Issue #771 - The initial options multi-legs orders support was added:

- Basic unit tests added to cover advanced orders creation/serialization logic
alpacahq · Jan 21, 2025 · 774b5a5 · 774b5a5
1 parent 75c6547
commit 774b5a5
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Showing 3 changed files with 47 additions and 3 deletions.
diff --git a/Alpaca.Markets.Tests/OrderTypeTest.cs b/Alpaca.Markets.Tests/OrderTypeTest.cs
@@ -125,6 +125,41 @@ public void BracketOrderCreationWorks()
                 .StopLoss(stopLossStopPrice, stopLossLimitPrice));
     }
 
+    [Fact]
+    public void MultiLegOrderCreationWorks()
+    {
+        const Decimal limitPrice = 100M;
+        const Decimal ratioQuantity = 0.25M;
+
+        var legs = getOrderLegs()
+            .Select(tuple => new OrderLeg(Stock, ratioQuantity, tuple.Item1, tuple.Item2))
+            .ToList();
+
+        var marketOrder1 = MultiLegOrder.Market(Quantity, legs[0], legs[1]);
+        var marketOrder2 = MultiLegOrder.Market(Quantity, legs[0], legs[1], legs[2]);
+        var marketOrder3 = MultiLegOrder.Market(Quantity, legs[0], legs[1], legs[2], legs[3]);
+
+        var limitOrder1 = MultiLegOrder.Limit(Quantity, limitPrice, legs[0], legs[1]);
+        var limitOrder2 = MultiLegOrder.Limit(Quantity, limitPrice, legs[0], legs[1], legs[2]);
+        var limitOrder3 = MultiLegOrder.Limit(Quantity, limitPrice, legs[0], legs[1], legs[2], legs[3]);
+
+        assertOrdersAreEqual(marketOrder1, marketOrder1);
+        assertOrdersAreEqual(marketOrder2, marketOrder2);
+        assertOrdersAreEqual(marketOrder3, marketOrder3);
+
+        assertOrdersAreEqual(limitOrder1, limitOrder1);
+        assertOrdersAreEqual(limitOrder2, limitOrder2);
+        assertOrdersAreEqual(limitOrder3, limitOrder3);
+    }
+
+    private static IEnumerable<(PositionIntent, OrderSide)> getOrderLegs()
+    {
+        yield return (PositionIntent.BuyToClose, OrderSide.Buy);
+        yield return (PositionIntent.SellToClose, OrderSide.Sell);
+        yield return (PositionIntent.BuyToOpen, OrderSide.Buy);
+        yield return (PositionIntent.SellToOpen, OrderSide.Sell);
+    }
+
     private static void assertOrdersAreEqual(
         OrderBase lhs,
         OrderBase rhs)
@@ -227,6 +262,14 @@ private static void assertOrderBasePropertiesAreEqual(
         Assert.Equal(lhs.Type, rhs.Type);
     }
 
+    private static void assertOrdersAreEqual(
+        MultiLegOrder lhs,
+        MultiLegOrder rhs)
+    {
+        assertOrderBasePropertiesAreEqual(lhs, rhs);
+        assertJsonSerializedOrdersAreEqual(lhs, rhs);
+    }
+
     private static void assertJsonSerializedOrdersAreEqual(
         OrderBase lhs,
         OrderBase rhs) =>

diff --git a/Alpaca.Markets/Messages/JsonNewOrder.cs b/Alpaca.Markets/Messages/JsonNewOrder.cs
@@ -2,7 +2,7 @@
 
 internal sealed class JsonNewOrder
 {
-    [JsonProperty(PropertyName = "symbol", Required = Required.Always)]
+    [JsonProperty(PropertyName = "symbol", Required = Required.Default, NullValueHandling = NullValueHandling.Ignore)]
     public String? Symbol { get; set; }
 
     [JsonProperty(PropertyName = "qty", Required = Required.Default, NullValueHandling = NullValueHandling.Ignore)]
@@ -14,8 +14,8 @@ internal sealed class JsonNewOrder
     [JsonProperty(PropertyName = "side", Required = Required.Default, NullValueHandling = NullValueHandling.Ignore)]
     public OrderSide? OrderSide { get; set; }
 
-    [JsonProperty(PropertyName = "type", Required = Required.Default, NullValueHandling = NullValueHandling.Ignore)]
-    public OrderType? OrderType { get; set; }
+    [JsonProperty(PropertyName = "type", Required = Required.Always)]
+    public OrderType OrderType { get; set; }
 
     [JsonProperty(PropertyName = "time_in_force", Required = Required.Always)]
     public TimeInForce TimeInForce { get; set; }

diff --git a/Alpaca.Markets/Parameters/NewOrderRequest.cs b/Alpaca.Markets/Parameters/NewOrderRequest.cs
@@ -156,6 +156,7 @@ public NewOrderRequest(
     /// </summary>
     /// <param name="leg">The option multi-leg order leg information.</param>
     /// <returns>Original order request object with new leg.</returns>
+    [UsedImplicitly]
     public NewOrderRequest With(
         OptionLegRequest leg)
     {