Merge pull request #145 from alpacahq/feature/advanced-order-types-2

Add support for advanced order types

Author: ttt733

README.md

@@ -104,13 +104,32 @@ You can access the following information through this object.
 ### REST.get_account()
 Calls `GET /account` and returns an `Account` entity.
 
-### REST.list_orders(status=None, limit=None, after=None, until=None, direction=None)
+### REST.list_orders(status=None, limit=None, after=None, until=None, direction=None, nested=None)
 Calls `GET /orders` and returns a list of `Order` entities.
 `after` and `until` need to be string format, which you can obtain by `pd.Timestamp().isoformat()`
 
-### REST.submit_order(symbol, qty, side, type, time_in_force, limit_price=None, stop_price=None, client_order_id=None)
+### REST.submit_order(symbol, qty, side, type, time_in_force, limit_price=None, stop_price=None, client_order_id=None, order_class=None, take_profit=None, stop_loss=None)
 Calls `POST /orders` and returns an `Order` entity.
 
+Below is an example of submitting a bracket order.
+```py
+api.submit_order(
+    symbol='SPY',
+    side='buy',
+    type='market',
+    qty='100',
+    time_in_force='day',
+    order_class='bracket',
+    take_profit=dict(
+        limit_price='305.0',
+    ),
+    stop_loss=dict(
+        stop_price='295.5',
+        limit_price='295.5',
+    )
+)
+```
+
 ### REST.get_order_by_client_order_id(client_order_id)
 Calls `GET /orders` with client_order_id and returns an `Order` entity.
 

alpaca_trade_api/entity.py

@@ -48,7 +48,13 @@ class Asset(Entity):
 
 
 class Order(Entity):
-    pass
+    def __init__(self, raw):
+        super().__init__(raw)
+        try:
+            self.legs = [Order(o) for o in self.legs]
+        except Exception:
+            # No order legs existed
+            pass
 
 
 class Position(Entity):

alpaca_trade_api/rest.py

@@ -197,7 +197,7 @@ def update_account_configurations(
         return AccountConfigurations(resp)
 
     def list_orders(self, status=None, limit=None, after=None, until=None,
-                    direction=None, params=None):
+                    direction=None, params=None, nested=None):
         '''
         Get a list of orders
         https://docs.alpaca.markets/web-api/orders/#get-a-list-of-orders
@@ -214,12 +214,16 @@ def list_orders(self, status=None, limit=None, after=None, until=None,
             params['direction'] = direction
         if status is not None:
             params['status'] = status
-        resp = self.get('/orders', params)
+        if nested is not None:
+            params['nested'] = nested
+        url = '/orders'
+        resp = self.get(url, params)
         return [Order(o) for o in resp]
 
     def submit_order(self, symbol, qty, side, type, time_in_force,
                      limit_price=None, stop_price=None, client_order_id=None,
-                     extended_hours=None):
+                     extended_hours=None, order_class=None,
+                     take_profit=None, stop_loss=None):
         '''Request a new order'''
         params = {
             'symbol': symbol,
@@ -236,19 +240,27 @@ def submit_order(self, symbol, qty, side, type, time_in_force,
             params['client_order_id'] = client_order_id
         if extended_hours is not None:
             params['extended_hours'] = extended_hours
+        if order_class is not None:
+            params['order_class'] = order_class
+        if take_profit is not None:
+            params['take_profit'] = take_profit
+        if stop_loss is not None:
+            params['stop_loss'] = stop_loss
         resp = self.post('/orders', params)
         return Order(resp)
 
     def get_order_by_client_order_id(self, client_order_id):
         '''Get an order by client order id'''
-        resp = self.get('/orders:by_client_order_id', {
+        params = {
             'client_order_id': client_order_id,
-        })
+        }
+        resp = self.get('/orders:by_client_order_id', params)
         return Order(resp)
 
     def get_order(self, order_id):
         '''Get an order'''
-        resp = self.get('/orders/{}'.format(order_id))
+        params = {}
+        resp = self.get('/orders/{}'.format(order_id), params)
         return Order(resp)
 
     def replace_order(