refactor(trade): remove contract_size from MultiLegOrderLeg

The field was dropped from the multi-leg `legs` definition in the API
docs (longbridge/developers#1215), so the server does not return it.
Removed across all six SDK layers (Rust, C, C++, Java, Node.js, Python)
and from the unreleased changelog entry that listed it.

Author: sunli829

CHANGELOG.md

@@ -9,7 +9,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Added
 
 - **All languages:** add `TradeContext.submit_multileg` (`POST /v1/trade/order/multileg`) — submit a multi-leg option combination order (vertical spreads, straddles, strangles, collars, etc.) whose legs are placed together as a single strategy order. Takes `side`, `order_type`, `submitted_quantity`, `strategy` (`MultiLegStrategy`), a list of legs (`symbol` + `ratio_quantity`), and optional `submitted_price` / `remark` / `client_request_id`; returns the existing `SubmitOrderResponse`
-- **All languages:** order queries and the order push now expose multi-leg strategy information. `Order` (from `today_orders` / `history_orders`), `OrderDetail` (from `order_detail`), and the `PushOrderChanged` order-changed event gain an optional `multi_leg` field (`MultiLegInfo`) — present only for multi-leg option combination orders — carrying the `strategy`, `strategy_name`, `multileg_id`, `code`, and the combination `legs` (each with `symbol`, `side`, `position`, `ratio_quantity`, `strike_price`, `expire_date`, `contract_direction`, and `contract_size`). Adds the `MultiLegStrategy`, `MultiLegPosition`, and `ContractDirection` enums
+- **All languages:** order queries and the order push now expose multi-leg strategy information. `Order` (from `today_orders` / `history_orders`), `OrderDetail` (from `order_detail`), and the `PushOrderChanged` order-changed event gain an optional `multi_leg` field (`MultiLegInfo`) — present only for multi-leg option combination orders — carrying the `strategy`, `strategy_name`, `multileg_id`, `code`, and the combination `legs` (each with `symbol`, `side`, `position`, `ratio_quantity`, `strike_price`, `expire_date`, and `contract_direction`). Adds the `MultiLegStrategy`, `MultiLegPosition`, and `ContractDirection` enums
 - **All languages:** `Execution` gains a `side` field (`OrderSide`) — the buy/sell direction of the fill, now returned by the `today_executions`, `history_executions`, and `all_executions` responses
 
 ### Fixed

c/csrc/include/longbridge.h

@@ -3512,10 +3512,6 @@ typedef struct CMultiLegOrderLeg {
    * Contract type
    */
   enum CContractDirection contract_direction;
-  /**
-   * Contract size (maybe null)
-   */
-  const struct lb_decimal_t *contract_size;
 } CMultiLegOrderLeg;
 
 /**

c/src/trade_context/types.rs

@@ -275,8 +275,6 @@ pub struct CMultiLegOrderLeg {
     pub expire_date: *const CDate,
     /// Contract type
     pub contract_direction: CContractDirection,
-    /// Contract size (maybe null)
-    pub contract_size: *const CDecimal,
 }
 
 #[derive(Debug)]
@@ -288,7 +286,6 @@ pub(crate) struct CMultiLegOrderLegOwned {
     strike_price: Option<CDecimal>,
     expire_date: Option<CDate>,
     contract_direction: ContractDirection,
-    contract_size: Option<CDecimal>,
 }
 
 impl From<MultiLegOrderLeg> for CMultiLegOrderLegOwned {
@@ -301,7 +298,6 @@ impl From<MultiLegOrderLeg> for CMultiLegOrderLegOwned {
             strike_price,
             expire_date,
             contract_direction,
-            contract_size,
         } = leg;
         Self {
             symbol: symbol.into(),
@@ -311,7 +307,6 @@ impl From<MultiLegOrderLeg> for CMultiLegOrderLegOwned {
             strike_price: strike_price.map(Into::into),
             expire_date: expire_date.map(Into::into),
             contract_direction,
-            contract_size: contract_size.map(Into::into),
         }
     }
 }
@@ -328,7 +323,6 @@ impl ToFFI for CMultiLegOrderLegOwned {
             strike_price,
             expire_date,
             contract_direction,
-            contract_size,
         } = self;
         CMultiLegOrderLeg {
             symbol: symbol.to_ffi_type(),
@@ -344,10 +338,6 @@ impl ToFFI for CMultiLegOrderLegOwned {
                 .map(|value| value as *const CDate)
                 .unwrap_or(std::ptr::null()),
             contract_direction: (*contract_direction).into(),
-            contract_size: contract_size
-                .as_ref()
-                .map(ToFFI::to_ffi_type)
-                .unwrap_or(std::ptr::null()),
         }
     }
 }

cpp/include/types.hpp

@@ -1689,8 +1689,6 @@ struct MultiLegOrderLeg
   std::optional<Date> expire_date;
   /// Contract type
   ContractDirection contract_direction;
-  /// Contract size
-  std::optional<Decimal> contract_size;
 };
 
 /// Multi-leg strategy information

cpp/src/convert.hpp

@@ -1551,8 +1551,6 @@ convert(const CMultiLegOrderLeg* leg)
                       : std::nullopt,
     leg->expire_date ? std::optional{ convert(leg->expire_date) } : std::nullopt,
     convert(leg->contract_direction),
-    leg->contract_size ? std::optional{ Decimal(leg->contract_size) }
-                       : std::nullopt,
   };
 }
 

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

@@ -14,7 +14,6 @@ public class MultiLegOrderLeg {
     private BigDecimal strikePrice;
     private LocalDate expireDate;
     private ContractDirection contractDirection;
-    private BigDecimal contractSize;
 
     /**
      * Returns the option symbol, in `ticker.region` format.
@@ -79,19 +78,10 @@ public ContractDirection getContractDirection() {
         return contractDirection;
     }
 
-    /**
-     * Returns the contract size.
-     *
-     * @return contract size
-     */
-    public BigDecimal getContractSize() {
-        return contractSize;
-    }
-
     @Override
     public String toString() {
         return "MultiLegOrderLeg [symbol=" + symbol + ", side=" + side + ", position=" + position
                 + ", ratioQuantity=" + ratioQuantity + ", strikePrice=" + strikePrice + ", expireDate=" + expireDate
-                + ", contractDirection=" + contractDirection + ", contractSize=" + contractSize + "]";
+                + ", contractDirection=" + contractDirection + "]";
     }
 }

java/src/types/classes.rs

@@ -623,8 +623,7 @@ impl_java_class!(
         ratio_quantity,
         strike_price,
         expire_date,
-        contract_direction,
-        contract_size
+        contract_direction
     ]
 );
 

nodejs/index.d.ts

@@ -1048,8 +1048,6 @@ export declare class MultiLegOrderLeg {
   get expireDate(): NaiveDate | null
   /** Contract type */
   get contractDirection(): ContractDirection
-  /** Contract size */
-  get contractSize(): Decimal | null
 }
 
 /** Naive date type */

nodejs/src/trade/types.rs

@@ -340,9 +340,6 @@ pub struct MultiLegOrderLeg {
     expire_date: Option<NaiveDate>,
     /// Contract type
     contract_direction: ContractDirection,
-    /// Contract size
-    #[js(opt)]
-    contract_size: Option<Decimal>,
 }
 
 /// Multi-leg strategy information

python/pysrc/longbridge/openapi.pyi

@@ -6259,11 +6259,6 @@ class MultiLegOrderLeg:
     Contract type
     """
 
-    contract_size: Optional[Decimal]
-    """
-    Contract size
-    """
-
 class MultiLegInfo:
     """
     Multi-leg strategy information