Implement CTP-authoritative trading UI with event-driven state.

Add in-memory order/position books fed by CTP events, split active orders above positions in the UI, tick-triggered local SL/TP, and 30-second full calibration.

Co-authored-by: Cursor <cursoragent@cursor.com>

order_pending.py

@@ -80,6 +80,37 @@ def _find_ctp_position(positions: list[dict], sym: str, direction: str) -> Optio
     return None
 
 
+def _vt_order_in_active(vt_oid: str, active_orders: dict[str, dict]) -> bool:
+    oid = (vt_oid or "").strip()
+    if not oid:
+        return False
+    if oid in active_orders:
+        return True
+    tail = oid.rsplit("_", 1)[-1]
+    for key in active_orders:
+        if key == oid or key.endswith(tail) or oid.endswith(key):
+            return True
+    return False
+
+
+def _symbol_open_order_active(
+    orders: list[dict],
+    sym: str,
+    direction: str,
+    match_fn: Callable[[str, str], bool],
+) -> Optional[dict]:
+    direction = (direction or "long").strip().lower()
+    for o in orders or []:
+        offset_u = (o.get("offset") or "").upper()
+        if offset_u and "OPEN" not in offset_u:
+            continue
+        if (o.get("direction") or "long") != direction:
+            continue
+        if match_fn(o.get("symbol") or "", sym):
+            return o
+    return None
+
+
 def reconcile_pending_orders(
     conn,
     mode: str,
@@ -103,13 +134,15 @@ def reconcile_pending_orders(
         else []
     )
     try:
-        active_orders = {
-            str(o.get("order_id") or ""): o
-            for o in ctp_list_active_orders(mode)
-            if o.get("order_id")
-        }
+        active_order_list = ctp_list_active_orders(mode)
+        active_orders = {}
+        for o in active_order_list:
+            for key in (o.get("order_id"), o.get("vt_order_id")):
+                if key:
+                    active_orders[str(key)] = o
     except Exception as exc:
         logger.debug("list active orders: %s", exc)
+        active_order_list = []
         active_orders = {}
 
     rows = conn.execute(
@@ -137,7 +170,7 @@ def reconcile_pending_orders(
             stats["promoted"] += 1
             continue
 
-        if vt_oid and vt_oid in active_orders:
+        if vt_oid and _vt_order_in_active(vt_oid, active_orders):
             if age >= limit_sec and is_trading_session():
                 if ctp_cancel_order(mode, vt_oid):
                     conn.execute(
@@ -149,13 +182,42 @@ def reconcile_pending_orders(
                     logger.warning("pending auto-cancel failed monitor=%s order=%s", mid, vt_oid)
             continue
 
-        # 委托已不在活跃列表且无持仓：拒单/撤单/过期
-        if age >= 8:
-            conn.execute(
-                "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
-                (mid,),
-            )
-            stats["closed"] += 1
+        live_open = _symbol_open_order_active(active_order_list, sym, direction, match)
+        if live_open or (vt_oid and age < limit_sec):
+            if live_open and age >= limit_sec and is_trading_session():
+                cancel_oid = (
+                    vt_oid
+                    or live_open.get("vt_order_id")
+                    or live_open.get("order_id")
+                    or ""
+                )
+                if cancel_oid and ctp_cancel_order(mode, cancel_oid):
+                    conn.execute(
+                        "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                        (mid,),
+                    )
+                    stats["cancelled"] += 1
+            continue
+
+        if age >= limit_sec:
+            if vt_oid and is_trading_session():
+                if ctp_cancel_order(mode, vt_oid):
+                    conn.execute(
+                        "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                        (mid,),
+                    )
+                    stats["cancelled"] += 1
+                else:
+                    logger.info(
+                        "pending monitor=%s order=%s kept (cancel not confirmed)",
+                        mid, vt_oid,
+                    )
+            elif not vt_oid:
+                conn.execute(
+                    "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                    (mid,),
+                )
+                stats["closed"] += 1
 
     if any(stats.values()):
         conn.commit()