feat: add calendar spreads to MultiLegStrategy

CHANGELOG.md

@@ -53,6 +53,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
+- **All languages:** `MultiLegStrategy` gains `CalendarCallSpread` (`7`) and `CalendarPutSpread` (`8`) — calendar (horizontal) spreads, accepted by `TradeContext.submit_multileg` and reported back on the `multi_leg` field of order queries and the order-changed push. Both are appended after `Strangle`, so the discriminants of the existing variants are unchanged. Added across Rust, C, C++, Java, Node.js, and Python. Documented in longbridge/developers#1251
 - **Rust:** `Signal.status` is now a `SignalStatus` enum (pending / active / deleted / ai-failed / filtered-by-manual / ai-submit-failed), `SignalsResponse.total` is `i32` to match the wire contract, and the `risk_level` / `display_control` fields were dropped — neither is part of the API contract nor served in production
 - **Rust:** `SignalContext.security_facts` now returns a typed `SecurityFact` instead of raw JSON — fact id / type / direction, the securities it is about, the factors behind it (with their anomaly test and groups), the data sources, and the natural-language `nl_info`. Adds the `FactType` and `FactDirection` enums, and `FactNlInfo::summary_tags()` / `invest_anal_tags()` / `eli_explain_tags()` for the `{tag, value}` entries the API carries as JSON inside a string
 - **Rust:** add `SignalContext` — strategy signals and the catalyst facts behind them. `signals` (`GET /v1/signals`) queries signals with symbol / strategy / catalyst / time-range filters and paging; `signal` (`GET /v1/signals/{signal_id}`) returns one signal including the full strategy analysis in `json_data`; `security_facts` (`GET /v1/facts/security_facts`) lists a security's fact (catalyst) events. Bindings for the other languages are not wired up yet

c/csrc/include/longbridge.h

@@ -1343,6 +1343,14 @@ typedef enum CMultiLegStrategy {
    * Strangle
    */
   MultiLegStrategyStrangle,
+  /**
+   * Calendar call spread
+   */
+  MultiLegStrategyCalendarCallSpread,
+  /**
+   * Calendar put spread
+   */
+  MultiLegStrategyCalendarPutSpread,
 } CMultiLegStrategy;
 
 /**

c/src/trade_context/enum_types.rs

@@ -353,6 +353,12 @@ pub enum CMultiLegStrategy {
     /// Strangle
     #[c(remote = "Strangle")]
     MultiLegStrategyStrangle,
+    /// Calendar call spread
+    #[c(remote = "CalendarCallSpread")]
+    MultiLegStrategyCalendarCallSpread,
+    /// Calendar put spread
+    #[c(remote = "CalendarPutSpread")]
+    MultiLegStrategyCalendarPutSpread,
 }
 
 /// Multi-leg position direction

cpp/include/types.hpp

@@ -1653,6 +1653,10 @@ enum class MultiLegStrategy
   Straddle,
   /// Strangle
   Strangle,
+  /// Calendar call spread
+  CalendarCallSpread,
+  /// Calendar put spread
+  CalendarPutSpread,
 };
 
 /// Multi-leg position direction

cpp/src/convert.hpp

@@ -1495,6 +1495,10 @@ convert(CMultiLegStrategy strategy)
       return MultiLegStrategy::Straddle;
     case MultiLegStrategyStrangle:
       return MultiLegStrategy::Strangle;
+    case MultiLegStrategyCalendarCallSpread:
+      return MultiLegStrategy::CalendarCallSpread;
+    case MultiLegStrategyCalendarPutSpread:
+      return MultiLegStrategy::CalendarPutSpread;
     default:
       return MultiLegStrategy::Unknown;
   }
@@ -1520,6 +1524,10 @@ convert(MultiLegStrategy strategy)
       return MultiLegStrategyStraddle;
     case MultiLegStrategy::Strangle:
       return MultiLegStrategyStrangle;
+    case MultiLegStrategy::CalendarCallSpread:
+      return MultiLegStrategyCalendarCallSpread;
+    case MultiLegStrategy::CalendarPutSpread:
+      return MultiLegStrategyCalendarPutSpread;
     default:
       return MultiLegStrategyUnknown;
   }

java/javasrc/src/main/java/com/longbridge/trade/MultiLegStrategy.java

@@ -20,4 +20,8 @@ public enum MultiLegStrategy {
     Straddle,
     /** Strangle */
     Strangle,
+    /** Calendar call spread */
+    CalendarCallSpread,
+    /** Calendar put spread */
+    CalendarPutSpread,
 }

java/src/types/enum_types.rs

@@ -470,7 +470,9 @@ impl_java_enum!(
         VerticalPutSpread,
         Collar,
         Straddle,
-        Strangle
+        Strangle,
+        CalendarCallSpread,
+        CalendarPutSpread
     ]
 );
 

nodejs/index.d.ts

@@ -6002,7 +6002,11 @@ export declare const enum MultiLegStrategy {
   /** Straddle */
   Straddle = 6,
   /** Strangle */
-  Strangle = 7
+  Strangle = 7,
+  /** Calendar call spread */
+  CalendarCallSpread = 8,
+  /** Calendar put spread */
+  CalendarPutSpread = 9
 }
 
 /** Options for listing topics created by the current authenticated user */

nodejs/src/trade/types.rs

@@ -291,6 +291,10 @@ pub enum MultiLegStrategy {
     Straddle,
     /// Strangle
     Strangle,
+    /// Calendar call spread
+    CalendarCallSpread,
+    /// Calendar put spread
+    CalendarPutSpread,
 }
 
 /// Multi-leg position direction

python/pysrc/longbridge/openapi.pyi

@@ -6266,6 +6266,16 @@ class MultiLegStrategy:
         Strangle
         """
 
+    class CalendarCallSpread(MultiLegStrategy):
+        """
+        Calendar call spread
+        """
+
+    class CalendarPutSpread(MultiLegStrategy):
+        """
+        Calendar put spread
+        """
+
 class MultiLegPosition:
     """
     Multi-leg position direction

python/src/trade/types.rs

@@ -417,6 +417,10 @@ pub(crate) enum MultiLegStrategy {
     Straddle,
     /// Strangle
     Strangle,
+    /// Calendar call spread
+    CalendarCallSpread,
+    /// Calendar put spread
+    CalendarPutSpread,
 }
 
 /// Multi-leg position direction

rust/src/trade/types.rs

@@ -341,6 +341,12 @@ pub enum MultiLegStrategy {
     /// Strangle
     #[strum(to_string = "Strangle", serialize = "6")]
     Strangle,
+    /// Calendar call spread
+    #[strum(to_string = "CalendarCallSpread", serialize = "7")]
+    CalendarCallSpread,
+    /// Calendar put spread
+    #[strum(to_string = "CalendarPutSpread", serialize = "8")]
+    CalendarPutSpread,
 }
 
 /// Multi-leg position direction