MOCK EVENT EXCHANGE
Enter the access passcode to continue
MOCK EVENT EXCHANGE
Institutional Event-Contract Marketplace · LIVE DEMO
⚠ MARGIN CALL — account equity is below maintenance margin. Reduce positions or deposit funds.
TickerDescription Bid QtyBidAskAsk Qty LastVolumeChangeSettle Action
Prices in ¢ = implied probability. Each YES contract settles at $1.00 if the event resolves YES, $0.00 if NO. Sizes shown in contracts and $mm notional. Quotes update live.
Working orders: 0
Order IDTickerType / TIFSide QtyPrice / TriggerFilled StatusAction
Resting orders are matched against the live book every tick. Stop / stop-limit / trailing-stop orders trigger off the last price; pegged orders re-price to bid/mid/ask each tick; market/limit-on-close orders execute only in the closing auction. IOC/FOK execute (or cancel) on entry.
Prints: 0 · Blocks: 0
TimeContractSide PriceSizeNotionalType
Live tape of prints hitting the exchange across all participants. BLOCK = privately negotiated large trade (≥ $25mm notional); sweep = on-screen aggressor order. Your own fills are highlighted and tagged YOU.
ContractSideQty NotionalAvg ¢Mark ¢ Unrealized P&LInit MarginAction
Positions are marked to market continuously at the live mid. Initial margin is held against each position's maximum loss.
DAILY MARGIN STATEMENT
Account · As of
TickerPositionAvg ¢Mark ¢ Max LossInitial MgnMaint Mgn
Account Summary (algorithmic)
Margin algorithm
max_loss(long) = qty × avg ÷ 100
max_loss(short) = qty × (100 − avg) ÷ 100
IM = Σ max_loss × 40% · MM = Σ max_loss × 25%
equity = cash + Σ qty × (mark − avg) ÷ 100
excess = equity − MM → margin call if < 0

Appearance

Profile

Trading defaults

Applied automatically when you open a new trade ticket.

Access & Login

HTTP Basic Auth (server-side)
The login prompt is enforced by server.py. To change the username or password, set MEX_USER / MEX_PASS when launching the server (or edit the CONFIG block). Credentials travel encrypted over the HTTPS tunnel.