feat: Add multi-leg options

README.md

@@ -271,3 +271,4 @@ We have put together some examples in jupyter notebooks so that you can start de
 * [Stocks](https://github.com/alpacahq/alpaca-py/blob/master/examples/stocks-trading-basic.ipynb)
 * [Options](https://github.com/alpacahq/alpaca-py/blob/master/examples/options-trading-basic.ipynb)
 * [Crypto](https://github.com/alpacahq/alpaca-py/blob/master/examples/crypto-trading-basic.ipynb)
+* [Multi-Leg Options](https://github.com/alpacahq/alpaca-py/blob/master/examples/options-trading-mleg.ipynb)

alpaca/common/requests.py

@@ -76,5 +76,7 @@ def map_values(val: Any) -> Any:
         #  {trusted_contact: {}, contact: {}, identity: None, etc}
         # so we do a simple list comprehension to filter out None and {}
         return {
-            key: map_values(val) for key, val in d.items() if val and len(str(val)) > 0
+            key: map_values(val)
+            for key, val in d.items()
+            if val is not None and val != {} and len(str(val)) > 0
         }

alpaca/trading/enums.py

@@ -107,11 +107,12 @@ class OrderClass(str, Enum):
     The order classes supported by Alpaca vary based on the order's security type.
     The following provides a comprehensive breakdown of the supported order classes for each category:
     - Equity trading: simple (or ""), oco, oto, bracket.
-    - Options trading: simple (or "").
+    - Options trading: simple (or ""), mleg (required for multi-leg complex options strategies).
     - Crypto trading: simple (or "").
     """
 
     SIMPLE = "simple"
+    MLEG = "mleg"
     BRACKET = "bracket"
     OCO = "oco"
     OTO = "oto"

alpaca/trading/models.py

@@ -26,7 +26,7 @@
     TradeConfirmationEmail,
     TradeEvent,
 )
-from pydantic import Field
+from pydantic import Field, model_validator
 
 
 class Asset(ModelWithID):
@@ -182,19 +182,19 @@ class Order(ModelWithID):
         replaced_at (Optional[datetime]): Timestamp when the order was replaced by a new order.
         replaced_by (Optional[UUID]): ID of order that replaces this order.
         replaces (Optional[UUID]): ID of order which this order replaces.
-        asset_id (UUID): ID of the asset.
-        symbol (str): Symbol of the asset.
-        asset_class (AssetClass): Asset class of the asset.
+        asset_id (Optional[UUID]): ID of the asset. Omitted from top-level of response if the order is of mleg class.
+        symbol (Optional[str]): Symbol of the asset. Omitted from top-level of response if the order is of mleg class.
+        asset_class (Optional[AssetClass]): Asset class of the asset. Omitted from top-level of response if the order is of mleg class.
         notional (Optional[str]): Ordered notional amount. If entered, qty will be null. Can take up to 9 decimal
           points.
         qty (Optional[str]): Ordered quantity. If entered, notional will be null. Can take up to 9 decimal points.
         filled_qty (Optional[str]): Filled quantity.
         filled_avg_price (Optional[str]): Filled average price. Can be 0 until order is processed in case order is
           passed outside of market hours.
         order_class (OrderClass): Valid values: simple, bracket, oco or oto.
-        order_type (OrderType): Deprecated with just type field below.
-        type (OrderType): Valid values: market, limit, stop, stop_limit, trailing_stop.
-        side (OrderSide): Valid values: buy and sell.
+        order_type (Optional[OrderType]): Deprecated with just type field below. Omitted from legs of mleg orders.
+        type (Optional[OrderType]): Valid values: market, limit, stop, stop_limit, trailing_stop. Omitted from legs of mleg orders.
+        side (Optional[OrderSide]): Valid values: buy and sell. Omitted from top-level of response if the order is of mleg class.
         time_in_force (TimeInForce): Length of time the order is in force.
         limit_price (Optional[str]): Limit price of the order.
         stop_price (Optional[str]): Stop price of the order.
@@ -206,6 +206,7 @@ class Order(ModelWithID):
         trail_price (Optional[str]): The dollar value away from the high water mark for trailing stop orders.
         hwm (Optional[str]): The highest (lowest) market price seen since the trailing stop order was submitted.
         position_intent  (Optional[PositionIntent]): Represents the desired position strategy.
+        ratio_qty (Optional[str]): The proportional quantity of this leg in relation to the overall multi-leg order quantity.
     """
 
     client_order_id: str
@@ -219,17 +220,17 @@ class Order(ModelWithID):
     replaced_at: Optional[datetime] = None
     replaced_by: Optional[UUID] = None
     replaces: Optional[UUID] = None
-    asset_id: UUID
-    symbol: str
-    asset_class: AssetClass
+    asset_id: Optional[UUID] = None
+    symbol: Optional[str] = None
+    asset_class: Optional[AssetClass] = None
     notional: Optional[str] = None
     qty: Optional[Union[str, float]] = None
     filled_qty: Optional[Union[str, float]] = None
     filled_avg_price: Optional[Union[str, float]] = None
     order_class: OrderClass
-    order_type: OrderType
-    type: OrderType
-    side: OrderSide
+    order_type: Optional[OrderType] = None
+    type: Optional[OrderType] = None
+    side: Optional[OrderSide] = None
     time_in_force: TimeInForce
     limit_price: Optional[Union[str, float]] = None
     stop_price: Optional[Union[str, float]] = None
@@ -240,11 +241,18 @@ class Order(ModelWithID):
     trail_price: Optional[str] = None
     hwm: Optional[str] = None
     position_intent: Optional[PositionIntent] = None
+    ratio_qty: Optional[Union[str, float]] = None
 
     def __init__(self, **data: Any) -> None:
         if "order_class" not in data or data["order_class"] == "":
             data["order_class"] = OrderClass.SIMPLE
 
+        # mleg responses will give ''s that will need to be converted to None
+        # to avoid validation errors from pydantic
+        for k in ["asset_id", "symbol", "asset_class", "side", "type", "order_type"]:
+            if k in data and data[k] == "":
+                data[k] = None
+
         super().__init__(**data)
 
 
@@ -498,9 +506,9 @@ class TradeAccount(ModelWithID):
           (inclusive of today)
         options_buying_power (Optional[str]): Your buying power for options trading
         options_approved_level (Optional[int]): The options trading level that was approved for this account.
-          0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long Call/Put.
+          0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long Call/Put, 3=Spreads/Straddles.
         options_trading_level (Optional[int]): The effective options trading level of the account. This is the minimum between account options_approved_level and account configurations max_options_trading_level.
-          0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long
+          0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long, 3=Spreads/Straddles.
     """
 
     account_number: str
@@ -551,7 +559,7 @@ class AccountConfiguration(BaseModel):
         suspend_trade (bool): If true Account becomes unable to submit new orders
         trade_confirm_email (TradeConfirmationEmail): Controls whether Trade confirmation emails are sent.
         ptp_no_exception_entry (bool): If set to true then Alpaca will accept orders for PTP symbols with no exception. Default is false.
-        max_options_trading_level (Optional[int]): The desired maximum options trading level. 0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long Call/Put.
+        max_options_trading_level (Optional[int]): The desired maximum options trading level. 0=disabled, 1=Covered Call/Cash-Secured Put, 2=Long Call/Put, 3=Spreads/Straddles.
     """
 
     dtbp_check: DTBPCheck