finance_dev 0.9.0__py3-none-any.whl

finance_dev/models/timeinforceenum.py

@@ -0,0 +1,26 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 1d9d2ac6199a
+
+from __future__ import annotations
+from enum import Enum
+from finance_dev import utils
+
+
+class TimeInForceEnum(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""How long the order should stay alive before automatically cancelling. Pick one:
+    - `DAY` — Active until the end of today's regular trading session, then cancelled if not filled. The default choice for most orders.
+    - `GTC` — Good 'Til Cancelled. Stays open across multiple trading days until you cancel it (the broker may cap at 60–90 days).
+    - `IOC` — Immediate Or Cancel. Fill whatever you can right now; cancel the rest immediately. Useful when you want partial fills but no resting order.
+    - `FOK` — Fill Or Kill. Fill the entire order immediately, or cancel it entirely. No partial fills allowed.
+    - `EXTENDED_HOURS` — Active during pre-market and after-hours trading sessions in addition to regular hours.
+    - `AT_THE_OPENING` — Execute at the official market open price; if it can't fill at open, it's cancelled.
+    - `AT_THE_CLOSE` — Execute at the official market close price; if it can't fill at close, it's cancelled.
+    """
+
+    DAY = "DAY"
+    GTC = "GTC"
+    IOC = "IOC"
+    FOK = "FOK"
+    EXTENDED_HOURS = "EXTENDED_HOURS"
+    AT_THE_OPENING = "AT_THE_OPENING"
+    AT_THE_CLOSE = "AT_THE_CLOSE"

finance_dev/models/tradeorderlegv2.py

@@ -0,0 +1,164 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 5db968256931
+
+from __future__ import annotations
+from enum import Enum
+from finance_dev import models, utils
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import field_serializer, model_serializer
+from typing import Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class TradeOrderLegV2PositionEffect(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Whether this leg opens a new position or closes an existing one:
+    - `OPEN` — opens a new position (or increases an existing one).
+    - `CLOSE` — closes an existing position (or reduces it).
+    """
+
+    OPEN = "OPEN"
+    CLOSE = "CLOSE"
+
+
+class TradeOrderLegV2PutCall(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Option contract type. CALL gives the right to buy; PUT gives the right to sell."""
+
+    CALL = "CALL"
+    PUT = "PUT"
+
+
+class TradeOrderLegV2SecurityType(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Instrument type for this leg. EQUITY is stock or ETF; OPTION is an options contract."""
+
+    EQUITY = "EQUITY"
+    OPTION = "OPTION"
+
+
+class TradeOrderLegV2Side(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Direction for this leg. BUY purchases the instrument; SELL sells it."""
+
+    BUY = "BUY"
+    SELL = "SELL"
+
+
+class TradeOrderLegV2TypedDict(TypedDict):
+    r"""Option leg on a v2 order (`order.Leg`). Multi-leg orders carry per-leg `avgPrice`; order-level `avgPrice` is zero when `legs` is non-empty."""
+
+    maturity: str
+    r"""Option expiration date in YYYY-MM-DD format. Present for option legs."""
+    position_effect: TradeOrderLegV2PositionEffect
+    r"""Whether this leg opens a new position or closes an existing one:
+    - `OPEN` — opens a new position (or increases an existing one).
+    - `CLOSE` — closes an existing position (or reduces it).
+    """
+    put_call: TradeOrderLegV2PutCall
+    r"""Option contract type. CALL gives the right to buy; PUT gives the right to sell."""
+    ratio_qty: str
+    r"""Quantity ratio for this leg, returned as a decimal string. Use it to display strategy structure."""
+    security_type: TradeOrderLegV2SecurityType
+    r"""Instrument type for this leg. EQUITY is stock or ETF; OPTION is an options contract."""
+    side: TradeOrderLegV2Side
+    r"""Direction for this leg. BUY purchases the instrument; SELL sells it."""
+    strike_price: str
+    r"""Option strike price as a decimal string. Present for option legs."""
+    symbol: str
+    r"""Symbol for this leg. For options, use the exact contract symbol from search or the order response."""
+    avg_price: NotRequired[str]
+    r"""Average fill price for this leg (decimal string)"""
+
+
+class TradeOrderLegV2(BaseModel):
+    r"""Option leg on a v2 order (`order.Leg`). Multi-leg orders carry per-leg `avgPrice`; order-level `avgPrice` is zero when `legs` is non-empty."""
+
+    maturity: str
+    r"""Option expiration date in YYYY-MM-DD format. Present for option legs."""
+
+    position_effect: Annotated[
+        TradeOrderLegV2PositionEffect, pydantic.Field(alias="positionEffect")
+    ]
+    r"""Whether this leg opens a new position or closes an existing one:
+    - `OPEN` — opens a new position (or increases an existing one).
+    - `CLOSE` — closes an existing position (or reduces it).
+    """
+
+    put_call: Annotated[TradeOrderLegV2PutCall, pydantic.Field(alias="putCall")]
+    r"""Option contract type. CALL gives the right to buy; PUT gives the right to sell."""
+
+    ratio_qty: Annotated[str, pydantic.Field(alias="ratioQty")]
+    r"""Quantity ratio for this leg, returned as a decimal string. Use it to display strategy structure."""
+
+    security_type: Annotated[
+        TradeOrderLegV2SecurityType, pydantic.Field(alias="securityType")
+    ]
+    r"""Instrument type for this leg. EQUITY is stock or ETF; OPTION is an options contract."""
+
+    side: TradeOrderLegV2Side
+    r"""Direction for this leg. BUY purchases the instrument; SELL sells it."""
+
+    strike_price: Annotated[str, pydantic.Field(alias="strikePrice")]
+    r"""Option strike price as a decimal string. Present for option legs."""
+
+    symbol: str
+    r"""Symbol for this leg. For options, use the exact contract symbol from search or the order response."""
+
+    avg_price: Annotated[Optional[str], pydantic.Field(alias="avgPrice")] = None
+    r"""Average fill price for this leg (decimal string)"""
+
+    @field_serializer("position_effect")
+    def serialize_position_effect(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TradeOrderLegV2PositionEffect(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("put_call")
+    def serialize_put_call(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TradeOrderLegV2PutCall(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("security_type")
+    def serialize_security_type(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TradeOrderLegV2SecurityType(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("side")
+    def serialize_side(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TradeOrderLegV2Side(value)
+            except ValueError:
+                return value
+        return value
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(["avgPrice"])
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    TradeOrderLegV2.model_rebuild()
+except NameError:
+    pass

finance_dev/models/tradeorderv2.py

@@ -0,0 +1,434 @@
+"""Code generated by Speakeasy (https://speakeasy.com). DO NOT EDIT."""
+# @generated-id: 908d50cc612f
+
+from __future__ import annotations
+from .ordersideenum import OrderSideEnum
+from .ordertypeenum import OrderTypeEnum
+from .timeinforceenum import TimeInForceEnum
+from .tradeorderlegv2 import TradeOrderLegV2, TradeOrderLegV2TypedDict
+from datetime import datetime
+from enum import Enum
+from finance_dev import models, utils
+from finance_dev.types import BaseModel, UNSET_SENTINEL
+import pydantic
+from pydantic import field_serializer, model_serializer
+from typing import List, Optional
+from typing_extensions import Annotated, NotRequired, TypedDict
+
+
+class Category(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""What kind of trade this order represents.
+    - `EQUITY` — Plain stock or ETF order.
+    - `SINGLE_LEG` — One option contract (call or put).
+    - `MULTI_LEG` — Two-to-four-leg option strategy (spread, condor, straddle, etc.). See the `legs` array.
+
+    Omitted when the order has not been classified.
+    """
+
+    SINGLE_LEG = "SINGLE_LEG"
+    MULTI_LEG = "MULTI_LEG"
+    EQUITY = "EQUITY"
+
+
+class ExDestination(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Where the order was routed for execution. Useful for support diagnostics and advanced routing displays.
+    - `MNGD` — Managed routing (Aries chooses the best venue automatically).
+    - `MNGDFTE` — Managed routing with fill-then-end (extended) handling.
+    """
+
+    MNGD = "MNGD"
+    MNGDFTE = "MNGDFTE"
+
+
+class OrdStatus(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Current state of the order. Possible values:
+    - `PENDING_NEW` — Submitted, waiting for exchange acknowledgement.
+    - `NEW` — Accepted by the exchange and live in the order book; no fills yet.
+    - `PARTIALLY_FILLED` — Some of the quantity has executed; the rest is still working. See `cumQty` and `leavesQty`.
+    - `FILLED` — Fully executed. Order is complete.
+    - `PENDING_CANCEL` — Cancel request submitted; waiting for exchange confirmation.
+    - `CANCELED` — Order was cancelled and will not execute further.
+    - `PENDING_REPLACE` — Replace/modify request submitted; waiting for exchange confirmation.
+    - `REPLACED` — Order was successfully replaced/modified.
+    - `REJECTED` — Order was refused (bad parameters, insufficient buying power, halted symbol, etc.). Check `ordRejReason` and `text`.
+    - `EXPIRED` — Order reached its time-in-force limit without filling (e.g. a `DAY` order that didn't fill before close).
+    - `DONE_FOR_DAY` — Order is no longer active for today's session but may resume on the next trading day (rare).
+    - `STOPPED` — Trading was stopped on this order by an exchange action.
+    - `SUSPENDED` — Order is temporarily suspended by the broker or exchange.
+    - `CALCULATED` — End-of-day calculated status from FIX (rarely surfaced).
+    - `ACCEPTED_FOR_BID` — Acknowledged for a bid (auction workflows).
+    - `SUPERSEDED` — Replaced by a newer record; excluded from history responses server-side.
+
+    Omitted when the broker has not yet reported a status.
+    """
+
+    NEW = "NEW"
+    PARTIALLY_FILLED = "PARTIALLY_FILLED"
+    FILLED = "FILLED"
+    DONE_FOR_DAY = "DONE_FOR_DAY"
+    CANCELED = "CANCELED"
+    REPLACED = "REPLACED"
+    PENDING_CANCEL = "PENDING_CANCEL"
+    STOPPED = "STOPPED"
+    REJECTED = "REJECTED"
+    SUSPENDED = "SUSPENDED"
+    PENDING_NEW = "PENDING_NEW"
+    CALCULATED = "CALCULATED"
+    EXPIRED = "EXPIRED"
+    ACCEPTED_FOR_BID = "ACCEPTED_FOR_BID"
+    PENDING_REPLACE = "PENDING_REPLACE"
+    SUPERSEDED = "SUPERSEDED"
+
+
+class TradeOrderV2SecurityType(str, Enum, metaclass=utils.OpenEnumMeta):
+    r"""Instrument type for the order. EQUITY is stock or ETF; OPTION is an options contract."""
+
+    EQUITY = "EQUITY"
+    OPTION = "OPTION"
+
+
+class TradeOrderV2TypedDict(TypedDict):
+    r"""Standard v2 order shape returned by the trading endpoints. Identical across **GET /v2/accounts/{id}/orders** (cache and DB), **GET /v2/accounts/{id}/orders/history**, and WebSocket `accUpdates` — merge live updates with REST by `clOrdId` without field remapping. Numeric quantities and prices are decimal strings. Fields marked optional in Go (`omitempty`) may be absent when empty; core quantity, price, and timestamp fields are always present on each order object."""
+
+    account_id: NotRequired[str]
+    r"""Account that owns this order."""
+    avg_price: NotRequired[str]
+    r"""Average fill price at the order level. For multi-leg orders this may be zero; use each leg's `avgPrice` instead."""
+    category: NotRequired[Category]
+    r"""What kind of trade this order represents.
+    - `EQUITY` — Plain stock or ETF order.
+    - `SINGLE_LEG` — One option contract (call or put).
+    - `MULTI_LEG` — Two-to-four-leg option strategy (spread, condor, straddle, etc.). See the `legs` array.
+
+    Omitted when the order has not been classified.
+    """
+    cl_ord_id: NotRequired[str]
+    r"""Client order ID — unique per account, used as the merge key with WebSocket order snapshots."""
+    client_id: NotRequired[str]
+    r"""OAuth client / application identifier that submitted the order. Always serialized; may be empty."""
+    created_at: NotRequired[datetime]
+    r"""Time the order record was created. Use this for timeline and sorting displays."""
+    cum_qty: NotRequired[str]
+    r"""Total quantity already filled, returned as a decimal string."""
+    currency: NotRequired[str]
+    r"""Currency for prices and amounts on this order, usually USD for U.S. securities."""
+    ex_destination: NotRequired[ExDestination]
+    r"""Where the order was routed for execution. Useful for support diagnostics and advanced routing displays.
+    - `MNGD` — Managed routing (Aries chooses the best venue automatically).
+    - `MNGDFTE` — Managed routing with fill-then-end (extended) handling.
+    """
+    leaves_qty: NotRequired[str]
+    r"""Quantity still open and waiting to fill, returned as a decimal string."""
+    legs: NotRequired[List[TradeOrderLegV2TypedDict]]
+    r"""Per-leg details for option spreads or other multi-leg orders. Empty or omitted for normal single-symbol orders."""
+    ord_id: NotRequired[str]
+    r"""Broker order ID. Always serialized; may be an empty string for cancel-rejects or before the broker accepts the order."""
+    ord_rej_reason: NotRequired[str]
+    r"""Broker rejection reason code or text. Use this with `text` to explain why an order was rejected."""
+    ord_status: NotRequired[OrdStatus]
+    r"""Current state of the order. Possible values:
+    - `PENDING_NEW` — Submitted, waiting for exchange acknowledgement.
+    - `NEW` — Accepted by the exchange and live in the order book; no fills yet.
+    - `PARTIALLY_FILLED` — Some of the quantity has executed; the rest is still working. See `cumQty` and `leavesQty`.
+    - `FILLED` — Fully executed. Order is complete.
+    - `PENDING_CANCEL` — Cancel request submitted; waiting for exchange confirmation.
+    - `CANCELED` — Order was cancelled and will not execute further.
+    - `PENDING_REPLACE` — Replace/modify request submitted; waiting for exchange confirmation.
+    - `REPLACED` — Order was successfully replaced/modified.
+    - `REJECTED` — Order was refused (bad parameters, insufficient buying power, halted symbol, etc.). Check `ordRejReason` and `text`.
+    - `EXPIRED` — Order reached its time-in-force limit without filling (e.g. a `DAY` order that didn't fill before close).
+    - `DONE_FOR_DAY` — Order is no longer active for today's session but may resume on the next trading day (rare).
+    - `STOPPED` — Trading was stopped on this order by an exchange action.
+    - `SUSPENDED` — Order is temporarily suspended by the broker or exchange.
+    - `CALCULATED` — End-of-day calculated status from FIX (rarely surfaced).
+    - `ACCEPTED_FOR_BID` — Acknowledged for a bid (auction workflows).
+    - `SUPERSEDED` — Replaced by a newer record; excluded from history responses server-side.
+
+    Omitted when the broker has not yet reported a status.
+    """
+    orig_cl_ord_id: NotRequired[str]
+    r"""Original client order ID for replace/cancel chains. Omitted when not part of a chain."""
+    price: NotRequired[str]
+    r"""Limit or reference price as a decimal string. Required for limit-style orders and empty or zero for pure market orders."""
+    qty: NotRequired[str]
+    r"""Original order size as a decimal string. Use this with filled and remaining quantities to show execution progress."""
+    security_type: NotRequired[TradeOrderV2SecurityType]
+    r"""Instrument type for the order. EQUITY is stock or ETF; OPTION is an options contract."""
+    side: NotRequired[OrderSideEnum]
+    r"""Which direction to trade in. Pick one:
+    - `BUY` — buying shares or contracts (opens a long position or closes an existing short).
+    - `SELL` — selling shares or contracts you already hold (closes a long position).
+    - `SELL_SHORT` — selling shares you do not own (opens a short position). Subject to short-sale regulations.
+    - `BUY_TO_COVER` — buying shares to close an open short position.
+    """
+    stop_price: NotRequired[str]
+    r"""Stop trigger price as a decimal string. Required for stop-style orders and empty or zero when not used."""
+    symbol: NotRequired[str]
+    r"""Primary symbol traded by the order."""
+    text: NotRequired[str]
+    r"""Broker or platform message about the order. Show this when status is rejected or when the user needs extra context."""
+    time_in_force: NotRequired[TimeInForceEnum]
+    r"""How long the order should stay alive before automatically cancelling. Pick one:
+    - `DAY` — Active until the end of today's regular trading session, then cancelled if not filled. The default choice for most orders.
+    - `GTC` — Good 'Til Cancelled. Stays open across multiple trading days until you cancel it (the broker may cap at 60–90 days).
+    - `IOC` — Immediate Or Cancel. Fill whatever you can right now; cancel the rest immediately. Useful when you want partial fills but no resting order.
+    - `FOK` — Fill Or Kill. Fill the entire order immediately, or cancel it entirely. No partial fills allowed.
+    - `EXTENDED_HOURS` — Active during pre-market and after-hours trading sessions in addition to regular hours.
+    - `AT_THE_OPENING` — Execute at the official market open price; if it can't fill at open, it's cancelled.
+    - `AT_THE_CLOSE` — Execute at the official market close price; if it can't fill at close, it's cancelled.
+    """
+    type: NotRequired[OrderTypeEnum]
+    r"""How the order is priced. Pick one:
+    - `MARKET` — Execute immediately at the best available price. Fast and guaranteed to fill, but no price guarantee — the actual fill price can move during execution.
+    - `LIMIT` — Execute only at the limit `price` or better (lower for buys, higher for sells). Gives you price control, no execution guarantee. Requires the `price` field.
+    - `STOP` — Sits inactive until the market hits `stopPrice`, then converts to a market order. Common for stop-loss exits. Requires the `stopPrice` field.
+    - `STOP_LIMIT` — Sits inactive until the market hits `stopPrice`, then converts to a limit order at `price`. More control than `STOP`, but the limit may not fill. Requires both `stopPrice` and `price`.
+    """
+    updated_at: NotRequired[datetime]
+    r"""Time the order record was last updated. Use this to show status freshness."""
+
+
+class TradeOrderV2(BaseModel):
+    r"""Standard v2 order shape returned by the trading endpoints. Identical across **GET /v2/accounts/{id}/orders** (cache and DB), **GET /v2/accounts/{id}/orders/history**, and WebSocket `accUpdates` — merge live updates with REST by `clOrdId` without field remapping. Numeric quantities and prices are decimal strings. Fields marked optional in Go (`omitempty`) may be absent when empty; core quantity, price, and timestamp fields are always present on each order object."""
+
+    account_id: Annotated[Optional[str], pydantic.Field(alias="accountId")] = None
+    r"""Account that owns this order."""
+
+    avg_price: Annotated[Optional[str], pydantic.Field(alias="avgPrice")] = None
+    r"""Average fill price at the order level. For multi-leg orders this may be zero; use each leg's `avgPrice` instead."""
+
+    category: Optional[Category] = None
+    r"""What kind of trade this order represents.
+    - `EQUITY` — Plain stock or ETF order.
+    - `SINGLE_LEG` — One option contract (call or put).
+    - `MULTI_LEG` — Two-to-four-leg option strategy (spread, condor, straddle, etc.). See the `legs` array.
+
+    Omitted when the order has not been classified.
+    """
+
+    cl_ord_id: Annotated[Optional[str], pydantic.Field(alias="clOrdId")] = None
+    r"""Client order ID — unique per account, used as the merge key with WebSocket order snapshots."""
+
+    client_id: Annotated[Optional[str], pydantic.Field(alias="clientId")] = None
+    r"""OAuth client / application identifier that submitted the order. Always serialized; may be empty."""
+
+    created_at: Annotated[Optional[datetime], pydantic.Field(alias="createdAt")] = None
+    r"""Time the order record was created. Use this for timeline and sorting displays."""
+
+    cum_qty: Annotated[Optional[str], pydantic.Field(alias="cumQty")] = None
+    r"""Total quantity already filled, returned as a decimal string."""
+
+    currency: Optional[str] = None
+    r"""Currency for prices and amounts on this order, usually USD for U.S. securities."""
+
+    ex_destination: Annotated[
+        Optional[ExDestination], pydantic.Field(alias="exDestination")
+    ] = None
+    r"""Where the order was routed for execution. Useful for support diagnostics and advanced routing displays.
+    - `MNGD` — Managed routing (Aries chooses the best venue automatically).
+    - `MNGDFTE` — Managed routing with fill-then-end (extended) handling.
+    """
+
+    leaves_qty: Annotated[Optional[str], pydantic.Field(alias="leavesQty")] = None
+    r"""Quantity still open and waiting to fill, returned as a decimal string."""
+
+    legs: Optional[List[TradeOrderLegV2]] = None
+    r"""Per-leg details for option spreads or other multi-leg orders. Empty or omitted for normal single-symbol orders."""
+
+    ord_id: Annotated[Optional[str], pydantic.Field(alias="ordId")] = None
+    r"""Broker order ID. Always serialized; may be an empty string for cancel-rejects or before the broker accepts the order."""
+
+    ord_rej_reason: Annotated[Optional[str], pydantic.Field(alias="ordRejReason")] = (
+        None
+    )
+    r"""Broker rejection reason code or text. Use this with `text` to explain why an order was rejected."""
+
+    ord_status: Annotated[Optional[OrdStatus], pydantic.Field(alias="ordStatus")] = None
+    r"""Current state of the order. Possible values:
+    - `PENDING_NEW` — Submitted, waiting for exchange acknowledgement.
+    - `NEW` — Accepted by the exchange and live in the order book; no fills yet.
+    - `PARTIALLY_FILLED` — Some of the quantity has executed; the rest is still working. See `cumQty` and `leavesQty`.
+    - `FILLED` — Fully executed. Order is complete.
+    - `PENDING_CANCEL` — Cancel request submitted; waiting for exchange confirmation.
+    - `CANCELED` — Order was cancelled and will not execute further.
+    - `PENDING_REPLACE` — Replace/modify request submitted; waiting for exchange confirmation.
+    - `REPLACED` — Order was successfully replaced/modified.
+    - `REJECTED` — Order was refused (bad parameters, insufficient buying power, halted symbol, etc.). Check `ordRejReason` and `text`.
+    - `EXPIRED` — Order reached its time-in-force limit without filling (e.g. a `DAY` order that didn't fill before close).
+    - `DONE_FOR_DAY` — Order is no longer active for today's session but may resume on the next trading day (rare).
+    - `STOPPED` — Trading was stopped on this order by an exchange action.
+    - `SUSPENDED` — Order is temporarily suspended by the broker or exchange.
+    - `CALCULATED` — End-of-day calculated status from FIX (rarely surfaced).
+    - `ACCEPTED_FOR_BID` — Acknowledged for a bid (auction workflows).
+    - `SUPERSEDED` — Replaced by a newer record; excluded from history responses server-side.
+
+    Omitted when the broker has not yet reported a status.
+    """
+
+    orig_cl_ord_id: Annotated[Optional[str], pydantic.Field(alias="origClOrdId")] = None
+    r"""Original client order ID for replace/cancel chains. Omitted when not part of a chain."""
+
+    price: Optional[str] = None
+    r"""Limit or reference price as a decimal string. Required for limit-style orders and empty or zero for pure market orders."""
+
+    qty: Optional[str] = None
+    r"""Original order size as a decimal string. Use this with filled and remaining quantities to show execution progress."""
+
+    security_type: Annotated[
+        Optional[TradeOrderV2SecurityType], pydantic.Field(alias="securityType")
+    ] = None
+    r"""Instrument type for the order. EQUITY is stock or ETF; OPTION is an options contract."""
+
+    side: Optional[OrderSideEnum] = None
+    r"""Which direction to trade in. Pick one:
+    - `BUY` — buying shares or contracts (opens a long position or closes an existing short).
+    - `SELL` — selling shares or contracts you already hold (closes a long position).
+    - `SELL_SHORT` — selling shares you do not own (opens a short position). Subject to short-sale regulations.
+    - `BUY_TO_COVER` — buying shares to close an open short position.
+    """
+
+    stop_price: Annotated[Optional[str], pydantic.Field(alias="stopPrice")] = None
+    r"""Stop trigger price as a decimal string. Required for stop-style orders and empty or zero when not used."""
+
+    symbol: Optional[str] = None
+    r"""Primary symbol traded by the order."""
+
+    text: Optional[str] = None
+    r"""Broker or platform message about the order. Show this when status is rejected or when the user needs extra context."""
+
+    time_in_force: Annotated[
+        Optional[TimeInForceEnum], pydantic.Field(alias="timeInForce")
+    ] = None
+    r"""How long the order should stay alive before automatically cancelling. Pick one:
+    - `DAY` — Active until the end of today's regular trading session, then cancelled if not filled. The default choice for most orders.
+    - `GTC` — Good 'Til Cancelled. Stays open across multiple trading days until you cancel it (the broker may cap at 60–90 days).
+    - `IOC` — Immediate Or Cancel. Fill whatever you can right now; cancel the rest immediately. Useful when you want partial fills but no resting order.
+    - `FOK` — Fill Or Kill. Fill the entire order immediately, or cancel it entirely. No partial fills allowed.
+    - `EXTENDED_HOURS` — Active during pre-market and after-hours trading sessions in addition to regular hours.
+    - `AT_THE_OPENING` — Execute at the official market open price; if it can't fill at open, it's cancelled.
+    - `AT_THE_CLOSE` — Execute at the official market close price; if it can't fill at close, it's cancelled.
+    """
+
+    type: Optional[OrderTypeEnum] = None
+    r"""How the order is priced. Pick one:
+    - `MARKET` — Execute immediately at the best available price. Fast and guaranteed to fill, but no price guarantee — the actual fill price can move during execution.
+    - `LIMIT` — Execute only at the limit `price` or better (lower for buys, higher for sells). Gives you price control, no execution guarantee. Requires the `price` field.
+    - `STOP` — Sits inactive until the market hits `stopPrice`, then converts to a market order. Common for stop-loss exits. Requires the `stopPrice` field.
+    - `STOP_LIMIT` — Sits inactive until the market hits `stopPrice`, then converts to a limit order at `price`. More control than `STOP`, but the limit may not fill. Requires both `stopPrice` and `price`.
+    """
+
+    updated_at: Annotated[Optional[datetime], pydantic.Field(alias="updatedAt")] = None
+    r"""Time the order record was last updated. Use this to show status freshness."""
+
+    @field_serializer("category")
+    def serialize_category(self, value):
+        if isinstance(value, str):
+            try:
+                return models.Category(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("ex_destination")
+    def serialize_ex_destination(self, value):
+        if isinstance(value, str):
+            try:
+                return models.ExDestination(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("ord_status")
+    def serialize_ord_status(self, value):
+        if isinstance(value, str):
+            try:
+                return models.OrdStatus(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("security_type")
+    def serialize_security_type(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TradeOrderV2SecurityType(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("side")
+    def serialize_side(self, value):
+        if isinstance(value, str):
+            try:
+                return models.OrderSideEnum(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("time_in_force")
+    def serialize_time_in_force(self, value):
+        if isinstance(value, str):
+            try:
+                return models.TimeInForceEnum(value)
+            except ValueError:
+                return value
+        return value
+
+    @field_serializer("type")
+    def serialize_type(self, value):
+        if isinstance(value, str):
+            try:
+                return models.OrderTypeEnum(value)
+            except ValueError:
+                return value
+        return value
+
+    @model_serializer(mode="wrap")
+    def serialize_model(self, handler):
+        optional_fields = set(
+            [
+                "accountId",
+                "avgPrice",
+                "category",
+                "clOrdId",
+                "clientId",
+                "createdAt",
+                "cumQty",
+                "currency",
+                "exDestination",
+                "leavesQty",
+                "legs",
+                "ordId",
+                "ordRejReason",
+                "ordStatus",
+                "origClOrdId",
+                "price",
+                "qty",
+                "securityType",
+                "side",
+                "stopPrice",
+                "symbol",
+                "text",
+                "timeInForce",
+                "type",
+                "updatedAt",
+            ]
+        )
+        serialized = handler(self)
+        m = {}
+
+        for n, f in type(self).model_fields.items():
+            k = f.alias or n
+            val = serialized.get(k, serialized.get(n))
+
+            if val != UNSET_SENTINEL:
+                if val is not None or k not in optional_fields:
+                    m[k] = val
+
+        return m
+
+
+try:
+    TradeOrderV2.model_rebuild()
+except NameError:
+    pass