution Order
      description: 'Creates an AutoEx RFQ execution order for the given order.


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderAutoExRFQ
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_AutoExRFQ'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/rfq/manual/:
    post:
      tags:
      - Execution Orders
      summary: Create an RFQ Quote Response Execution Order
      description: 'Creates an execution order in response to an RFQ quote for the given order.


        **Requirements:**

        - The parent order must be in the `pending_execution` or `partially_filled` state.

        - Multiple execution orders can be created for a single order provided that the sum of their open quantities does not exceed the open quantity of the order.


        Once submitted, you will receive one of the following events:

        - A `system_update` event with an `event_type` of `execution_order_request` that indicates the request was received.

        - A `system_update` event with an `event_type` of `execution_order_reject` if the request fails.

        - An `order_update` event with an `event_type` of `execution_order_create` if the request succeeds & is pending execution.


        All events include the `execution_order_id`.'
      operationId: createExecutionOrderManualRFQ
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Parent-Organization
        in: header
        required: true
        schema:
          type: string
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExecutionOrderRequest_ManualRFQ'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExecutionOrderResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/{execution_order_id}/:
    delete:
      tags:
      - Execution Orders
      summary: Cancel an Execution Order
      description: 'Cancels the specified execution order for the given order.


        **Requirements:**

        - The execution order must be in the `pending_execution` or `partially_filled` state.


        Event notifications:

        - On Reciept: a `system_update` event with an `event_type` of `execution_order_cancel_request`.

        - On failure: a `system_update` event with an `event_type` of `execution_order_cancel_reject`.

        - On success: an `order_update` event with an `event_type` of `execution_order_cancel`.


        All events include the `execution_order_id`.'
      operationId: cancelExecutionOrder
      parameters:
      - name: Moment-User
        in: header
        required: true
        schema:
          type: string
      - name: Moment-Organization
        in: header
        required: true
        schema:
          type: string
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: execution_order_id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/ExecutionOrderID'
      responses:
        '204':
          description: The cancellation request for the execution order has been submitted.
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
  /v1/trading/order/{id}/execution-order/{execution_order_id}/external/trade-report/:
    post:
      tags:
      - Execution Orders
      summary: Report an External Trade
      description: 'Reports an executed external trade for a pre-existing execution order.


        **Requirements:**

        - An execution order of protocol `external` must exist.

        - The execution order must be in the `pending_execution` state.


        Event notifications:

        - On Reciept: a `system_update` event with an `event_type` of `external_trade_report_request`.

        - On failure: a `system_update` event with an `event_type` of `external_trade_report_rejected`.

        - On success: an `order_update` event with an `event_type` of `execution` which includes the trade details & the execution order ID linked to the trade.


        All events include the `external_trade_report_id`.'
      operationId: reportExternalTrade
      parameters:
      - name: id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/OrderID'
      - name: execution_order_id
        in: path
        required: true
        schema:
          $ref: '#/components/schemas/ExecutionOrderID'
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/ExternalTradeReport'
        required: true
      responses:
        '201':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ExternalTradeReportResponse'
        '400':
          description: Bad Request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/APIError'
components:
  schemas:
    ExecutionOrderID:
      description: The unique ID of the execution order.
      type: string
      example: 01JBFQZXMWZ08XDMTG08P2Z4XT
    PriceValueType:
      title: Price Value Type
      type: string
      description: The method used to represent the price value.
      enum:
      - percent
      - discount_yield
      - spread
      - money_market_yield
      - per_share
      x-enumNames:
      - PriceValueTypePercent
      - PriceValueTypeDiscountYield
      - PriceValueTypeSpread
      - PriceValueTypeMMYield
      - PriceValueTypePerShare
      default: percent
    FeeType:
      title: Fee Type
      type: string
      description: The type of fee to apply to the order. Valid values are "markup", "commission", and "sales_credit".
      enum:
      - markup
      - commission
      - sales_credit
      x-enumNames:
      - FeeTypeMarkup
      - FeeTypeCommission
      - FeeTypeSalesCredit
    SnapshotQuote:
      type: object
      properties:
        yield_to_maturity:
          type: number
          format: double
          description: 'Deprecated: not mapped to domain model, will be removed. Use post_fee_ytm instead.'
          deprecated: true
        yield_to_worst:
          type: number
          format: double
          description: 'Deprecated: not mapped to domain model, will be removed. Use post_fee_ytw instead.'
          deprecated: true
        size:
          type: integer
        min_size:
          type: integer
        venue_mpid:
          type: string
        spread_benchmark_isin:
          type:
          - string
          - 'null'
        spread_to_benchmark_bps:
          type:
          - string
          - 'null'
        min_balance_remaining:
          type:
          - integer
          - 'null'
        min_increment:
          type:
          - integer
          - 'null'
        source:
          type: string
          enum:
          - LOB
          - RFQ
        pre_fee_price:
          type: number
          format: double
        post_fee_price:
          type: number
          format: double
        pre_fee_ytw:
          type: number
          format: double
          description: Pre-fee yield to worst (street price, no fees).
        post_fee_ytw:
          type: number
          format: double
          description: Post-fee yield to worst (inclusive of Moment fees).
        pre_fee_ytm:
          type: number
          format: double
          description: Pre-fee yield to maturity (street price, no fees).
        post_fee_ytm:
          type: number
          format: double
          description: Post-fee yield to maturity (inclusive of Moment fees).
        pre_fee_spread_bps:
          type:
          - number
          - 'null'
          format: double
        post_fee_spread_bps:
          type:
          - number
          - 'null'
          format: double
        side:
          type: string
          enum:
          - bid
          - ask
        disabled:
          type: boolean
        rfq_quote_status:
          type: string
        rfq_id:
          type: string
        venue_quote_id:
          type: string
        settlement_date:
          type: integer
          format: int64
      required:
      - size
      - min_size
      - venue_mpid
      - source
      - pre_fee_price
      - post_fee_price
      - pre_fee_ytm
      - pre_fee_ytw
      - post_fee_ytm
      - post_fee_ytw
      - side
      - disabled
      - settlement_date
    ExternalTradeReportResponse:
      type: object
      properties:
        external_trade_report_id:
          $ref: '#/components/schemas/ExternalTradeReportID'
      required:
      - external_trade_report_id
    ExternalTradeReport:
      type: object
      properties:
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the trade.
          type:
          - string
          - 'null'
        bypass_street_side_leg:
          description: Flag to bypass street side leg. If true, we will not send the street side to the custodian.
          type: boolean
          example: false
          default: false
          x-go-type-skip-optional-pointer: true
        bypass_trade_booking:
          description: Flag to bypass trade booking. If true, the trade will not be booked in the system.
          type: boolean
          example: true
        client_external_trade_report_id:
          description: The client-provided idempotency key.
          type: string
        counterparty_clearing_firm_id:
          description: DTC ID of the counterparty's clearing firm.
          type: string
          example: '0123'
          x-go-type-skip-optional-pointer: true
        counterparty_id:
          description: MPID of the counterparty involved in the street trade.
          type: string
          example: MMNT
          x-go-type-skip-optional-pointer: true
        execution_id:
          description: Trade ID. Often times this will be the ID of the execution made at an external venue.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        external_trade_report_id:
          description: 'Optional external trade report ID. If provided, this ID will be used instead of auto-generating one.

            Must start with ''etr_'' followed by a valid ULID.

            If not provided, the system will generate a unique ID automatically.

            '
          type: string
          example: etr_01JBFQZXMWZ08XDMTG08P2Z4XT
        price:
          description: The trade price. For mutual funds, if not provided, the backend will use the parent order's estimated price (NAV).
          type:
          - number
          - 'null'
          format: double
        settle_date:
          description: The settlement date for the trade.
          type: string
          format: date-time
        snapshot_id:
          description: Optional quote snapshot ID. If provided, this snapshot ID will be used instead of creating a new one.
          type: string
        trade_time:
          description: The timestamp when the trade occurred.
          type: string
          format: date-time
      required:
      - client_external_trade_report_id
      - amount
      - trade_time
      - settle_date
      - bypass_trade_booking
      title: External Trade Report
    OrderSize:
      type: object
      title: Amount
      description: 'The Amount of an order with a specified `type` indicating how the amount is represented.

        - **Par:** Represents the order size in face value (e.g., a corporate bond with a $1,000 face value).

        - **Notional:** Represents the order size in notional dollar value.

        - **Shares:** Represents the order size in number of shares (for equities).'
      properties:
        value:
          type: number
          example: 10000
          x-go-type: float64
        type:
          type: string
          enum:
          - par
          - notional
          - shares
          default: par
          x-enumNames:
          - SizeTypePar
          - SizeTypeNotional
          - SizeTypeShares
      required:
      - value
      - type
    ExecutionOrderResponse:
      type: object
      properties:
        execution_order_id:
          $ref: '#/components/schemas/ExecutionOrderID'
      required:
      - execution_order_id
    TwapParameters:
      title: TWAP Parameters
      type: object
      description: 'Parameters for a time-weighted average price (TWAP) algo. The algo slices the order into

        smaller pieces and works them evenly over the specified time window, aiming to match the

        time-weighted average price of the instrument over that window.'
      properties:
        start_time:
          type: string
          format: date-time
          description: Start of the absolute window to work the order.
        end_time:
          type: string
          format: date-time
          description: End of the absolute window to work the order.
        would:
          $ref: '#/components/schemas/WouldParameters'
        participate_opening_auction:
          type: boolean
          description: Whether the algo should participate in the opening auction.
          default: false
          x-go-type-skip-optional-pointer: true
        participate_closing_auction:
          type: boolean
          description: Whether the algo should participate in the closing auction.
          default: false
          x-go-type-skip-optional-pointer: true
        aggressiveness:
          $ref: '#/components/schemas/AggressivenessLevel'
        max_participation_percent:
          type:
          - integer
          - 'null'
          format: int64
          description: Hard ceiling on participation of market volume, as a percent (e.g. 20 = 20%).
    Price:
      title: Price
      type: object
      description: Price value with type specification for different pricing methods.
      required:
      - value
      - type
      properties:
        value:
          $ref: '#/components/schemas/Decimal'
        type:
          $ref: '#/components/schemas/PriceValueType'
        benchmark_isin:
          type:
          - string
          - 'null'
          description: The ISIN of the benchmark security, required when type is 'spread'.
    TimeInForce:
      title: Time In Force
      type: string
      description: Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
      enum:
      - day
      - good_till_date
      - at_the_opening
      - at_the_close
      x-enumNames:
      - Day
      - GoodTillDate
      - AtTheOpening
      - AtTheClose
    VwapParameters:
      title: VWAP Parameters
      type: object
      description: 'Parameters for a volume-weighted average price (VWAP) algo. The algo works the order in

        proportion to the expected market volume profile over the specified time window, aiming to

        match the volume-weighted average price of the instrument over that window.'
      properties:
        start_time:
          type: string
          format: date-time
          description: Start of the absolute window to work the order.
        end_time:
          type: string
          format: date-time
          description: End of the absolute window to work the order.
        would:
          $ref: '#/components/schemas/WouldParameters'
        participate_opening_auction:
          type: boolean
          description: Whether the algo should participate in the opening auction.
          default: false
          x-go-type-skip-optional-pointer: true
        participate_closing_auction:
          type: boolean
          description: Whether the algo should participate in the closing auction.
          default: false
          x-go-type-skip-optional-pointer: true
        aggressiveness:
          $ref: '#/components/schemas/AggressivenessLevel'
        max_participation_percent:
          type:
          - integer
          - 'null'
          format: int64
          description: Hard ceiling on participation of market volume, as a percent (e.g. 20 = 20%).
    FeeAmountType:
      title: Fee Amount Type
      type: string
      description: "The method used to calculate the fee amount. Supported types include:\n\n- `percentage_of_par`: Fee as a percentage of par value.\n  Example: `0.10` = 10 basis points of par value.\n\n- `percentage_of_market_value`: Fee as a percentage of the quote price (market value).\n  Example: `1` = 1% of market value.\n\n- `yield_bps`: Fee expressed in yield terms, in basis points.\n  Example: `100` = 100 basis points of yield.\n\n- `percentage_of_concession`: Fee applies to concession based quoting mechanism, especially for new issue CDs.\n  Example: `50` = 50 percent of all concession from the dealer.\n"
      enum:
      - percentage_of_par
      - percentage_of_market_value
      - yield_bps
      - percentage_of_concession
      x-enumNames:
      - FeeAmountTypePercentageOfPar
      - FeeAmountTypePercentageOfMarketValue
      - FeeAmountTypeYieldBps
      - FeeAmountTypePercentageOfConcession
    ExitCriteria:
      type: object
      title: Exit Criteria
      required:
      - timeout
      properties:
        timeout:
          type: string
          format: duration
          description: Timeout for the execution order.
    Decimal:
      title: Decimal
      oneOf:
      - type: number
      - type: string
      description: Decimal number.
      x-go-type: decimal.Decimal
      x-go-type-import:
        path: github.com/shopspring/decimal
    ExecutionCriteria:
      type: object
      title: Execution Criteria
      required:
      - min_wait_time
      - min_number_quotes
      properties:
        min_wait_time:
          type: string
          format: duration
          description: Minimum wait time for the execution order.
        min_number_quotes:
          type: integer
          description: Minimum number of quotes required on the side of the order, before execution can proceed. If the protocol is `request_for_quote`, this is the minimum number of RFQ quotes required. If the protocol is `limit_order_book`, this is the minimum number of LOB quotes required.
        max_transaction_cost_dollar:
          type: string
          description: Maximum transaction cost in dollars. Max buy price = estimated price * par value + maxDollar, Min sell price = estimated price * par value - maxDollar. Ex. a value of `5` would mean the transaction cost must be within $5 of the instrument's estimated price in dollars, meaning when buying a bond with a estimated price of $100 and a par value of $1000, the transaction cost must be below $1005.
          example: '5'
        max_transaction_cost_percent:
          type: string
          description: Maximum transaction cost in percent. Max buy price = estimated price * (1 + maxPct / 100), Min sell price = estimated price * (1 - maxPct / 100). Ex. a value of `5` would mean the transaction cost must be within 5% of the instrument's estimated price in percent, meaning when buying a bond with a estimated price of $100, the transaction cost must be below $105.
          example: '5'
        max_transaction_cost_yield:
          type: string
          description: Maximum transaction cost in yield. Max buy yield = estimated ytw - maxYTW, Max sell yield = estimated ytw + maxYTW. Ex. a value of `0.5` would mean the transaction cost must be within 50 bps of the instrument's estimated yield, meaning when buying a bond with an estimated yield to worst of 1.5%, the transaction cost must be above 1.0%.
          example: '0.5'
    Fee:
      title: Fee
      type: object
      description: The fee to apply to the order.
      properties:
        fee_type:
          $ref: '#/components/schemas/FeeType'
        fee_amount_type:
          $ref: '#/components/schemas/FeeAmountType'
        recipient_id:
          type: string
          description: Unique ID of the recipient of the fee.
          x-go-name: RecipientID
          x-go-type-skip-optional-pointer: true
        recipient_type:
          $ref: '#/components/schemas/RecipientType'
        fee_amount:
          description: Fee amount to apply to the order.
          $ref: '#/components/schemas/Decimal'
        max_fee_amount:
          description: Maximum fee amount to apply to the order.
          $ref: '#/components/schemas/NullableDecimal'
        max_fee_amount_type:
          $ref: '#/components/schemas/FeeAmountType'
        fee_name:
          type: string
          description: Optional name for the fee, for easier identification.
      required:
      - fee_type
      - fee_amount_type
      - fee_amount
    ExecutionOrderRequest_CustodianManual:
      type: object
      properties:
        algo_parameters:
          $ref: '#/components/schemas/AlgoParameters'
        all_or_none:
          description: Flag to indicate if the order should be executed as an All or None order.
          type: boolean
          example: true
          x-go-type-skip-optional-pointer: true
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the execution order.
          type:
          - string
          - 'null'
        client_execution_order_id:
          description: Idempotency key for the execution order request.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        limit_price:
          description: 'Limit price (per share) of the execution order request. If omitted, the execution order inherits its price and order type from the parent order: market parent orders ship as market orders, limit parent orders use the parent limit price.'
          type:
          - number
          - 'null'
          format: double
        principal_account_id:
          $ref: '#/components/schemas/PrincipalAccountID'
        suppress_pmp_check:
          description: Flag to toggle if the Prevailing Market Price (PMP) check should be suppressed for the execution order.
          type: boolean
          default: false
          x-go-type-skip-optional-pointer: true
        time_in_force:
          description: Time in force for the execution order. Absence is interpreted as day.
          allOf:
          - $ref: '#/components/schemas/TimeInForce'
          x-go-type-skip-optional-pointer: true
        trader_id:
          description: an option to supply with a new trader ID
          type: string
          x-go-type-skip-optional-pointer: true
      required:
      - client_execution_order_id
      - amount
    ExecutionOrderRequest_AutoExRFQ:
      type: object
      properties:
        all_or_none:
          description: Flag to indicate if the order should be executed as an All or None order.
          type: boolean
          example: true
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the execution order.
          type:
          - string
          - 'null'
        client_execution_order_id:
          description: Idempotency key for the execution order request.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        execution_criteria:
          $ref: '#/components/schemas/ExecutionCriteria'
        exit_criteria:
          $ref: '#/components/schemas/ExitCriteria'
        fees:
          type: array
          items:
            $ref: '#/components/schemas/Fee'
          x-go-type-skip-optional-pointer: true
        limit_price:
          description: Limit price of the execution order request. If omitted, the order will inherit the limit price of the order, if exists.
          type:
          - number
          - 'null'
          format: double
        principal_account_id:
          $ref: '#/components/schemas/PrincipalAccountID'
        rfq_protocol_parameters:
          type: array
          items:
            $ref: '#/components/schemas/RFQProtocolParameters'
        skip_lob_quotes:
          description: Flag to indicate whether to skip matching LOB quotes and only use RFQ quotes.
          type: boolean
          default: false
        trader_id:
          description: an option to supply with a new trader ID
          type: string
          x-go-type-skip-optional-pointer: true
      required:
      - client_execution_order_id
      - amount
      - rfq_protocol_parameters
      - execution_criteria
      - skip_lob_quotes
    AggressivenessLevel:
      title: Aggressiveness Level
      type: string
      description: 'Execution aggressiveness for a custodian algo. Required by some custodians (e.g. Fidelity);

        ignored by custodians without an equivalent concept (e.g. Schwab).'
      enum:
      - passive
      - neutral
      - aggressive
      x-enumNames:
      - AggressivenessLevelPassive
      - AggressivenessLevelNeutral
      - AggressivenessLevelAggressive
    RFQProtocolParameters:
      type: object
      title: RFQ Protocol Parameters
      required:
      - venue_mpid
      - type
      - disclosure
      properties:
        venue_mpid:
          type: string
          description: The MPID of the venue.
        type:
          type: string
          description: The type of the RFQ.
          enum:
          - bin
          - asap
        disclosure:
          type: string
          description: The disclosure for the RFQ. Currently, only `disclosed` is supported.
          enum:
          - disclosed
          - anonymous
        due_after:
          type: string
          format: duration
          description: Specifies how duration following RFQ creation, after which the RFQ becomes due.
          example: 20m
        subject_after:
          type: string
          format: duration
          description: Specifies the duration following the due time (or submission time if no due time is defined) during which quotes are considered subject.
        expire_after:
          type: string
          format: duration
          description: Specifies the duration following the latest of due time, subject time, or submission time, after which the RFQ expires.
    RecipientType:
      title: Recipient Type
      type: string
      description: The type of recipient for the fee.
      enum:
      - executing_broker
      - introducing_broker
      - advisor
      - customer
      x-enumNames:
      - RecipientTypeExecutingBroker
      - RecipientTypeIntroducingBroker
      - RecipientTypeAdvisor
      - RecipientTypeCustomer
    PovParameters:
      title: POV Parameters
      type: object
      description: 'Parameters for a percentage-of-volume (POV) algo. The algo participates in the market at a

        target percentage of the traded volume, speeding up or slowing down as market volume changes

        rather than working to a fixed time schedule.'
      required:
      - target_participation_percent
      properties:
        target_participation_percent:
          type: integer
          format: int64
          description: Target participation rate of market volume, as a percent (e.g. 20 = 20%).
        max_participation_percent:
          type:
          - integer
          - 'null'
          format: int64
          description: Hard ceiling on participation, distinct from the target percent.
        start_time:
          type: string
          format: date-time
          description: Start of the absolute window to work the order.
        end_time:
          type: string
          format: date-time
          description: End of the absolute window to work the order.
        would:
          $ref: '#/components/schemas/WouldParameters'
        participate_opening_auction:
          type: boolean
          description: Whether the algo should participate in the opening auction.
          default: false
          x-go-type-skip-optional-pointer: true
        participate_closing_auction:
          type: boolean
          description: Whether the algo should participate in the closing auction.
          default: false
          x-go-type-skip-optional-pointer: true
        aggressiveness:
          $ref: '#/components/schemas/AggressivenessLevel'
    APIError:
      type: object
      description: Standard error response format returned by all API endpoints.
      properties:
        error:
          type: string
          description: Human-readable error message describing what went wrong.
        error_details:
          description: Additional structured information about the error.
          x-go-type: any
          x-go-type-skip-optional-pointer: true
          x-oapi-codegen-extra-tags:
            exhaustruct: optional
        error_type:
          $ref: '#/components/schemas/ErrorType'
      required:
      - error
      - error_type
    ExternalTradeReportID:
      description: The ID of the external trade report generated by Moment.
      type: string
      example: etr_01JBFQZXMWZ08XDMTG08P2Z4XT
    OrderRFQ:
      type: object
      title: Order RFQ
      description: Contains the required information about the RFQ that prompted the order.
      required:
      - id
      - contra_quote_id
      properties:
        id:
          type: string
          description: The ID of the RFQ that initiated the order request.
        contra_quote_id:
          type: string
          title: Contra Quote ID
          description: The ID of the quote that is being traded against.
    IsParameters:
      title: IS Parameters
      type: object
      description: 'Parameters for an implementation-shortfall (arrival price) algo. The algo balances market

        impact against timing risk to minimize slippage versus the arrival price, working more or

        less aggressively based on the aggressiveness level. Order type and limit price are carried

        on the order itself, not in these parameters.'
      properties:
        start_time:
          type: string
          format: date-time
          description: Start of the absolute window to work the order.
        end_time:
          type: string
          format: date-time
          description: End of the absolute window to work the order.
        would:
          $ref: '#/components/schemas/WouldParameters'
        participate_opening_auction:
          type: boolean
          description: Whether the algo should participate in the opening auction.
          default: false
          x-go-type-skip-optional-pointer: true
        participate_closing_auction:
          type: boolean
          description: Whether the algo should participate in the closing auction.
          default: false
          x-go-type-skip-optional-pointer: true
        aggressiveness:
          $ref: '#/components/schemas/AggressivenessLevel'
        max_participation_percent:
          type:
          - integer
          - 'null'
          format: int64
          description: Hard ceiling on participation of market volume, as a percent (e.g. 20 = 20%).
    NullableDecimal:
      title: Nullable Decimal
      oneOf:
      - type: number
      - type: string
      description: Nullable Decimal number.
      x-go-type: decimal.Decimal
      x-go-type-import:
        path: github.com/shopspring/decimal
    ExecutionOrderRequest_ManualRFQ:
      type: object
      properties:
        all_or_none:
          description: Flag to indicate if the order should be executed as an All or None order.
          type: boolean
          example: true
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the execution order.
          type:
          - string
          - 'null'
        client_execution_order_id:
          description: Idempotency key for the execution order request.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        counter_expiry_time:
          description: Duration in seconds until which the counter is valid
          type:
          - string
          - 'null'
        counter_price:
          description: Price of the counter. If is_counter is true, this field is required.
          $ref: '#/components/schemas/Price'
        fees:
          type: array
          items:
            $ref: '#/components/schemas/Fee'
          x-go-type-skip-optional-pointer: true
        is_counter:
          description: Flag to indicate if the order is a counter
          type: boolean
          default: false
          x-go-type-skip-optional-pointer: true
        principal_account_id:
          $ref: '#/components/schemas/PrincipalAccountID'
        quotes_snapshot:
          $ref: '#/components/schemas/QuotesSnapshot'
        rfq:
          $ref: '#/components/schemas/OrderRFQ'
        trader_id:
          description: an option to supply with a new trader ID
          type: string
          x-go-type-skip-optional-pointer: true
      required:
      - client_execution_order_id
      - amount
      - rfq
    ExecutionOrderRequest_External:
      type: object
      properties:
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the execution order.
          type:
          - string
          - 'null'
        client_execution_order_id:
          description: Idempotency key for the execution order request.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        external_trade_report:
          $ref: '#/components/schemas/ExternalTradeReport'
        fees:
          type: array
          items:
            $ref: '#/components/schemas/Fee'
          x-go-type-skip-optional-pointer: true
        principal_account_id:
          $ref: '#/components/schemas/PrincipalAccountID'
        quotes_snapshot:
          $ref: '#/components/schemas/QuotesSnapshot'
        trader_id:
          description: an option to supply with a new trader ID
          type: string
          x-go-type-skip-optional-pointer: true
      required:
      - client_execution_order_id
      - amount
    AlgoParameters:
      title: Algo Parameters
      type: object
      description: 'Execution parameters for custodian algos. Exactly one of `twap`, `vwap`, `pov`, or `is` must be set.

        Only supported on the custodian protocol with the manual strategy. Fields or values not accepted

        by a given custodian are rejected downstream.'
      properties:
        twap:
          $ref: '#/components/schemas/TwapParameters'
        vwap:
          $ref: '#/components/schemas/VwapParameters'
        pov:
          $ref: '#/components/schemas/PovParameters'
        is:
          $ref: '#/components/schemas/IsParameters'
    PrincipalAccountID:
      description: Moment account ID of the principal account (book) the execution order is booked to.
      type: string
      x-go-type-skip-optional-pointer: true
    ExecutionOrderRequest_LOBManual:
      allOf:
      - $ref: '#/components/schemas/ExecutionOrderRequest_LOBSOR'
      - type: object
        required:
        - venue_mpid
        properties:
          quotes_snapshot:
            $ref: '#/components/schemas/QuotesSnapshot'
          venue_mpid:
            description: The MPID of the venue trader to use for the execution order.
            type: string
            example: TWDA
    QuotesSnapshot:
      type: object
      required:
      - isin
      - bids
      - asks
      - organization_id
      properties:
        isin:
          type: string
        organization_id:
          type: string
        bids:
          type: array
          items:
            $ref: '#/components/schemas/SnapshotQuote'
        asks:
          type: array
          items:
            $ref: '#/components/schemas/SnapshotQuote'
    ExecutionOrderRequest_LOBSOR:
      type: object
      properties:
        all_or_none:
          description: Flag to indicate if the order should be executed as an All or None order.
          type: boolean
          example: true
          x-go-type-skip-optional-pointer: true
        amount:
          $ref: '#/components/schemas/OrderSize'
        annotation:
          description: Optional annotation for the execution order.
          type:
          - string
          - 'null'
        client_execution_order_id:
          description: Idempotency key for the execution order request.
          type: string
          example: 01JBFQZXMWZ08XDMTG08P2Z4XT
        fees:
          type: array
          items:
            $ref: '#/components/schemas/Fee'
          x-go-type-skip-optional-pointer: true
        limit_price:
          description: Limit price of the execution order request. If omitted, the order will inherit the limit price of the order, if exists.
          type:
          - number
          - 'null'
          format: double
        principal_account_id:
          $ref: '#/components/schemas/PrincipalAccountID'
        suppress_pmp_check:
          description: Flag to toggle if the Prevailing Market Price (PMP) check should be suppressed for the execution order.
          type: boolean
          default: false
          x-go-type-skip-optional-pointer: true
        trader_id:
          description: an option to supply with a new trader ID
          type: string
          x-go-type-skip-optional-pointer: true
      required:
      - client_execution_order_id
      - amount
    WouldParameters:
      title: Would Parameters
      type: object
      description: 'Models the "I-Would" trigger: a price at which the algo becomes aggressive / completes.'
      properties:
        price:
          $ref: '#/components/schemas/Price'
        trigger_quantity:
          $ref: '#/components/schemas/OrderSize'
        trigger_percent:
          type:
          - integer
          - 'null'
          format: int64
          description: Percentage of the order quantity to complete when the trigger price is reached.
    ErrorType:
      type: string
      description: High-level error category for programmatic error handling.
      enum:
      - invalid_request
      - not_found
      - server_error
      - unauthorized
      - rate_limited
      - forbidden
      - closed
      - not_implemented
      - resource_conflict
      x-enum-varnames:
      - ErrorTypeInvalidRequest
      - ErrorTypeNotFound
      - ErrorTypeServerError
      - ErrorTypeUnauthorized
      - ErrorTypeRateLimited
      - ErrorTypeForbidden
      - ErrorTypeNeedsMarketState
      - ErrorTypeNotImplemented
      - ErrorTypeResourceConflict
    OrderID:
      description: Unique, Moment-generated ID for the order.
      type: string
      example: 01JBFQZXMWZ08XDMTG08P2Z4XT
      title: Order ID
x-provenance:
  method: searched
  source: https://docs.moment.com/reference
  harvested: '2026-10-14'
  tool: harvest-readme-openapi.py
  note: Assembled verbatim from the OpenAPI definition ReadMe embeds in each operation page of the provider's developer portal; paths and components merged by API title, nothing authored.
  assembled_from:
  - https://docs.moment.com/reference/allocateorderbyorderid.md
  - https://docs.moment.com/reference/approveorderbyorderid-1.md
  - https://docs.moment.com/reference/bulkordersubmission.md
  - https://docs.moment.com/reference/cancelexecutionorder-1.md
  - https://docs.moment.com/reference/createbatchlistrfqwithautoex.md
  - https://docs.moment.com/reference/createexecutionorderautoexrfq.md
  - https://docs.moment.com/reference/createexecutionordercustodianmanual.md
  - https://docs.moment.com/reference/createexecutionorderexternaltrade-1.md
  - https://docs.moment.com/reference/createexecutionorderlobmanual.md
  - https://docs.moment.com/reference/createexecutionorderlobsor-1.md
  - https://docs.moment.com/reference/createexecutionordermanualrfq-1.md
  - https://docs.moment.com/reference/createrfq-1.md
  - https://docs.moment.com/reference/deleteallocation-2.md
  - https://docs.moment.com/reference/deletebookingconfigurationbyid.md
  - https://docs.moment.com/reference/deleteorderbyorderid-1.md
  - https://docs.moment.com/reference/deleterfq-1.md
  - https://docs.moment.com/reference/getallorders-1.md
  - https://docs.moment.com/reference/getevents-1.md
  - https://docs.moment.com/reference/getorderbyorderid-1.md
  - https://docs.moment.com/reference/postorder-1.md
  - https://docs.moment.com/reference/rejectorderbyorderid-1.md
  - https://docs.moment.com/reference/reportexternaltrade-1.md
  merge:
    pages: 22
    deduped: 363
    conflicts_kept_first: 0