Fair Value of Financial Instruments (Details 2) - Jun. 30, 2015 - $ / shares	Total
Assumptions used to calculate fair value of common stock warrant liability using Monte-Carlo simulation with a Black-Scholes lattice model
Interest rate (as a percent)	7.50%
Interest make-whole liability
Assumptions used to calculate fair value of common stock warrant liability using Monte-Carlo simulation with a Black-Scholes lattice model
Volatility (as a percent)	45.00%
Stock Price (in dollars per share)	$ 16.98
Credit Spread (as a percent)	15.22%
Term	1 year 9 months 18 days
Dividend Yield (as a percent)	0.00%
Warrant to purchase common stock
Assumptions used to calculate fair value of common stock warrant liability using Monte-Carlo simulation with a Black-Scholes lattice model
Volatility (as a percent)	65.00%
Stock Price (in dollars per share)	$ 16.98
Dividend Yield (as a percent)	0.00%
Warrant to purchase common stock | Minimum
Assumptions used to calculate fair value of common stock warrant liability using Monte-Carlo simulation with a Black-Scholes lattice model
Exercise Price (in dollars per share)	$ 4.00
Term	5 years 7 months 6 days
Risk-Free Rate (as a percent)	1.80%
Warrant to purchase common stock | Maximum
Assumptions used to calculate fair value of common stock warrant liability using Monte-Carlo simulation with a Black-Scholes lattice model
Exercise Price (in dollars per share)	$ 5.00
Term	6 years 6 months
Risk-Free Rate (as a percent)	2.10%