diff --git a/ibkr/client.py b/ibkr/client.py
index f69228b..9a2d514 100644
--- a/ibkr/client.py
+++ b/ibkr/client.py
@@ -1,7 +1,7 @@
 import pandas as pd
 
 from datetime import datetime
-from ib_insync import ComboLeg, Contract, IB, Index, Option, Order, Trade
+from ib_insync import ComboLeg, Contract, IB, Index, Option, Order, Ticker, Trade
 from ib_insync.util import isNan
 from random import randint
 from typing import Callable, List
@@ -14,24 +14,24 @@ from .order_action import BUY, SELL
 
 class Client:
 
-    def __init__(self, host: str = '127.0.0.1', port: int = 7497, client_id = randint(1, 10000)) -> None:
+    def __init__(self, host: str = '127.0.0.1', port: int = 7497, client_id: int = randint(1, 10000)) -> None:
         self.ib = IB()
         self.ib.connect(host, port, clientId = client_id)
         self.ib.reqMarketDataType(LIVE)
-    
-    def get_ticker(self, symbol: str, exchange: str):
+
+    def get_ticker(self, symbol: str, exchange: str) -> Ticker:
         underlying = Index(symbol, exchange)
         self.ib.qualifyContracts(underlying)
         return self.ib.reqTickers(underlying)[0]
-    
-    def get_market_data(self, contract: Contract, streaming: bool = False):
+
+    def get_market_data(self, contract: Contract, streaming: bool = False) -> Ticker:
         market_data = self.ib.reqMktData(contract, '', 
             snapshot = not streaming, regulatorySnapshot = False)
         while isNan(market_data.bid) or isNan(market_data.ask):
             # TODO: Add a timeout.
             self.ib.sleep()
         return market_data
-    
+
     def get_option_chain(self, symbol: str, expiration: datetime, sub_symbol: str = None, 
             contract_filter: Callable = None) -> pd.DataFrame:
         expiration_date = expiration.strftime('%Y%m%d')
@@ -78,8 +78,8 @@ class Client:
             option_contract.tradingClass = option_leg.sub_symbol
         self.ib.qualifyContracts(option_contract)
         return option_contract
-    
-    def submit_option_order(self, leg: OptionLeg, quantity: int):
+
+    def submit_option_order(self, leg: OptionLeg, quantity: int) -> Trade:
         option_contract = self.get_option_contract(leg)
         contract = Contract()
         contract.conId = option_contract.conId
@@ -124,7 +124,7 @@ class Client:
         combo_order.transmit = True
 
         return self.ib.placeOrder(combo_contract, combo_order)
-    
+
     def submit_stop_loss_order(self, trade: Trade, stop_loss_price: float, limit_price: float = None) -> Trade:
         stop_loss_order = Order()
         stop_loss_order.action = SELL if trade.order.action == BUY else BUY
@@ -139,6 +139,6 @@ class Client:
         stop_loss_order.totalQuantity = trade.order.totalQuantity
         stop_loss_order.transmit = True
         return self.ib.placeOrder(trade.contract, stop_loss_order)
-    
+
     def run_event_loop(self):
         self.ib.run()
\ No newline at end of file