feat(fund): add FundContext for the mutual-fund channel (all layers)

CHANGELOG.md

@@ -6,8 +6,22 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+### Added
+
+- **Rust core (async + blocking):** new `FundContext` / `FundContextSync` for the mutual-fund channel, covering 28 endpoints across fund catalog & market data (hot funds, fund list, filters, detail, analysis/trend, annual/quarterly returns, performance & comparison, latest/historical NAV, top-10 holdings, reverse stock holdings), the user's fund positions (overview, single position, performance, profits, NAV history, dividends), and fund orders/trading (order list & detail, transactions/cash-flow, order validate/submit/cancel). The fund identifier is exposed as `counter_id` (e.g. `UT/FD/HK0000384492`); because it contains `/` it cannot sit in the URL path, so single-fund endpoints take it as a `counter_id` query parameter (fixed sub-paths like `/v1/fund/funds/detail`, `/v1/fund/funds/nav`) rather than a path segment. Three batch-backed endpoints — latest NAV (`nav`), daily performance (`performance`) and held-fund performance (`position_performance`) — instead send the identifier as a one-element JSON array in a `counter_ids` query parameter, matching their backend contract. Nested response objects the backend may return as `null` — `FundDetail.asset_allocation`, `FundTrend.contrast_performances`, `FundPositionDetail.detail_values` and `FundOrderDetail.order` — are modeled as optional/nullable (`Option` / `std::optional` / nullable pointer / `T | null` / `Optional[T]`) so those responses deserialize instead of erroring on `null`. Numeric `int64` fields tolerate the backend sending them as either a JSON number or a quoted string, so a numeric value never fails the whole response. Mirrored across the C, C++, Java, Node.js and Python layers; the separate Go SDK is pending.
+- **C:** `lb_fund_context_*` FFI (all 28 methods via `c/src/fund_context`) with the request-option structs (`lb_get_funds_options_t`, `lb_submit_fund_order_options_t`, …) and all 39 fund response structs (`lb_fund_detail_t`, `lb_hot_fund_t`, `lb_fund_order_t`, …) emitted into `c/csrc/include/longbridge.h`. The fund context and its option structs are added to the cbindgen `[export.rename]` map so they follow the `lb_*_t` naming convention like every other channel (rather than emitting raw `C…` names).
+- **Node.js:** `FundContext` (napi) binding mirroring the Rust `FundContext` (all 28 methods) plus the fund response/option types, regenerated into `nodejs/index.d.ts`. The fund-channel position entry is exposed to JS as `FundHoldingPosition` to avoid colliding with the existing trade `FundPosition`. Server-defined "any" JSON fields are surfaced as raw JSON `string` (or `Array<string>`), unix-second timestamps as `number`, and numeric-string fields as `string`.
+- **Java:** `com.longbridge.fund.FundContext` JNI binding mirroring the Rust `FundContext` (all 28 methods), plus the fund response and option types under `com.longbridge.fund`. Server-defined "any" JSON fields are surfaced as raw JSON `String` (or `String[]`), unix-second timestamps as `long`, and numeric-string fields as `String`.
+- **Python:** `longbridge.openapi.FundContext` (PyO3) binding mirroring the Rust `FundContext` (all 28 methods), plus all fund response types (`HotFund`, `FundBrief`, `FundFilters`, `FundDetail`, `FundAnalysis`/`FundAnalysisDetail`, `FundTrend`, `FundPerformanceComparison`, `FundHoldings`, `FundPositions`, `FundPositionDetail`, `FundOrderDetail`, `FundDividends`, `FundOrderValidation`, `FundOrderSubmitResponse`, and their nested types). The fund-channel position entry is exposed as `FundHoldingPosition` to avoid colliding with the existing trade `FundPosition`. Server-defined "any" JSON fields are surfaced as raw JSON `str` (or `list[str]`), unix-second timestamps as `int`, and numeric-string fields as `str`. The `openapi.pyi` type stub is updated to match.
+- **C++:** `longbridge::fund::FundContext` binding wrapping the C FFI layer (all 28 methods), plus the fund request-option and response types under `longbridge::fund` in `types.hpp`. Server-defined "any" JSON fields are surfaced as raw JSON `std::string` (or `std::vector<std::string>`), unix-second timestamps as `int64_t`, and numeric-string fields as `std::string`.
+
+### Fixed
+
+- **C / C++:** resolved a cbindgen name collision introduced with the fund C FFI layer: the fund module's `CFundPosition` and `CGetFundPositionsOptions` shared their names with the existing portfolio types, so the regenerated `longbridge.h` overwrote `lb_fund_position_t` and `lb_get_fund_positions_options_t` with the fund field layouts, breaking the C++ trade/portfolio converters. The fund structs were renamed to `CFundPositionItem` (emitted as `lb_fund_position_item_t`, reachable via `lb_fund_positions_t.list`) and `CFundPositionsOptions` (`lb_fund_positions_options_t`, a `lb_fund_context_positions` parameter) so both modules coexist with distinct names.
+
 ### Changed
 
+- **All SDKs (breaking):** `TradeContext.fund_positions` — the `FundPosition` identifier field is renamed from `symbol` (which carried the fund's ISIN) to `counter_id`, aligning it with the rest of the fund tooling. The value is now the full fund `counter_id` (e.g. `UT/FD/HK0000384492`); the ISIN remains recoverable as the last `/`-separated segment. Renamed across every layer: Rust core (`counter_id`, deserializes the legacy `symbol` key via a serde alias for transition), C (`lb_fund_position_t.counter_id`), C++ (`FundPosition::counter_id`), Java (`FundPosition.getCounterId()`), Node.js (`FundPosition.counterId`), Python (`FundPosition.counter_id`). Note the request-side filter (`GetFundPositionsOptions.symbols`) is unchanged — you still filter holdings by user symbol, but the response now returns the fund `counter_id`.
 - **All SDKs:** `CalendarContext.finance_calendar` now exposes the endpoint's pagination controls so callers can page through results themselves. Previously the method issued a single request with no page-size control, so the server's default page cap (historically ~10 events) made even a one-day query look truncated at 10 results. Three optional parameters were added — `count` (max events per page), `offset` (events to skip), and `next` (a new `CalendarPageDirection` enum: `Later` / `Earlier`) — and the response's `next_date` cursor is returned as-is. To retrieve a full window, request a larger `count`, or re-call with the returned `next_date` as `start` until it comes back empty. This is a signature change across every layer (Rust core + blocking, C, C++, Java, Node.js, Python); the new arguments are optional in the languages that support defaults. Reported as longbridge/developers#1265
 
 ## [5.1.0] - 2026-09-20

c/cbindgen.toml

@@ -95,9 +95,65 @@ cpp_compat = true
 "CChargeCategoryCode" = "lb_charge_category_code_t"
 "CGetCashFlowOptions" = "lb_get_cash_flow_options_t"
 "CGetFundPositionsOptions" = "lb_get_fund_positions_options_t"
+"CFundPositionsOptions" = "lb_fund_positions_options_t"
 "CFundPositionsResponse" = "lb_fund_position_response_t"
 "CFundPositionChannel" = "lb_fund_position_channel_t"
 "CFundPosition" = "lb_fund_position_t"
+# --- fund module response views ---
+"CFundAnalysis" = "lb_fund_analysis_t"
+"CFundAnalysisDetail" = "lb_fund_analysis_detail_t"
+"CFundAnnualReturn" = "lb_fund_annual_return_t"
+"CFundAssetAllocation" = "lb_fund_asset_allocation_t"
+"CFundAssetAllocationItem" = "lb_fund_asset_allocation_item_t"
+"CFundBrief" = "lb_fund_brief_t"
+"CFundDatedValue" = "lb_fund_dated_value_t"
+"CFundDetail" = "lb_fund_detail_t"
+"CFundDividend" = "lb_fund_dividend_t"
+"CFundDividends" = "lb_fund_dividends_t"
+"CFundFilters" = "lb_fund_filters_t"
+"CFundHolding" = "lb_fund_holding_t"
+"CFundHoldings" = "lb_fund_holdings_t"
+"CFundNamedContrast" = "lb_fund_named_contrast_t"
+"CFundNavValue" = "lb_fund_nav_value_t"
+"CFundOrder" = "lb_fund_order_t"
+"CFundOrderDetail" = "lb_fund_order_detail_t"
+"CFundOrderInfo" = "lb_fund_order_info_t"
+"CFundOrderKeyword" = "lb_fund_order_keyword_t"
+"CFundOrderStage" = "lb_fund_order_stage_t"
+"CFundOrderSubmitResponse" = "lb_fund_order_submit_response_t"
+"CFundOrderValidation" = "lb_fund_order_validation_t"
+"CFundPerformance" = "lb_fund_performance_t"
+"CFundPerformanceComparison" = "lb_fund_performance_comparison_t"
+"CFundPerformancePoint" = "lb_fund_performance_point_t"
+"CFundPositionDetail" = "lb_fund_position_detail_t"
+"CFundPositionDetailValues" = "lb_fund_position_detail_values_t"
+"CFundPositionItem" = "lb_fund_position_item_t"
+"CFundPositionNav" = "lb_fund_position_nav_t"
+"CFundPositionPerformance" = "lb_fund_position_performance_t"
+"CFundPositionProfits" = "lb_fund_position_profits_t"
+"CFundPositions" = "lb_fund_positions_t"
+"CFundQuarterlyReturn" = "lb_fund_quarterly_return_t"
+"CFundStockHolding" = "lb_fund_stock_holding_t"
+"CFundTransaction" = "lb_fund_transaction_t"
+"CFundTrend" = "lb_fund_trend_t"
+"CFundTrendContrast" = "lb_fund_trend_contrast_t"
+"CFundUnitValue" = "lb_fund_unit_value_t"
+"CHotFund" = "lb_hot_fund_t"
+# --- fund module: context + option structs ---
+"CFundContext" = "lb_fund_context_t"
+"CGetFundsOptions" = "lb_get_funds_options_t"
+"CGetFundAnalysisOptions" = "lb_get_fund_analysis_options_t"
+"CFundPageOptions" = "lb_fund_page_options_t"
+"CFundNavRangeOptions" = "lb_fund_nav_range_options_t"
+"CGetFundHoldingsOptions" = "lb_get_fund_holdings_options_t"
+"CGetFundStockHoldingsOptions" = "lb_get_fund_stock_holdings_options_t"
+"CGetFundPositionOptions" = "lb_get_fund_position_options_t"
+"CGetFundPositionProfitsOptions" = "lb_get_fund_position_profits_options_t"
+"CGetFundPositionDividendsOptions" = "lb_get_fund_position_dividends_options_t"
+"CGetFundOrdersOptions" = "lb_get_fund_orders_options_t"
+"CGetFundTransactionsOptions" = "lb_get_fund_transactions_options_t"
+"CValidateFundOrderOptions" = "lb_validate_fund_order_options_t"
+"CSubmitFundOrderOptions" = "lb_submit_fund_order_options_t"
 "CGetStockPositionsOptions" = "lb_get_stock_positions_options_t"
 "CStockPositionsResponse" = "lb_stock_position_response_t"
 "CStockPositionChannel" = "lb_stock_position_channel_t"
@@ -444,6 +500,17 @@ include = [
     "CGridOrder", "CGridOrderSubOrder", "CGridOrderHistory", "CGridOrderDetail",
     "CTriggerOrder", "CGridBidSize", "CGridChannelInfo", "CGridSymbolInfo",
     "CGridOrdersResponse", "CGridTriggerHistoryResponse",
+    # FundContext: mutual-fund response views (via void* async data pointer)
+    "CFundAnalysis", "CFundAnalysisDetail", "CFundAnnualReturn", "CFundAssetAllocation",
+    "CFundAssetAllocationItem", "CFundBrief", "CFundDatedValue", "CFundDetail",
+    "CFundDividend", "CFundDividends", "CFundFilters", "CFundHolding",
+    "CFundHoldings", "CFundNamedContrast", "CFundNavValue", "CFundOrder",
+    "CFundOrderDetail", "CFundOrderInfo", "CFundOrderKeyword", "CFundOrderStage",
+    "CFundOrderSubmitResponse", "CFundOrderValidation", "CFundPerformance", "CFundPerformanceComparison",
+    "CFundPerformancePoint", "CFundPositionDetail", "CFundPositionDetailValues", "CFundPositionItem",
+    "CFundPositionNav", "CFundPositionPerformance", "CFundPositionProfits", "CFundPositions",
+    "CFundQuarterlyReturn", "CFundStockHolding", "CFundTransaction", "CFundTrend",
+    "CFundTrendContrast", "CFundUnitValue", "CHotFund",
     # TradeContext: grid trading push (stays on trade side)
     "CPushGridOrderChanged",
     "CEstimateMaxPurchaseQuantityResponse",