Bug Description

QuoteContext.warrant_list() returns incorrect values for several fields in the WarrantInfo object. The fields implied_volatility, delta, effective_leverage, strike_price, and itm_otm all return the same value as last_done, instead of their actual values.

Environment

• SDK version: longport 3.0.22 (Python, latest as of 2026-03-17)
• Platform: macOS aarch64, Python 3.13
• Subscription: HK LV2 Advanced Quotes (OpenAPI)

Reproduction

from longport.openapi import Config, QuoteContext, WarrantSortBy, SortOrderType, WarrantType

config = Config.from_env()
ctx = QuoteContext(config)
warrants = ctx.warrant_list(
    '700.HK',
    WarrantSortBy.Turnover,
    SortOrderType.Descending,
    warrant_type=[WarrantType.Call],
)
w = warrants[0]
print(f"last_done:          {w.last_done}")
print(f"implied_volatility: {w.implied_volatility}")
print(f"delta:              {w.delta}")
print(f"effective_leverage: {w.effective_leverage}")
print(f"strike_price:       {w.strike_price}")
print(f"itm_otm:            {w.itm_otm}")
print(f"premium:            {w.premium}")          # This one is correct
print(f"leverage_ratio:     {w.leverage_ratio}")    # This one is correct

Actual Output

=== 26200.HK JPTENCT@EC2608A ===
  last_done:          0.153
  implied_volatility: 0.153    ← WRONG (should be ~0.30-0.50)
  delta:              0.153    ← WRONG (should be 0.0-1.0 range)
  effective_leverage: 0.153    ← WRONG
  strike_price:       0.153    ← WRONG (should be ~559.0 for this warrant)
  itm_otm:            0.153    ← WRONG
  premium:            0.2268   ✓ correct
  leverage_ratio:     36.536   ✓ correct

All 5 broken fields return exactly the same Decimal value as last_done. Other fields like premium, leverage_ratio, volume, turnover, outstanding_ratio, change_rate return correct distinct values.

Expected Behavior

Each field should return its own value as documented in the API reference:

• implied_volatility: ~0.30-0.80 range (引伸波幅)
• delta: -1.0 to 1.0 range (对冲值)
• effective_leverage: distinct from last_done (有效杠杆)
• strike_price: the warrant's exercise price (行权价)
• itm_otm: in/out of the money percentage (价内/价外 %)

Analysis

This looks like a field offset / deserialization bug in the native (Rust) binding. The SDK correctly deserializes premium, leverage_ratio, etc., but maps 5 other fields to the same memory offset as last_done.

Tested with 1300+ warrant records across 27 underlying stocks — 100% of records show implied_volatility == last_done.