Order preflight

POST /account/simulate/{user_id} is non-mutating. It clones the sub-account, applies optional pending transfers, applies a synthetic trade, and returns projected margin fields. The simulated order is not reduce-only aware. Do not use simulate to prove a reduce-only order will pass. The handler currently returns liquidation_price: None, so simulate is not usable for liquidation-price monitoring.

Raw simulate

curl -X POST https://oms.tplus.cx/account/simulate/$USER_ID \
  -H "Authorization: Bearer $TOKEN" \
  -H "User-Id: $USER_ID" \
  -H "Content-Type: application/json" \
  --data '{
    "sub_account": 1,
    "trade": {
      "asset": "200",
      "is_buy": true,
      "size": "50.0",
      "limit_price": "100.0",
      "trade_type": "margin"
    },
    "pending_transfers": [{"asset": "0", "amount": "5000.0"}]
  }'

Supported scenarios:

Scenario	Behavior
Buy	Adds base credits and quote liabilities for margin; spot buys add base and debit USD spot.
Sell	Adds quote credits and base liabilities for margin; spot sells debit base and add USD spot.
Pending transfer	Positive spot balances are applied before the simulated trade.
Stale or missing price	Margin computation can reject because the risk engine lacks usable prices.
Input cap	Requests with `size * limit_price` over 50000000 reject before storage lookup.

tpluspy

payload = {
    "sub_account": 1,
    "trade": {
        "asset": "200",
        "is_buy": True,
        "size": "50.0",
        "limit_price": "100.0",
        "trade_type": "margin",
    },
    "pending_transfers": [{"asset": "0", "amount": "5000.0"}],
}
result = await client._request("POST", f"/account/simulate/{user.public_key}", json_data=payload)
print(result["available_margin"], result["mm_surplus"], result["is_solvent"])

The current SDK uses the authenticated client request layer for simulate; it does not expose a typed simulate helper.

Worked example

Example verified from the simulate handler tests:

Initial inventory: 100 base credits, no quote balance
Price: 100 USD
CF: 80%
LF: 80%
Trade: margin buy 50 base at 100

Post-trade base credits: 150
Post-trade quote liabilities: 5000 USD
Account equity at mark: 150 * 100 - 5000 = 10000 USD
Utilized margin: 5000 USD
Available margin: 7000 USD
MM surplus: 7000 USD
Account leverage: 1.5
Trade margin_required: 1000 USD

The paired sell example with the same starting state returns available_margin = 9000, mm_surplus = 9000, utilized_margin = 0, account_leverage = 0.5, and margin_required = 1000.

Liquidation monitoring

Use account margin endpoints and the authenticated at-risk stream, not simulate liquidation price:

wss://oms.tplus.cx/liquidation/at_risk/ws

Client indicators:

Indicator	Source
Can place order	simulate `is_solvent` and `available_margin`
Remaining trading capacity	simulate `available_margin`
Liquidation distance	`/margin/user/{user_id}` `maintenance_margin_surplus`
Liquidation aggregate	`/liquidation/at_risk/ws`
Stale or circuit-breaker state	order rejection plus prices and risk endpoints

Getting Started

Integration guides

Raw simulate

tpluspy

Worked example

Liquidation monitoring

​Raw simulate

​tpluspy

​Worked example

​Liquidation monitoring

Raw simulate

tpluspy

Worked example

Liquidation monitoring