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

- Added several helper functions for creating the `OrderLeg` instance - The new methods were covered by tests for better cross-checking
alpacahq · Jan 29, 2025 · 384ef85 · 384ef85
1 parent 47b52c2
commit 384ef85
Show file tree

Hide file tree

Showing 3 changed files with 98 additions and 18 deletions.
diff --git a/Alpaca.Markets.Tests/OrderTypeTest.cs b/Alpaca.Markets.Tests/OrderTypeTest.cs
@@ -131,28 +131,35 @@ 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))
+        var lfi = getOrderLegCreationInfo()
+            .Select(info => info.Intent.Leg(Stock, ratioQuantity, info.Side))
+            .ToList();
+        var lfs = getOrderLegCreationInfo()
+            .Select(info => info.Side.Leg(Stock, ratioQuantity, info.Intent))
             .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(
+            MultiLegOrder.Market(Quantity, lfi[0], lfi[1]),
+            MultiLegOrder.Market(Quantity, lfs[0], lfs[1]));
+        assertOrdersAreEqual(
+            MultiLegOrder.Market(Quantity, lfi[0], lfi[1], lfi[2]),
+            MultiLegOrder.Market(Quantity, lfs[0], lfs[1], lfs[2]));
+        assertOrdersAreEqual(
+            MultiLegOrder.Market(Quantity, lfi[0], lfi[1], lfi[2], lfi[3]),
+            MultiLegOrder.Market(Quantity, lfs[0], lfs[1], lfs[2], lfs[3]));
 
-        assertOrdersAreEqual(limitOrder1, limitOrder1);
-        assertOrdersAreEqual(limitOrder2, limitOrder2);
-        assertOrdersAreEqual(limitOrder3, limitOrder3);
+        assertOrdersAreEqual(
+            MultiLegOrder.Limit(Quantity, limitPrice, lfi[0], lfi[1]),
+            MultiLegOrder.Limit(Quantity, limitPrice, lfs[0], lfs[1]));
+        assertOrdersAreEqual(
+            MultiLegOrder.Limit(Quantity, limitPrice, lfi[0], lfi[1], lfi[2]),
+            MultiLegOrder.Limit(Quantity, limitPrice, lfs[0], lfs[1], lfs[2]));
+        assertOrdersAreEqual(
+            MultiLegOrder.Limit(Quantity, limitPrice, lfi[0], lfi[1], lfi[2], lfi[3]),
+            MultiLegOrder.Limit(Quantity, limitPrice, lfs[0], lfs[1], lfs[2], lfs[3]));
     }
 
-    private static IEnumerable<(PositionIntent, OrderSide)> getOrderLegs()
+    private static IEnumerable<(PositionIntent Intent, OrderSide Side)> getOrderLegCreationInfo()
     {
         yield return (PositionIntent.BuyToClose, OrderSide.Buy);
         yield return (PositionIntent.SellToClose, OrderSide.Sell);

diff --git a/Alpaca.Markets/Orders/OrderSideExtensions.cs b/Alpaca.Markets/Orders/OrderSideExtensions.cs
@@ -99,4 +99,73 @@ public static TrailingStopOrder TrailingStop(
         OrderQuantity quantity,
         TrailOffset trailOffset) =>
         new(symbol, quantity, orderSide, trailOffset);
-}
+
+    /// <summary>
+    /// Creates new leg for the options multi-leg order.
+    /// </summary>
+    /// <param name="orderSide">Order side (buy or sell).</param>
+    /// <param name="symbol">Order asset symbol.</param>
+    /// <param name="ratioQuantity">Order quantity.</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="symbol"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>The new <see cref="OrderLeg"/> object instance.</returns>
+    [UsedImplicitly]
+    public static OrderLeg Leg(
+        this OrderSide orderSide,
+        String symbol,
+        Decimal ratioQuantity) =>
+        new (symbol, ratioQuantity, orderSide);
+
+    /// <summary>
+    /// Creates new leg for the options multi-leg order.
+    /// </summary>
+    /// <param name="orderSide">Order side (buy or sell).</param>
+    /// <param name="symbol">Order asset symbol.</param>
+    /// <param name="ratioQuantity">Order quantity.</param>
+    /// <param name="positionIntent">Order position intent.</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="symbol"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>The new <see cref="OrderLeg"/> object instance.</returns>
+    public static OrderLeg Leg(
+        this OrderSide orderSide,
+        String symbol,
+        Decimal ratioQuantity,
+        PositionIntent positionIntent) =>
+        new (symbol, ratioQuantity, positionIntent, orderSide);
+
+    /// <summary>
+    /// Creates new leg for the options multi-leg order.
+    /// </summary>
+    /// <param name="positionIntent">Order position intent.</param>
+    /// <param name="symbol">Order asset symbol.</param>
+    /// <param name="ratioQuantity">Order quantity.</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="symbol"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>The new <see cref="OrderLeg"/> object instance.</returns>
+    [UsedImplicitly]
+    public static OrderLeg Leg(
+        this PositionIntent positionIntent,
+        String symbol,
+        Decimal ratioQuantity) =>
+        new (symbol, ratioQuantity, positionIntent);
+
+    /// <summary>
+    /// Creates new leg for the options multi-leg order.
+    /// </summary>
+    /// <param name="positionIntent">Order position intent.</param>
+    /// <param name="symbol">Order asset symbol.</param>
+    /// <param name="ratioQuantity">Order quantity.</param>
+    /// <param name="orderSide">Order side (buy or sell).</param>
+    /// <exception cref="ArgumentNullException">
+    /// The <paramref name="symbol"/> argument is <c>null</c>.
+    /// </exception>
+    /// <returns>The new <see cref="OrderLeg"/> object instance.</returns>
+    public static OrderLeg Leg(
+        this PositionIntent positionIntent,
+        String symbol,
+        Decimal ratioQuantity,
+        OrderSide orderSide) =>
+        new (symbol, ratioQuantity, positionIntent, orderSide);}
diff --git a/Alpaca.Markets/PublicAPI.Shipped.txt b/Alpaca.Markets/PublicAPI.Shipped.txt
@@ -1501,6 +1501,10 @@ static Alpaca.Markets.OrderBaseExtensions.WithDuration<TOrder>(this TOrder! orde
 static Alpaca.Markets.OrderBaseExtensions.WithExtendedHours<TOrder>(this TOrder! order, bool extendedHours) -> TOrder!
 static Alpaca.Markets.OrderBaseExtensions.WithPositionIntent<TOrder>(this TOrder! order, Alpaca.Markets.PositionIntent positionIntent) -> TOrder!
 static Alpaca.Markets.OrderExtensions.GetOrderQuantity(this Alpaca.Markets.IOrder! order) -> Alpaca.Markets.OrderQuantity
+static Alpaca.Markets.OrderSideExtensions.Leg(this Alpaca.Markets.OrderSide orderSide, string! symbol, decimal ratioQuantity) -> Alpaca.Markets.OrderLeg!
+static Alpaca.Markets.OrderSideExtensions.Leg(this Alpaca.Markets.OrderSide orderSide, string! symbol, decimal ratioQuantity, Alpaca.Markets.PositionIntent positionIntent) -> Alpaca.Markets.OrderLeg!
+static Alpaca.Markets.OrderSideExtensions.Leg(this Alpaca.Markets.PositionIntent positionIntent, string! symbol, decimal ratioQuantity) -> Alpaca.Markets.OrderLeg!
+static Alpaca.Markets.OrderSideExtensions.Leg(this Alpaca.Markets.PositionIntent positionIntent, string! symbol, decimal ratioQuantity, Alpaca.Markets.OrderSide orderSide) -> Alpaca.Markets.OrderLeg!
 static Alpaca.Markets.OrderSideExtensions.Limit(this Alpaca.Markets.OrderSide orderSide, string! symbol, Alpaca.Markets.OrderQuantity quantity, decimal limitPrice) -> Alpaca.Markets.LimitOrder!
 static Alpaca.Markets.OrderSideExtensions.Market(this Alpaca.Markets.OrderSide orderSide, string! symbol, Alpaca.Markets.OrderQuantity quantity) -> Alpaca.Markets.MarketOrder!
 static Alpaca.Markets.OrderSideExtensions.Stop(this Alpaca.Markets.OrderSide orderSide, string! symbol, Alpaca.Markets.OrderQuantity quantity, decimal stopPrice) -> Alpaca.Markets.StopOrder!