diff --git a/ibkr/client.py b/ibkr/client.py
index 3f07d7a..261197a 100644
--- a/ibkr/client.py
+++ b/ibkr/client.py
@@ -145,7 +145,7 @@ class Client:
         while not option_order.isDone():
             self.ib.waitOnUpdate()
  
-        return OptionOrder(option_order, leg_mid)
+        return OptionOrder([leg], leg_mid, option_order)
 
     def submit_spread_order(self, near_leg: OptionLeg, far_leg: OptionLeg) -> OptionOrder:
         near_leg_data = self.get_market_data(self.get_option_contract(near_leg))
@@ -164,7 +164,7 @@ class Client:
         while not spread_order.isDone():
             self.ib.waitOnUpdate()
  
-        return OptionOrder(spread_order, spread_mid)
+        return OptionOrder([near_leg, far_leg], spread_mid, spread_order)
 
     def submit_stop_loss_order(self, trade: Trade, stop_loss_price: float, limit_price: float = None) -> Trade:
         stop_loss_order = Order()
diff --git a/ibkr/option_order.py b/ibkr/option_order.py
index ae7283f..f40b127 100644
--- a/ibkr/option_order.py
+++ b/ibkr/option_order.py
@@ -1,8 +1,12 @@
 from ib_insync import Trade
+from typing import List
+
+from .option_leg import OptionLeg
 
 class OptionOrder:
 
-    def __init__(self, trade_result: Trade, mid_price: float):
-        self.limit_price = abs(trade_result.order.lmtPrice)
-        self.fill_price = abs(trade_result.orderStatus.avgFillPrice)
-        self.mid_price = mid_price
\ No newline at end of file
+    def __init__(self, legs: List[OptionLeg], mid_price: float, order_result: Trade):
+        self.legs = legs
+        self.mid_price = mid_price
+        self.limit_price = abs(order_result.order.lmtPrice)
+        self.fill_price = abs(order_result.orderStatus.avgFillPrice)
\ No newline at end of file