Multi-Leg Strategy

Verification note

Generalizes vertical-spread and iron-condor; used by MultiLegBuilder.

Realistic wire-shaped payload a conforming producer would emit. Validates against the schema above.

{
  "underlying": "AAPL",
  "strategy_name": "call debit spread",
  "legs": [
    {
      "side": "CALL",
      "action": "BUY_TO_OPEN",
      "strike": 235,
      "expiry": "2026-09-19",
      "ratio": 1,
      "role": "LONG_BODY"
    },
    {
      "side": "CALL",
      "action": "SELL_TO_OPEN",
      "strike": 245,
      "expiry": "2026-09-19",
      "ratio": 1,
      "role": "SHORT_WING"
    }
  ],
  "quantity": 5,
  "direction": "DEBIT",
  "net_price": 3.85,
  "breakevens": [
    238.85
  ]
}

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://rebeltrade.com/options-schema/v0.1/strategies/strategy.multileg.json",
  "type": "object",
  "required": [
    "underlying",
    "legs",
    "net_price",
    "quantity"
  ],
  "properties": {
    "underlying": {
      "$ref": "https://rebeltrade.com/options-schema/v0.1/types/Ticker.json"
    },
    "strategy_name": {
      "type": "string",
      "description": "Human hint (e.g. \"call debit spread\")."
    },
    "legs": {
      "type": "array",
      "minItems": 1,
      "maxItems": 8,
      "items": {
        "type": "object",
        "required": [
          "side",
          "action",
          "strike",
          "expiry",
          "ratio"
        ],
        "properties": {
          "side": {
            "enum": [
              "CALL",
              "PUT"
            ]
          },
          "action": {
            "enum": [
              "BUY_TO_OPEN",
              "SELL_TO_OPEN",
              "BUY_TO_CLOSE",
              "SELL_TO_CLOSE"
            ]
          },
          "strike": {
            "type": "number"
          },
          "expiry": {
            "type": "string",
            "format": "date"
          },
          "ratio": {
            "type": "integer",
            "minimum": 1
          },
          "role": {
            "enum": [
              "LONG_WING",
              "SHORT_WING",
              "LONG_BODY",
              "SHORT_BODY",
              "CALENDAR_FRONT",
              "CALENDAR_BACK"
            ]
          }
        }
      }
    },
    "quantity": {
      "type": "integer",
      "minimum": 1
    },
    "direction": {
      "enum": [
        "DEBIT",
        "CREDIT"
      ]
    },
    "net_price": {
      "type": "number"
    },
    "breakevens": {
      "type": "array",
      "items": {
        "type": "number"
      }
    }
  }
}