In this paper, we calculated the extreme mass-ratio inspiral (EMRI) waveform radiated from a binary composed of a massive horizonless object (MHO) and a compact object (CO), where CO is spiraling on a circular equatorial orbit around the MHO. Due to the absent of horizon, there exist the ingoing and outgoing waves near the reflective surface of MHO, which have significantly influence on the evolution of orbital parameters. We observe that there indeed exist the differences of EMRI trajectories between the massive Kerr black hole and MHO cases. By calculating the mismatch of gravitational wave (GW) waveforms from massive black hole (MBH) and MHO, our result indicates that the space-borne gravitational wave detector could distinguish the modified effect of reflectivities from the BH case, which allows to put an upper constraint on the reflectivity R\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\mathcal {R}}$$\\end{document} of MHO, at the level of R≳10-4\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$${\\mathcal {R}} > rsim 10^{-4}$$\\end{document}.
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