publicdotcom-cli 1.3.2__tar.gz → 1.3.4__tar.gz

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/CHANGELOG.md

@@ -5,6 +5,68 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [1.3.4] - 2026-09-10
+
+### Added
+- Bracket-order support on `public order place`, mirroring the new `orderClass`,
+  `takeProfit` and `stopLoss` fields on the order request. New flags
+  `--order-class` (`SIMPLE`/`BRACKET`/`OCO`/`OTO`), `--take-profit-limit`,
+  `--stop-loss-stop` and `--stop-loss-limit` override the corresponding keys in
+  the request file. The CLI checks that a bracket class has at least one exit
+  leg and that exit legs carry a bracket class; the remaining constraints
+  (equities and options only, whole-share `quantity`, `CORE` session, `LIMIT`
+  or `MARKET` entry — `LIMIT` only for `OCO`) are enforced by the API.
+- `examples/order.single-leg.bracket.json` sample payload.
+- README "Bracket Orders" section covering the classes, flags, `bracketId`
+  grouping, and the bracket replacement rules.
+
+### Changed
+- Regenerated `_generated/` from the updated `spec.yaml`:
+  - New `ComHellopublicUserapigatewayApiRestOrderApiOrderRequestOrderClass`
+    enum and `GatewayTakeProfit` / `GatewayStopLoss` models, wired as the
+    optional `order_class`, `take_profit` and `stop_loss` fields on the order
+    request.
+  - `bracket_id` on `GatewayOrder`.
+  - `nullable: true` was dropped from `OrderLeg`, `OptionGreeks` and
+    `GatewayAvailableToWithdraw` in the spec, so their generated `*_type_0`
+    variants collapse into plain models (5 files removed, 8 added).
+  - `PageableObject` field order follows a cosmetic key reorder in the spec (no
+    behavioral change).
+  - The generator's usual unrelated churn was reverted: the unpinned newer
+    generator rewrites `from_dict` to return `typing_extensions.Self` (not a
+    declared dependency) and emits `enum.StrEnum`, which requires Python 3.11
+    while this package supports 3.10. 147 files were normalized back.
+
+### Notes
+- The spec also tightened multileg `quantity` and `ratioQuantity` to
+  `exclusiveMinimum: 0`. The generated models carry no numeric constraints, so
+  this is a no-op for the CLI; the API rejects non-positive values.
+
+## [1.3.3] - 2026-08-11
+
+### Added
+- `--ipo-date` option on `public historicdata bars`, mirroring the new optional
+  `ipoDate` query parameter on both historic-data endpoints. Supplying the
+  asset's IPO / first-trade date lets the backend switch to a finer aggregation
+  over post-IPO history for assets younger than the requested period; the
+  response then includes a `leadingFill` object describing the flat pre-IPO
+  lead-in. Omitted, behavior is unchanged; not applied to the `DAY` chart.
+- README examples for `--ipo-date`.
+
+### Changed
+- Regenerated `_generated/` from the updated `spec.yaml`:
+  - New `LeadingFill` model (`startTimestamp`, `endTimestamp`, `value`,
+    `count`, `includedInTotalExpectedBars`, all required) and the optional
+    `leadingFill` field on `BarsResponse`.
+  - `ipo_date` parameter on the `get_bars_v2` and
+    `get_bars_v2_with_aggregation` endpoint modules.
+  - `PageableObject` / `SortObject` field order follows a cosmetic key reorder
+    in the spec (no behavioral change).
+  - The generator's usual unrelated churn (unpinned newer generator rewriting
+    `from_dict` to `typing_extensions.Self`, which is not a declared
+    dependency) was reverted; new/changed files were normalized to the
+    vendored TypeVar style.
+
 ## [1.3.2] - 2026-08-05
 
 ### Added

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.4
+Metadata-Version: 2.5
 Name: publicdotcom-cli
-Version: 1.3.2
+Version: 1.3.4
 Summary: Command-line client for the Public.com Trading API
 Project-URL: Homepage, https://github.com/publicdotcom/publicdotcom-cli
 Project-URL: Repository, https://github.com/publicdotcom/publicdotcom-cli
@@ -192,6 +192,7 @@ public options strategy-quote --file examples/strategy-quote.request.json
 public historicdata bars EQUITY AAPL YEAR
 public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
@@ -223,6 +224,12 @@ When using the `SINCE_PURCHASE` period, supply the purchase date:
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 ```
 
+For recently listed assets, pass the IPO / first-trade date with `--ipo-date`. When the asset is younger than the requested period, the backend switches to a finer aggregation over the available post-IPO history and the response includes a `leadingFill` object describing the flat lead-in to draw for the pre-IPO portion. Omitting the option leaves behavior unchanged, and it is not applied to the `DAY` chart:
+
+```bash
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
+```
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash
@@ -248,6 +255,45 @@ Order-placement and single-leg preflight payloads also accept an optional
 which tax lots to close when selling equity. See
 `examples/order.single-leg.tax-lot-matching.json` for a sample.
 
+### Bracket Orders
+
+`order place` accepts bracket orders — an entry order with take-profit and/or stop-loss
+exit legs that are placed automatically when the entry fills. Set `orderClass` to
+`BRACKET`, `OCO` or `OTO` in the request file, or pass the flags:
+
+```bash
+public order place --file examples/order.single-leg.bracket.json
+
+public order place --file examples/order.single-leg.market-buy.json \
+  --order-class BRACKET --take-profit-limit 245.00 --stop-loss-stop 210.00
+
+# STOP_LIMIT stop-loss instead of a plain STOP
+public order place --file examples/order.single-leg.market-buy.json \
+  --order-class OTO --stop-loss-stop 210.00 --stop-loss-limit 209.50
+```
+
+`--order-class`, `--take-profit-limit`, `--stop-loss-stop` and `--stop-loss-limit`
+override `orderClass`, `takeProfit` and `stopLoss` in the request file. A bracket class
+needs at least one exit leg, and exit legs need a bracket class — the CLI checks both
+before submitting.
+
+| Class | Meaning |
+|---|---|
+| `SIMPLE` (or omitted) | Standalone order — no exit legs. |
+| `BRACKET` | Entry with take-profit and/or stop-loss exits. |
+| `OCO` | One-cancels-other exits; the entry must be a `LIMIT` order. |
+| `OTO` | One-triggers-other — the entry triggers the attached exit. |
+
+The API enforces the remaining constraints: equities and options only, a whole-share
+`quantity` (no `amount`), the `CORE` market session, and a `LIMIT` or `MARKET` entry
+order type (`LIMIT` only for `OCO`). Responses from `order get` carry a `bracketId` —
+the entry order's id, shared by every leg of the bracket, and absent on standalone
+orders. See `examples/order.single-leg.bracket.json` for a full sample payload.
+
+Bracket legs have their own replacement rules: the entry order cannot be replaced, and
+the closing legs accept `limitPrice` / `stopPrice` replacements only — resubmit
+`quantity`, `orderType` and `expiration` unchanged.
+
 `order replace` submits a cancel-replace request for an open order. The replacement can
 specify either a `quantity` or a notional `amount` — the two fields are mutually
 exclusive. `--quantity` and `--amount` override the corresponding field in the request

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/README.md

@@ -154,6 +154,7 @@ public options strategy-quote --file examples/strategy-quote.request.json
 public historicdata bars EQUITY AAPL YEAR
 public historicdata bars EQUITY AAPL DAY --aggregation FIVE_MINUTES
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
 public taxlots list
 public taxlots symbol AAPL
 public taxlots csv --output taxlots.csv
@@ -185,6 +186,12 @@ When using the `SINCE_PURCHASE` period, supply the purchase date:
 public historicdata bars EQUITY AAPL SINCE_PURCHASE --purchase-date 2024-01-15
 ```
 
+For recently listed assets, pass the IPO / first-trade date with `--ipo-date`. When the asset is younger than the requested period, the backend switches to a finer aggregation over the available post-IPO history and the response includes a `leadingFill` object describing the flat lead-in to draw for the pre-IPO portion. Omitting the option leaves behavior unchanged, and it is not applied to the `DAY` chart:
+
+```bash
+public historicdata bars EQUITY RDDT FIVE_YEARS --ipo-date 2024-03-21
+```
+
 Trading requests use JSON files so the exact payload is visible before submission:
 
 ```bash
@@ -210,6 +217,45 @@ Order-placement and single-leg preflight payloads also accept an optional
 which tax lots to close when selling equity. See
 `examples/order.single-leg.tax-lot-matching.json` for a sample.
 
+### Bracket Orders
+
+`order place` accepts bracket orders — an entry order with take-profit and/or stop-loss
+exit legs that are placed automatically when the entry fills. Set `orderClass` to
+`BRACKET`, `OCO` or `OTO` in the request file, or pass the flags:
+
+```bash
+public order place --file examples/order.single-leg.bracket.json
+
+public order place --file examples/order.single-leg.market-buy.json \
+  --order-class BRACKET --take-profit-limit 245.00 --stop-loss-stop 210.00
+
+# STOP_LIMIT stop-loss instead of a plain STOP
+public order place --file examples/order.single-leg.market-buy.json \
+  --order-class OTO --stop-loss-stop 210.00 --stop-loss-limit 209.50
+```
+
+`--order-class`, `--take-profit-limit`, `--stop-loss-stop` and `--stop-loss-limit`
+override `orderClass`, `takeProfit` and `stopLoss` in the request file. A bracket class
+needs at least one exit leg, and exit legs need a bracket class — the CLI checks both
+before submitting.
+
+| Class | Meaning |
+|---|---|
+| `SIMPLE` (or omitted) | Standalone order — no exit legs. |
+| `BRACKET` | Entry with take-profit and/or stop-loss exits. |
+| `OCO` | One-cancels-other exits; the entry must be a `LIMIT` order. |
+| `OTO` | One-triggers-other — the entry triggers the attached exit. |
+
+The API enforces the remaining constraints: equities and options only, a whole-share
+`quantity` (no `amount`), the `CORE` market session, and a `LIMIT` or `MARKET` entry
+order type (`LIMIT` only for `OCO`). Responses from `order get` carry a `bracketId` —
+the entry order's id, shared by every leg of the bracket, and absent on standalone
+orders. See `examples/order.single-leg.bracket.json` for a full sample payload.
+
+Bracket legs have their own replacement rules: the entry order cannot be replaced, and
+the closing legs accept `limitPrice` / `stopPrice` replacements only — resubmit
+`quantity`, `orderType` and `expiration` unchanged.
+
 `order replace` submits a cancel-replace request for an open order. The replacement can
 specify either a `quantity` or a notional `amount` — the two fields are mutually
 exclusive. `--quantity` and `--amount` override the corresponding field in the request

publicdotcom_cli-1.3.4/examples/order.single-leg.bracket.json

@@ -0,0 +1,21 @@
+{
+  "instrument": {
+    "symbol": "AAPL",
+    "type": "EQUITY"
+  },
+  "orderSide": "BUY",
+  "orderType": "LIMIT",
+  "expiration": {
+    "timeInForce": "DAY"
+  },
+  "quantity": "10",
+  "limitPrice": "227.50",
+  "equityMarketSession": "CORE",
+  "orderClass": "BRACKET",
+  "takeProfit": {
+    "limitPrice": "245.00"
+  },
+  "stopLoss": {
+    "stopPrice": "210.00"
+  }
+}

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "publicdotcom-cli"
-version = "1.3.2"
+version = "1.3.4"
 description = "Command-line client for the Public.com Trading API"
 readme = "README.md"
 requires-python = ">=3.10"

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/src/publicdotcom_cli/__init__.py

@@ -1,3 +1,3 @@
 """Command-line tools for the Public API."""
 
-__version__ = "1.3.2"
+__version__ = "1.3.4"

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/src/publicdotcom_cli/_generated/api/market_data/get_bars_v2.py

@@ -20,6 +20,7 @@ def _get_kwargs(
     *,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> dict[str, Any]:
 
     params: dict[str, Any] = {}
@@ -32,6 +33,8 @@ def _get_kwargs(
 
     params["tradingSessionToggle"] = json_trading_session_toggle
 
+    params["ipoDate"] = ipo_date
+
     params = {k: v for k, v in params.items() if v is not UNSET and v is not None}
 
     _kwargs: dict[str, Any] = {
@@ -80,6 +83,7 @@ def sync_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -89,6 +93,7 @@ def sync_detailed(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -104,6 +109,7 @@ def sync_detailed(
         period=period,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = client.get_httpx_client().request(
@@ -121,6 +127,7 @@ def sync(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -130,6 +137,7 @@ def sync(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -146,6 +154,7 @@ def sync(
         client=client,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     ).parsed
 
 
@@ -157,6 +166,7 @@ async def asyncio_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -166,6 +176,7 @@ async def asyncio_detailed(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -181,6 +192,7 @@ async def asyncio_detailed(
         period=period,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = await client.get_async_httpx_client().request(**kwargs)
@@ -196,6 +208,7 @@ async def asyncio(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2TradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -205,6 +218,7 @@ async def asyncio(
         period (GetBarsV2Period):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2TradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -222,5 +236,6 @@ async def asyncio(
             client=client,
             purchase_date=purchase_date,
             trading_session_toggle=trading_session_toggle,
+            ipo_date=ipo_date,
         )
     ).parsed

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/src/publicdotcom_cli/_generated/api/market_data/get_bars_v2_with_aggregation.py

@@ -24,6 +24,7 @@ def _get_kwargs(
     *,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> dict[str, Any]:
 
     params: dict[str, Any] = {}
@@ -36,6 +37,8 @@ def _get_kwargs(
 
     params["tradingSessionToggle"] = json_trading_session_toggle
 
+    params["ipoDate"] = ipo_date
+
     params = {k: v for k, v in params.items() if v is not UNSET and v is not None}
 
     _kwargs: dict[str, Any] = {
@@ -86,6 +89,7 @@ def sync_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -96,6 +100,7 @@ def sync_detailed(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -112,6 +117,7 @@ def sync_detailed(
         aggregation=aggregation,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = client.get_httpx_client().request(
@@ -130,6 +136,7 @@ def sync(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -140,6 +147,7 @@ def sync(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -157,6 +165,7 @@ def sync(
         client=client,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     ).parsed
 
 
@@ -169,6 +178,7 @@ async def asyncio_detailed(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> Response[BarsResponse]:
     """Fetch bar data for a given symbol and period
 
@@ -179,6 +189,7 @@ async def asyncio_detailed(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -195,6 +206,7 @@ async def asyncio_detailed(
         aggregation=aggregation,
         purchase_date=purchase_date,
         trading_session_toggle=trading_session_toggle,
+        ipo_date=ipo_date,
     )
 
     response = await client.get_async_httpx_client().request(**kwargs)
@@ -211,6 +223,7 @@ async def asyncio(
     client: AuthenticatedClient | Client,
     purchase_date: str | Unset = UNSET,
     trading_session_toggle: GetBarsV2WithAggregationTradingSessionToggle | Unset = UNSET,
+    ipo_date: str | Unset = UNSET,
 ) -> BarsResponse | None:
     """Fetch bar data for a given symbol and period
 
@@ -221,6 +234,7 @@ async def asyncio(
         aggregation (GetBarsV2WithAggregationAggregation):
         purchase_date (str | Unset):  Example: 2025-02-24.
         trading_session_toggle (GetBarsV2WithAggregationTradingSessionToggle | Unset):
+        ipo_date (str | Unset):  Example: 2026-07-20.
 
     Raises:
         errors.UnexpectedStatus: If the server returns an undocumented status code and Client.raise_on_unexpected_status is True.
@@ -239,5 +253,6 @@ async def asyncio(
             client=client,
             purchase_date=purchase_date,
             trading_session_toggle=trading_session_toggle,
+            ipo_date=ipo_date,
         )
     ).parsed

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/src/publicdotcom_cli/_generated/api/order_placement/place_order.py

@@ -78,6 +78,10 @@ def sync_detailed(
 
      Submits a new order asynchronously for the specified account.
 
+    Bracket orders: set orderClass to BRACKET, OCO, or OTO and supply takeProfit and/or stopLoss. The
+    returned orderId
+    identifies the entry order; the exit legs are placed automatically when the entry fills.
+
     Note: Order placement is asynchronous. The returned result confirms submission, not execution or
     visibility.
     To retrieve the order status or execution details, query the GET /{orderId} endpoint after
@@ -119,6 +123,10 @@ def sync(
 
      Submits a new order asynchronously for the specified account.
 
+    Bracket orders: set orderClass to BRACKET, OCO, or OTO and supply takeProfit and/or stopLoss. The
+    returned orderId
+    identifies the entry order; the exit legs are placed automatically when the entry fills.
+
     Note: Order placement is asynchronous. The returned result confirms submission, not execution or
     visibility.
     To retrieve the order status or execution details, query the GET /{orderId} endpoint after
@@ -155,6 +163,10 @@ async def asyncio_detailed(
 
      Submits a new order asynchronously for the specified account.
 
+    Bracket orders: set orderClass to BRACKET, OCO, or OTO and supply takeProfit and/or stopLoss. The
+    returned orderId
+    identifies the entry order; the exit legs are placed automatically when the entry fills.
+
     Note: Order placement is asynchronous. The returned result confirms submission, not execution or
     visibility.
     To retrieve the order status or execution details, query the GET /{orderId} endpoint after
@@ -194,6 +206,10 @@ async def asyncio(
 
      Submits a new order asynchronously for the specified account.
 
+    Bracket orders: set orderClass to BRACKET, OCO, or OTO and supply takeProfit and/or stopLoss. The
+    returned orderId
+    identifies the entry order; the exit legs are placed automatically when the entry fills.
+
     Note: Order placement is asynchronous. The returned result confirms submission, not execution or
     visibility.
     To retrieve the order status or execution details, query the GET /{orderId} endpoint after

{publicdotcom_cli-1.3.2 → publicdotcom_cli-1.3.4}/src/publicdotcom_cli/_generated/api/order_placement/replace_order.py

@@ -82,6 +82,9 @@ def sync_detailed(
     Note: Order replacement is asynchronous. This response confirms submission only. To verify the order
     status or execution details, use the GET /{orderId} endpoint after replacement.
     Supported for equity, option, and crypto quantity orders.
+    Bracket orders: the opening (entry) order cannot be replaced. The closing legs (take-profit, stop-
+    loss, and both legs of an OCO) can have their limitPrice and stopPrice replaced; quantity, orderType
+    and expiration must be resubmitted unchanged.
 
     Args:
         account_id (str):
@@ -124,6 +127,9 @@ def sync(
     Note: Order replacement is asynchronous. This response confirms submission only. To verify the order
     status or execution details, use the GET /{orderId} endpoint after replacement.
     Supported for equity, option, and crypto quantity orders.
+    Bracket orders: the opening (entry) order cannot be replaced. The closing legs (take-profit, stop-
+    loss, and both legs of an OCO) can have their limitPrice and stopPrice replaced; quantity, orderType
+    and expiration must be resubmitted unchanged.
 
     Args:
         account_id (str):
@@ -161,6 +167,9 @@ async def asyncio_detailed(
     Note: Order replacement is asynchronous. This response confirms submission only. To verify the order
     status or execution details, use the GET /{orderId} endpoint after replacement.
     Supported for equity, option, and crypto quantity orders.
+    Bracket orders: the opening (entry) order cannot be replaced. The closing legs (take-profit, stop-
+    loss, and both legs of an OCO) can have their limitPrice and stopPrice replaced; quantity, orderType
+    and expiration must be resubmitted unchanged.
 
     Args:
         account_id (str):
@@ -201,6 +210,9 @@ async def asyncio(
     Note: Order replacement is asynchronous. This response confirms submission only. To verify the order
     status or execution details, use the GET /{orderId} endpoint after replacement.
     Supported for equity, option, and crypto quantity orders.
+    Bracket orders: the opening (entry) order cannot be replaced. The closing legs (take-profit, stop-
+    loss, and both legs of an OCO) can have their limitPrice and stopPrice replaced; quantity, orderType
+    and expiration must be resubmitted unchanged.
 
     Args:
         account_id (str):