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>

ctp_trading_state.py

@@ -0,0 +1,201 @@
+# Copyright (c) 2025-2026 马建军. All rights reserved.
+# 专有软件 — 未经授权禁止复制、传播、转售。
+# 详见 LICENSE.zh-CN.txt
+
+"""CTP 权威内存簿：委托、持仓、同步状态（事件增量 + 定期全量校准）。"""
+from __future__ import annotations
+
+import logging
+import threading
+import time
+from typing import Any, Callable, Optional
+
+logger = logging.getLogger(__name__)
+
+CALIBRATE_INTERVAL_SEC = 30.0
+
+
+def position_key(exchange: str, symbol: str, direction: str) -> str:
+    """统一持仓键：exchange|symbol|direction"""
+    ex = (exchange or "").strip().upper()
+    sym = (symbol or "").strip().lower()
+    d = (direction or "long").strip().lower()
+    if ex:
+        return f"{ex}|{sym}|{d}"
+    return f"{sym}|{d}"
+
+
+def parse_position_key(key: str) -> tuple[str, str, str]:
+    parts = (key or "").split("|")
+    if len(parts) >= 3:
+        return parts[0], parts[1], parts[2]
+    if len(parts) == 2:
+        return "", parts[0], parts[1]
+    return "", (key or "").lower(), "long"
+
+
+class CtpTradingState:
+    """进程内 CTP 快照：柜台回报为准，SQLite 仅挂 SL/TP 元数据。"""
+
+    def __init__(self) -> None:
+        self._lock = threading.RLock()
+        self._orders: dict[str, dict[str, Any]] = {}
+        self._positions: dict[str, dict[str, Any]] = {}
+        self._tick_prices: dict[str, float] = {}
+        self._sync_state = "idle"
+        self._last_event_ts: float = 0.0
+        self._last_calibrate_ts: float = 0.0
+        self._on_change: Optional[Callable[[], None]] = None
+
+    def set_change_callback(self, fn: Optional[Callable[[], None]]) -> None:
+        self._on_change = fn
+
+    def _notify(self) -> None:
+        self._last_event_ts = time.time()
+        fn = self._on_change
+        if fn:
+            try:
+                fn()
+            except Exception as exc:
+                logger.debug("trading state change callback: %s", exc)
+
+    @property
+    def sync_state(self) -> str:
+        with self._lock:
+            return self._sync_state
+
+    def sync_label(self) -> str:
+        st = self.sync_state
+        if st == "syncing":
+            return "同步中…"
+        if st == "ready":
+            return "已同步"
+        return ""
+
+    def begin_sync(self) -> None:
+        with self._lock:
+            self._sync_state = "syncing"
+
+    def finish_sync(self) -> None:
+        with self._lock:
+            self._sync_state = "ready"
+            self._last_calibrate_ts = time.time()
+
+    def needs_calibrate(self) -> bool:
+        with self._lock:
+            if self._sync_state == "idle":
+                return True
+            return (time.time() - self._last_calibrate_ts) >= CALIBRATE_INTERVAL_SEC
+
+    def upsert_order(self, row: dict[str, Any], *, notify: bool = True) -> None:
+        oid = str(row.get("order_id") or row.get("vt_order_id") or "").strip()
+        if not oid:
+            return
+        with self._lock:
+            self._orders[oid] = dict(row)
+        if notify:
+            self._notify()
+
+    def remove_order(self, order_id: str, *, notify: bool = True) -> None:
+        oid = (order_id or "").strip()
+        if not oid:
+            return
+        removed = False
+        with self._lock:
+            if oid in self._orders:
+                del self._orders[oid]
+                removed = True
+            else:
+                for k in list(self._orders.keys()):
+                    if k == oid or k.endswith(oid) or oid.endswith(k):
+                        del self._orders[k]
+                        removed = True
+                        break
+        if removed and notify:
+            self._notify()
+
+    def upsert_position(self, row: dict[str, Any], *, notify: bool = True) -> None:
+        lots = int(row.get("lots") or 0)
+        ex = row.get("exchange") or ""
+        sym = row.get("symbol") or ""
+        direction = row.get("direction") or "long"
+        pk = position_key(ex, sym, direction)
+        with self._lock:
+            if lots <= 0:
+                self._positions.pop(pk, None)
+            else:
+                row = dict(row)
+                row["position_key"] = pk
+                self._positions[pk] = row
+        if notify:
+            self._notify()
+
+    def remove_position(self, pk: str, *, notify: bool = True) -> None:
+        with self._lock:
+            self._positions.pop(pk, None)
+        if notify:
+            self._notify()
+
+    def set_tick_price(self, exchange: str, symbol: str, price: float) -> None:
+        if not symbol or price <= 0:
+            return
+        key = f"{(exchange or '').upper()}|{symbol.lower()}"
+        with self._lock:
+            self._tick_prices[key] = float(price)
+
+    def get_tick_price(self, exchange: str, symbol: str) -> Optional[float]:
+        key = f"{(exchange or '').upper()}|{symbol.lower()}"
+        with self._lock:
+            return self._tick_prices.get(key)
+
+    def get_active_orders(self) -> list[dict[str, Any]]:
+        with self._lock:
+            return list(self._orders.values())
+
+    def get_positions(self) -> list[dict[str, Any]]:
+        with self._lock:
+            return list(self._positions.values())
+
+    def position_keys(self) -> set[str]:
+        with self._lock:
+            return set(self._positions.keys())
+
+    def clear(self) -> None:
+        with self._lock:
+            self._orders.clear()
+            self._positions.clear()
+            self._tick_prices.clear()
+            self._sync_state = "idle"
+
+    def calibrate_from_lists(
+        self,
+        orders: list[dict[str, Any]],
+        positions: list[dict[str, Any]],
+    ) -> None:
+        """全量校准：以 vnpy 内存为准重建订单/持仓簿。"""
+        self.begin_sync()
+        new_orders: dict[str, dict[str, Any]] = {}
+        for o in orders or []:
+            oid = str(o.get("order_id") or o.get("vt_order_id") or "").strip()
+            if oid:
+                new_orders[oid] = dict(o)
+        new_positions: dict[str, dict[str, Any]] = {}
+        for p in positions or []:
+            lots = int(p.get("lots") or 0)
+            if lots <= 0:
+                continue
+            ex = p.get("exchange") or ""
+            sym = p.get("symbol") or ""
+            direction = p.get("direction") or "long"
+            pk = position_key(ex, sym, direction)
+            row = dict(p)
+            row["position_key"] = pk
+            new_positions[pk] = row
+        with self._lock:
+            self._orders = new_orders
+            self._positions = new_positions
+        self.finish_sync()
+        self._notify()
+
+
+trading_state = CtpTradingState()

install_trading.py

@@ -84,6 +84,7 @@ from trading_context import (
     trading_mode_label,
 )
 from ctp_symbol import ths_to_vnpy_symbol
+from ctp_trading_state import position_key, trading_state
 from vnpy_bridge import (
     _ctp_td_lock,
     ctp_cancel_order,
@@ -99,6 +100,7 @@ from vnpy_bridge import (
     execute_order,
     get_bridge,
     set_position_refresh_callback,
+    set_tick_sl_tp_callback,
 )
 
 
@@ -207,11 +209,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
 
     def _ctp_pos_to_ths_code(p: dict) -> str:
         sym = (p.get("symbol") or "").strip()
+        ex = (p.get("exchange") or "").strip()
         if not sym:
             return ""
         codes = ths_to_codes(sym)
         if codes:
             return codes.get("ths_code") or sym
+        if ex:
+            from vnpy_bridge import CtpBridge
+            ths = CtpBridge._vnpy_sym_to_ths(sym, ex)
+            if ths:
+                return ths
         return sym
 
     def _resolve_position_margin(
@@ -334,7 +342,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         """CTP 有持仓但本地无监控时，自动补写一条 active 记录供展示。"""
         if not ctp_status(mode).get("connected"):
             return
-        for p in _ctp_positions(mode, refresh_if_empty=True):
+        ctp_positions = _ctp_positions(mode, refresh_if_empty=True)
+        for p in ctp_positions:
             lots = int(p.get("lots") or 0)
             if lots <= 0:
                 continue
@@ -342,7 +351,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             ths = _ctp_pos_to_ths_code(p)
             if not ths:
                 continue
-            existing = _find_active_monitor(conn, ths, direction)
+            existing = _find_or_revive_monitor(conn, ths, direction)
             if existing:
                 _sync_monitor_from_ctp(
                     conn, int(existing["id"]), ths, direction, mode, ctp=p,
@@ -368,6 +377,43 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     "UPDATE trade_order_monitors SET initial_stop_loss=? WHERE id=?",
                     (initial_sl, mid),
                 )
+        if ctp_positions:
+            return
+
+    def _restore_recent_pending_monitors(conn, mode: str) -> None:
+        """重启或 vnpy 委托缓存丢失时，恢复当日最近一笔可能仍有效的开仓挂单。"""
+        if not ctp_status(mode).get("connected"):
+            return
+        if conn.execute("SELECT 1 FROM trade_order_monitors WHERE status='pending' LIMIT 1").fetchone():
+            return
+        today = datetime.now().strftime("%Y-%m-%d")
+        row = conn.execute(
+            """SELECT * FROM trade_order_monitors
+               WHERE status='closed' AND monitor_type='manual'
+                 AND vt_order_id IS NOT NULL AND vt_order_id != ''
+                 AND open_time LIKE ?
+               ORDER BY id DESC LIMIT 1""",
+            (f"{today}%",),
+        ).fetchone()
+        if not row:
+            return
+        mon = dict(row)
+        sym = mon.get("symbol") or ""
+        direction = (mon.get("direction") or "long").strip().lower()
+        if _find_active_monitor(conn, sym, direction):
+            return
+        for p in _ctp_positions(mode, refresh_if_empty=False):
+            if int(p.get("lots") or 0) <= 0:
+                continue
+            if (p.get("direction") or "long") != direction:
+                continue
+            if _match_ctp_symbol(p.get("symbol") or "", sym):
+                return
+        conn.execute(
+            "UPDATE trade_order_monitors SET status='pending' WHERE id=?",
+            (mon["id"],),
+        )
+        logger.info("恢复挂单监控 id=%s sym=%s", mon.get("id"), sym)
 
     def _match_ctp_symbol(ctp_sym: str, ths: str) -> bool:
         a = (ctp_sym or "").lower()
@@ -540,7 +586,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         ctp_st = ctp_status(mode)
         if ctp_st.get("connected"):
             for o in _ctp_active_orders(mode):
-                sym = o.get("symbol") or ""
+                sym = _ctp_pos_to_ths_code(o) or (o.get("symbol") or "")
                 offset_s = (o.get("offset") or "").upper()
                 kind = "limit"
                 label = "委托挂单"
@@ -548,6 +594,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     label = "平仓委托"
                 pending.append({
                     "symbol_code": sym,
+                    "symbol": _symbol_display_fields(sym).get("symbol_name") or sym,
                     "direction": o.get("direction") or "long",
                     "direction_label": "做多" if o.get("direction") == "long" else "做空",
                     "lots": int(o.get("lots") or 0),
@@ -556,6 +603,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     "label": label,
                     "source": "ctp",
                     "order_id": o.get("order_id"),
+                    "vt_order_id": o.get("vt_order_id") or o.get("order_id"),
                     "can_cancel_order": is_trading_session(),
                     "cancel_allowed": is_trading_session(),
                     **_symbol_display_fields(sym),
@@ -568,14 +616,50 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         except Exception:
             return []
 
-    def _canonical_position_key(symbol: str, direction: str) -> str:
+    def _canonical_position_key(symbol: str, direction: str, exchange: str = "") -> str:
         sym = (symbol or "").strip()
         d = (direction or "long").strip().lower()
+        ex = (exchange or "").strip().upper()
         try:
-            vnpy_sym, _ = ths_to_vnpy_symbol(sym)
+            vnpy_sym, ex2 = ths_to_vnpy_symbol(sym)
-            return f"{vnpy_sym.lower()}:{d}"
+            sym = vnpy_sym
+            if not ex:
+                ex = ex2
         except Exception:
-            return f"{sym.lower()}:{d}"
+            sym = sym.lower()
+        return position_key(ex, sym, d)
+
+    def _position_key_from_ctp(p: dict) -> str:
+        return position_key(
+            p.get("exchange") or "",
+            p.get("symbol") or "",
+            p.get("direction") or "long",
+        )
+
+    def _monitor_position_key(mon: dict, exchange: str = "") -> str:
+        sym = (mon.get("symbol") or "").strip()
+        d = (mon.get("direction") or "long").strip().lower()
+        ex = (exchange or "").strip().upper()
+        try:
+            vnpy_sym, ex2 = ths_to_vnpy_symbol(sym)
+            sym = vnpy_sym
+            if not ex:
+                ex = ex2
+        except Exception:
+            sym = sym.lower()
+        return position_key(ex, sym, d)
+
+    def _monitors_by_position_key(conn) -> dict[str, dict]:
+        ensure_monitor_order_columns(conn)
+        out: dict[str, dict] = {}
+        for r in conn.execute(
+            "SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
+        ).fetchall():
+            mon = dict(r)
+            pk = _monitor_position_key(mon)
+            if pk not in out:
+                out[pk] = mon
+        return out
 
     def _find_active_monitor(conn, symbol: str, direction: str) -> Optional[dict]:
         direction = (direction or "long").strip().lower()
@@ -589,6 +673,51 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 return row
         return None
 
+    def _revive_closed_monitor(conn, symbol: str, direction: str) -> Optional[dict]:
+        """柜台仍有持仓但本地监控被误关时，恢复最近一条同品种记录。"""
+        direction = (direction or "long").strip().lower()
+        for r in conn.execute(
+            "SELECT * FROM trade_order_monitors WHERE status='closed' ORDER BY id DESC LIMIT 40"
+        ).fetchall():
+            row = dict(r)
+            if (row.get("direction") or "long") != direction:
+                continue
+            if not _match_ctp_symbol(symbol, row.get("symbol") or ""):
+                continue
+            if int(row.get("lots") or 0) <= 0:
+                continue
+            conn.execute(
+                "UPDATE trade_order_monitors SET status='active' WHERE id=?",
+                (row["id"],),
+            )
+            row["status"] = "active"
+            logger.info(
+                "恢复误关闭监控 id=%s sym=%s dir=%s",
+                row.get("id"), row.get("symbol"), direction,
+            )
+            return row
+        return None
+
+    def _find_or_revive_monitor(conn, symbol: str, direction: str) -> Optional[dict]:
+        active = _find_active_monitor(conn, symbol, direction)
+        if active:
+            return active
+        return _revive_closed_monitor(conn, symbol, direction)
+
+    def _close_all_monitors_for_sym_dir(conn, symbol: str, direction: str) -> None:
+        direction = (direction or "long").strip().lower()
+        for r in conn.execute(
+            "SELECT id, symbol, direction FROM trade_order_monitors "
+            "WHERE status IN ('active', 'pending')"
+        ).fetchall():
+            if (r["direction"] or "long") != direction:
+                continue
+            if _match_ctp_symbol(symbol, r["symbol"] or ""):
+                conn.execute(
+                    "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                    (r["id"],),
+                )
+
     def _close_duplicate_monitors(conn, symbol: str, direction: str, keep_id: int) -> None:
         direction = (direction or "long").strip().lower()
         for r in conn.execute(
@@ -950,18 +1079,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 "source": "monitor",
                 "monitor_id": mon["id"] if mon else None,
             })
-        row_key = _canonical_position_key(sym, direction)
+        row_key = _canonical_position_key(
-        ctp_st = ctp_status(mode)
+            sym, direction, (ctp or {}).get("exchange") or "",
-        sync_pending = (
-            mon is not None
-            and ctp is None
-            and bool(ctp_st.get("connected"))
         )
         return {
             "key": row_key,
-            "source": "ctp" if ctp else "local",
+            "position_key": row_key,
+            "source": "ctp",
             "source_label": source_label,
-            "sync_pending": sync_pending,
+            "sync_pending": False,
             "monitor_id": mon["id"] if mon else None,
             "symbol_code": sym,
             **_symbol_display_fields(sym),
@@ -1073,6 +1199,69 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             "trailing_r_locked": int(mon.get("trailing_r_locked") or 0),
         }
 
+    def _compose_ctp_open_order_row(
+        o: dict,
+        *,
+        mode: str,
+        capital: float,
+        now_iso: str,
+    ) -> Optional[dict]:
+        offset_u = (o.get("offset") or "").upper()
+        if offset_u and "OPEN" not in offset_u:
+            return None
+        sym = _ctp_pos_to_ths_code(o) or (o.get("symbol") or "").strip()
+        direction = (o.get("direction") or "long").strip().lower()
+        lots = int(o.get("lots") or 0)
+        if not sym or lots <= 0:
+            return None
+        order_price = float(o.get("price") or 0)
+        pos_metrics = calc_position_metrics(
+            direction, order_price, order_price, order_price, lots, order_price, capital, sym,
+        )
+        timeout_sec = get_pending_order_timeout_sec(get_setting)
+        return {
+            "key": f"{_canonical_position_key(sym, direction)}:pending:ctp:{o.get('order_id') or ''}",
+            "order_state": "pending",
+            "source": "ctp",
+            "source_label": "委托挂单",
+            "sync_pending": True,
+            "monitor_id": None,
+            "order_id": o.get("order_id"),
+            "vt_order_id": o.get("vt_order_id") or o.get("order_id"),
+            "symbol_code": sym,
+            **_symbol_display_fields(sym),
+            "direction": direction,
+            "direction_label": "做多" if direction == "long" else "做空",
+            "lots": lots,
+            "entry_price": order_price,
+            "order_price": order_price,
+            "stop_loss": None,
+            "take_profit": None,
+            "open_time": now_iso,
+            "holding_duration": None,
+            "mark_price": order_price,
+            "current_price": order_price,
+            "margin": pos_metrics.get("margin"),
+            "margin_source": "estimate",
+            "position_pct": pos_metrics.get("position_pct"),
+            "float_pnl": None,
+            "est_fee": None,
+            "can_close": False,
+            "close_allowed": False,
+            "can_cancel_order": is_trading_session(),
+            "cancel_allowed": is_trading_session(),
+            "pending_timeout_sec": timeout_sec,
+            "pending_timeout_min": max(1, timeout_sec // 60),
+            "sl_order_active": False,
+            "tp_order_active": False,
+            "sl_monitoring": False,
+            "tp_monitoring": False,
+            "can_place_orders": False,
+            "pending_orders": [],
+            "trailing_be": False,
+            "trailing_r_locked": 0,
+        }
+
     def _reconcile_pending(conn, mode: str, *, capital: float = 0.0) -> None:
         reconcile_pending_orders(
             conn,
@@ -1084,7 +1273,123 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             timeout_sec=get_pending_order_timeout_sec(get_setting),
         )
 
+    def _build_active_orders(
+        conn,
+        *,
+        mode: str,
+        capital: float,
+        now_iso: str,
+    ) -> list[dict]:
+        """当前委托：以 CTP 柜台为准，本地 pending 开仓单合并展示。"""
+        orders: list[dict] = []
+        seen_keys: set[str] = set()
+
+        if ctp_status(mode).get("connected"):
+            ctp_orders = trading_state.get_active_orders()
+            if not ctp_orders:
+                ctp_orders = _ctp_active_orders(mode)
+            for o in ctp_orders:
+                try:
+                    row = _compose_ctp_open_order_row(
+                        o, mode=mode, capital=capital, now_iso=now_iso,
+                    )
+                    if not row:
+                        row = _compose_ctp_order_row_any(
+                            o, mode=mode, capital=capital, now_iso=now_iso,
+                        )
+                    if row:
+                        orders.append(row)
+                        seen_keys.add(row.get("key") or "")
+                except Exception as exc:
+                    logger.warning("compose ctp order row failed: %s", exc)
+
+        for r in conn.execute(
+            "SELECT * FROM trade_order_monitors WHERE status='pending' ORDER BY id DESC"
+        ).fetchall():
+            mon = dict(r)
+            try:
+                prow = _compose_pending_row(
+                    mon, mode=mode, capital=capital, now_iso=now_iso,
+                )
+                if prow and prow.get("key") not in seen_keys:
+                    pk = f"{prow.get('symbol_code') or ''}:{prow.get('direction') or ''}"
+                    dup = any(
+                        (x.get("symbol_code") or "") + ":" + (x.get("direction") or "") == pk
+                        and x.get("order_state") == "pending"
+                        for x in orders
+                    )
+                    if not dup:
+                        orders.append(prow)
+            except Exception as exc:
+                logger.warning("compose pending order row failed: %s", exc)
+        return orders
+
+    def _compose_ctp_order_row_any(
+        o: dict,
+        *,
+        mode: str,
+        capital: float,
+        now_iso: str,
+    ) -> Optional[dict]:
+        """CTP 任意未成交委托（含平仓）。"""
+        sym = _ctp_pos_to_ths_code(o) or (o.get("symbol") or "").strip()
+        direction = (o.get("direction") or "long").strip().lower()
+        lots = int(o.get("lots") or 0)
+        if not sym or lots <= 0:
+            return None
+        offset_u = (o.get("offset") or "").upper()
+        is_open = not offset_u or "OPEN" in offset_u
+        order_price = float(o.get("price") or 0)
+        pos_metrics = calc_position_metrics(
+            direction, order_price, order_price, order_price, lots, order_price, capital, sym,
+        )
+        label = "开仓委托" if is_open else "平仓委托"
+        timeout_sec = get_pending_order_timeout_sec(get_setting)
+        ex = o.get("exchange") or ""
+        pk = _canonical_position_key(sym, direction, ex)
+        return {
+            "key": f"{pk}:order:{o.get('order_id') or ''}",
+            "order_state": "pending",
+            "source": "ctp",
+            "source_label": label,
+            "sync_pending": False,
+            "monitor_id": None,
+            "order_id": o.get("order_id"),
+            "vt_order_id": o.get("vt_order_id") or o.get("order_id"),
+            "symbol_code": sym,
+            **_symbol_display_fields(sym),
+            "direction": direction,
+            "direction_label": "做多" if direction == "long" else "做空",
+            "lots": lots,
+            "entry_price": order_price,
+            "order_price": order_price,
+            "stop_loss": None,
+            "take_profit": None,
+            "open_time": now_iso,
+            "mark_price": order_price,
+            "current_price": order_price,
+            "margin": pos_metrics.get("margin"),
+            "margin_source": "estimate",
+            "position_pct": pos_metrics.get("position_pct"),
+            "float_pnl": None,
+            "can_close": False,
+            "close_allowed": False,
+            "can_cancel_order": is_trading_session(),
+            "cancel_allowed": is_trading_session(),
+            "pending_timeout_sec": timeout_sec if is_open else None,
+            "pending_timeout_min": max(1, timeout_sec // 60) if is_open else None,
+            "sl_order_active": False,
+            "tp_order_active": False,
+            "sl_monitoring": False,
+            "tp_monitoring": False,
+            "can_place_orders": False,
+            "pending_orders": [],
+            "trailing_be": False,
+            "trailing_r_locked": 0,
+        }
+
     def _build_trading_live_rows(conn, *, fast: bool = False) -> list[dict]:
+        """当前持仓：以 CTP 为准，SQLite 仅叠加 SL/TP 元数据。"""
         from zoneinfo import ZoneInfo
         tz = ZoneInfo("Asia/Shanghai")
         now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
@@ -1092,127 +1397,73 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         capital = _capital(conn)
         ensure_monitor_order_columns(conn)
 
-        monitors_raw = [
+        monitor_by_pk = _monitors_by_position_key(conn)
-            dict(r) for r in conn.execute(
+        ctp_list: list[dict] = []
-                "SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
+        if ctp_status(mode).get("connected"):
-            ).fetchall()
+            ctp_list = trading_state.get_positions()
-        ]
+            if not ctp_list:
-        monitor_by_key: dict[str, dict] = {}
+                ctp_list = _ctp_positions(
-        for mon in monitors_raw:
+                    mode, refresh_if_empty=not fast, refresh_margin=not fast,
-            key = _canonical_position_key(mon.get("symbol") or "", mon.get("direction") or "long")
+                )
-            if key not in monitor_by_key:
-                monitor_by_key[key] = mon
-
-        ctp_list: list[dict] = (
-            _ctp_positions(mode, refresh_if_empty=not fast, refresh_margin=not fast)
-            if ctp_status(mode).get("connected") else []
-        )
-        ctp_by_key: dict[str, dict] = {}
-        for p in ctp_list:
-            if int(p.get("lots") or 0) <= 0:
-                continue
-            key = _canonical_position_key(p.get("symbol") or "", p.get("direction") or "long")
-            ctp_by_key[key] = p
 
         rows: list[dict] = []
-        used_ctp_keys: set[str] = set()
+        for p in ctp_list:
-
+            lots = int(p.get("lots") or 0)
-        for key, mon in monitor_by_key.items():
+            if lots <= 0:
-            ctp = ctp_by_key.get(key)
+                continue
-            if not ctp:
+            pk = p.get("position_key") or _position_key_from_ctp(p)
-                for ck, cp in ctp_by_key.items():
+            mon = monitor_by_pk.get(pk)
-                    if ck in used_ctp_keys:
+            if not mon:
+                for mk, mv in monitor_by_pk.items():
+                    if (mv.get("direction") or "long") != (p.get("direction") or "long"):
                         continue
-                    if (cp.get("direction") or "long") != (mon.get("direction") or "long"):
+                    if _match_ctp_symbol(p.get("symbol") or "", mv.get("symbol") or ""):
-                        continue
+                        mon = mv
-                    if _match_ctp_symbol(cp.get("symbol") or "", mon.get("symbol") or ""):
-                        ctp = cp
-                        used_ctp_keys.add(ck)
                         break
-            elif key in ctp_by_key:
+            ths = _ctp_pos_to_ths_code(p) or (p.get("symbol") or "")
-                used_ctp_keys.add(key)
+            if mon and not fast:
-            if ctp and mon and not fast:
                 _sync_monitor_from_ctp(
-                    conn, int(mon["id"]), mon.get("symbol") or "",
+                    conn, int(mon["id"]), mon.get("symbol") or ths,
-                    mon.get("direction") or "long", mode, ctp=ctp,
+                    mon.get("direction") or p.get("direction") or "long",
-                    capital=capital,
+                    mode, ctp=p, capital=capital,
                 )
-                mon = _find_active_monitor(conn, mon.get("symbol") or "", mon.get("direction") or "long") or mon
+                mon = _find_active_monitor(
+                    conn, mon.get("symbol") or ths, mon.get("direction") or "long",
+                ) or mon
             try:
                 row = _compose_position_row(
-                    conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
+                    conn, mon=mon, ctp=p, mode=mode, capital=capital,
-                    fast=fast,
+                    now_iso=now_iso, fast=fast,
                 )
                 if row:
                     rows.append(row)
             except Exception as exc:
-                logger.warning("compose monitor row failed: %s", exc)
+                logger.warning("compose ctp position row failed: %s", exc)
-
-        for key, ctp in ctp_by_key.items():
-            if key in used_ctp_keys:
-                continue
-            matched = False
-            for uk in used_ctp_keys:
-                if uk == key:
-                    matched = True
-                    break
-            if matched:
-                continue
-            for existing in rows:
-                if _match_ctp_symbol(
-                    ctp.get("symbol") or "", existing.get("symbol_code") or "",
-                ) and (ctp.get("direction") or "long") == (existing.get("direction") or "long"):
-                    matched = True
-                    break
-            if matched:
-                continue
-            mon = _find_active_monitor(
-                conn, ctp.get("symbol") or "", ctp.get("direction") or "long",
-            )
-            try:
-                row = _compose_position_row(
-                    conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
-                    fast=fast,
-                )
-                if row:
-                    rows.append(row)
-            except Exception as exc:
-                logger.warning("compose ctp row failed: %s", exc)
 
         seen: set[str] = set()
         deduped: list[dict] = []
         for row in rows:
-            rk = row.get("key") or f"{row.get('symbol_code')}:{row.get('direction')}"
+            rk = row.get("key") or row.get("position_key") or ""
             if rk in seen:
                 continue
             seen.add(rk)
             deduped.append(row)
-
-        pending_raw = [
-            dict(r) for r in conn.execute(
-                "SELECT * FROM trade_order_monitors WHERE status='pending' ORDER BY id DESC"
-            ).fetchall()
-        ]
-        for mon in pending_raw:
-            try:
-                prow = _compose_pending_row(
-                    mon, mode=mode, capital=capital, now_iso=now_iso,
-                )
-                if prow:
-                    deduped.insert(0, prow)
-            except Exception as exc:
-                logger.warning("compose pending row failed: %s", exc)
         return deduped
 
     def _build_trading_live_payload(conn, *, fast: bool = False) -> dict:
+        from zoneinfo import ZoneInfo
+        tz = ZoneInfo("Asia/Shanghai")
+        now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
         mode = get_trading_mode(get_setting)
         ctp_st = ctp_status(mode)
         capital = _capital(conn)
-        if not fast and ctp_st.get("connected"):
+        if ctp_st.get("connected") and not fast:
             _reconcile_pending(conn, mode, capital=capital)
-        if ctp_st.get("connected"):
+            _sync_trade_monitors_with_ctp(conn, mode)
-            _ensure_monitors_from_ctp(conn, mode)
         rows = _build_trading_live_rows(conn, fast=fast)
+        active_orders = _build_active_orders(
+            conn, mode=mode, capital=capital, now_iso=now_iso,
+        )
         rows = _apply_account_margin_to_rows(rows, mode, capital)
         _persist_ctp_snapshot_to_monitors(conn, rows, mode)
         pending_orders = _build_pending_orders(conn, mode)
@@ -1220,6 +1471,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         return {
             "ok": True,
             "rows": rows,
+            "active_orders": active_orders,
             "pending_orders": pending_orders,
             "capital": capital,
             "ctp_status": ctp_st,
@@ -1227,16 +1479,26 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             "risk_status": risk,
             "trading_session": is_trading_session(),
             "pending_order_timeout_min": get_pending_order_timeout_min(get_setting),
+            "sync_state": trading_state.sync_state,
+            "sync_label": trading_state.sync_label(),
         }
 
     def _refresh_trading_live_snapshot(*, fast: bool = False) -> dict:
         mode = get_trading_mode(get_setting)
-        if not fast and ctp_status(mode).get("connected"):
+        if ctp_status(mode).get("connected"):
-            try:
+            if not fast:
-                with _ctp_td_lock:
+                try:
-                    get_bridge().refresh_positions()
+                    with _ctp_td_lock:
-            except Exception as exc:
+                        get_bridge().calibrate_trading_state()
-                logger.debug("refresh positions before snapshot: %s", exc)
+                except Exception as exc:
+                    logger.debug("refresh calibrate: %s", exc)
+            for p in trading_state.get_positions() or _ctp_positions(mode, refresh_if_empty=False):
+                ths = _ctp_pos_to_ths_code(p)
+                if ths:
+                    try:
+                        get_bridge().subscribe_symbol(ths)
+                    except Exception:
+                        pass
         conn = get_db()
         try:
             init_strategy_tables(conn)
@@ -1246,7 +1508,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         finally:
             conn.close()
 
-    def _push_position_snapshot_async(*, fast: bool = False) -> None:
+    def _push_position_snapshot_async(*, fast: bool = True) -> None:
         def _run() -> None:
             try:
                 payload = _refresh_trading_live_snapshot(fast=fast)
@@ -1256,15 +1518,43 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
 
         threading.Thread(target=_run, daemon=True).start()
 
+    def _on_tick_sl_tp(exchange: str, symbol: str, price: float) -> None:
+        from sl_tp_guard import check_sl_tp_on_tick
+        from db_conn import DB_PATH, connect_db
+
+        mode = get_trading_mode(get_setting)
+        if not ctp_status(mode).get("connected"):
+            return
+        conn = connect_db(DB_PATH)
+        try:
+            _init_tables(conn)
+            capital = _capital(conn)
+            n = check_sl_tp_on_tick(
+                conn, mode, exchange, symbol, price,
+                capital=capital, notify_fn=send_wechat_msg,
+                be_tick_mult=get_trailing_be_tick_buffer(get_setting),
+            )
+            if n:
+                conn.commit()
+                _push_position_snapshot_async(fast=True)
+        except Exception as exc:
+            logger.debug("tick sl/tp: %s", exc)
+        finally:
+            conn.close()
+
     def _bootstrap_trading_runtime() -> None:
-        """进程启动：立刻读库展示持仓，并异步连 CTP。"""
+        """进程启动：读 CTP 快照推送，事件驱动增量 + 定期全量校准。"""
         set_position_refresh_callback(
-            lambda: _push_position_snapshot_async(fast=False)
+            lambda: _push_position_snapshot_async(fast=True)
         )
+        set_tick_sl_tp_callback(_on_tick_sl_tp)
 
         def _warm() -> None:
             try:
-                payload = _refresh_trading_live_snapshot(fast=True)
+                mode = get_trading_mode(get_setting)
+                if ctp_status(mode).get("connected"):
+                    get_bridge().calibrate_trading_state()
+                payload = _refresh_trading_live_snapshot(fast=False)
                 position_hub.set_snapshot(payload)
                 position_hub.broadcast("positions", payload)
             except Exception as exc:
@@ -1346,6 +1636,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         try:
             init_strategy_tables(conn)
             payload = _build_trading_live_payload(conn, fast=True)
+            conn.commit()
             position_hub.set_snapshot(payload)
             return jsonify(payload)
         finally:
@@ -1656,12 +1947,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     symbol_name=(mon.get("symbol_name") or "") if mon else "",
                     market_code=(mon.get("market_code") or "") if mon else "",
                 )
-            if mid:
+            _close_all_monitors_for_sym_dir(conn, sym, direction)
-                _close_duplicate_monitors(conn, sym, direction, mid)
-                conn.execute(
-                    "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
-                    (mid,),
-                )
             conn.commit()
             try:
                 from ctp_trade_sync import sync_trade_logs_from_ctp
@@ -2449,26 +2735,34 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         interval=1,
     )
     _pos_refresh_tick = {"n": 0}
+    _last_full_calibrate = {"ts": 0.0}
 
     def _position_worker_refresh() -> dict:
+        import time as _time
+        from ctp_trading_state import CALIBRATE_INTERVAL_SEC
+
         _pos_refresh_tick["n"] += 1
         mode = get_trading_mode(get_setting)
         connected = bool(ctp_status(mode).get("connected"))
-        # 已连接时每 2 秒完整对账；未连接时每 5 秒轻量刷新（禁止 query_position）
+        now = _time.time()
-        if connected:
+        need_full = (
-            use_fast = _pos_refresh_tick["n"] % 2 != 0
+            connected
-        else:
+            and (
-            use_fast = _pos_refresh_tick["n"] % 5 != 0
+                trading_state.needs_calibrate()
-        payload = _refresh_trading_live_snapshot(fast=use_fast)
+                or (now - _last_full_calibrate["ts"]) >= CALIBRATE_INTERVAL_SEC
-        if connected and use_fast and any(
+            )
-            r.get("sync_pending") for r in (payload.get("rows") or [])
+        )
-        ):
+        if need_full:
+            _last_full_calibrate["ts"] = now
             payload = _refresh_trading_live_snapshot(fast=False)
+        else:
+            payload = _refresh_trading_live_snapshot(fast=True)
         return payload
 
     start_position_worker(
         refresh_fn=_position_worker_refresh,
-        interval=1,
+        interval=2,
+        idle_interval=5,
     )
     _bootstrap_trading_runtime()
     start_ctp_fee_worker(

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 = {
+        active_order_list = ctp_list_active_orders(mode)
-            str(o.get("order_id") or ""): o
+        active_orders = {}
-            for o in ctp_list_active_orders(mode)
+        for o in active_order_list:
-            if o.get("order_id")
+            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
+        live_open = _symbol_open_order_active(active_order_list, sym, direction, match)
-        if age >= 8:
+        if live_open or (vt_oid and age < limit_sec):
-            conn.execute(
+            if live_open and age >= limit_sec and is_trading_session():
-                "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                cancel_oid = (
-                (mid,),
+                    vt_oid
-            )
+                    or live_open.get("vt_order_id")
-            stats["closed"] += 1
+                    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()

sl_tp_guard.py

@@ -25,6 +25,7 @@ from vnpy_bridge import (
     ctp_list_active_orders,
     ctp_list_positions,
     ctp_status,
+    ctp_account_margin_used,
     execute_order,
     get_bridge,
 )
@@ -564,6 +565,13 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
     """持仓已平时：关闭监控并撤销残留止盈止损挂单（新开仓 grace_sec 内不清理）。"""
     if not ctp_status(mode).get("connected"):
         return 0
+    try:
+        bridge = get_bridge()
+        since_connect = time.time() - float(getattr(bridge, "_last_connect_ok_ts", 0) or 0)
+        if since_connect < 90:
+            return 0
+    except Exception:
+        pass
     positions = ctp_list_positions(mode, refresh_if_empty=False, refresh_margin=False)
     position_keys: set[tuple[str, str]] = set()
     for p in positions:
@@ -573,14 +581,9 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
         direction = p.get("direction") or "long"
         position_keys.add((sym, direction))
 
-    if not position_keys:
+    margin_used = ctp_account_margin_used(mode) or 0.0
-        try:
+    if not position_keys and margin_used > 300:
-            acc = get_bridge().get_account()
+        return 0
-            margin_used = float(acc.get("balance") or 0) - float(acc.get("available") or 0)
-            if margin_used > 500:
-                return 0
-        except Exception:
-            return 0
 
     now_ts = time.time()
 
@@ -669,6 +672,91 @@ def _execute_local_close(
             logger.debug("SL/TP notify failed: %s", exc)
 
 
+def check_sl_tp_on_tick(
+    conn,
+    mode: str,
+    exchange: str,
+    symbol: str,
+    mark: float,
+    *,
+    capital: float = 0.0,
+    notify_fn: Callable[[str], None] | None = None,
+    be_tick_mult: int = 2,
+) -> int:
+    """EVENT_TICK 触发：仅检查与 tick 品种匹配的 active 监控。"""
+    ensure_monitor_order_columns(conn)
+    if not ctp_status(mode).get("connected") or not is_trading_session():
+        return 0
+    if mark <= 0:
+        return 0
+    sym_l = (symbol or "").lower()
+    ex_u = (exchange or "").upper()
+    closed = 0
+    rows = [dict(r) for r in conn.execute(
+        "SELECT * FROM trade_order_monitors WHERE status='active'"
+    ).fetchall()]
+    for mon in rows:
+        mid = int(mon.get("id") or 0)
+        ms = (mon.get("symbol") or "").strip()
+        direction = (mon.get("direction") or "long").strip().lower()
+        try:
+            vnpy_sym, ex2 = ths_to_vnpy_symbol(ms)
+            if sym_l != vnpy_sym.lower():
+                continue
+            if ex_u and ex2 and ex_u != ex2.upper():
+                continue
+        except Exception:
+            if sym_l != ms.lower():
+                continue
+
+        sl = mon.get("stop_loss")
+        tp = mon.get("take_profit")
+        try:
+            sl_f = float(sl) if sl is not None else None
+            tp_f = float(tp) if tp is not None else None
+        except (TypeError, ValueError):
+            sl_f, tp_f = None, None
+        if sl_f is None and tp_f is None:
+            continue
+
+        positions = ctp_list_positions(mode)
+        if not _find_position(positions, ms, direction):
+            continue
+
+        tick = _tick_size(ms)
+        if mon.get("trailing_be"):
+            mon = _update_trailing_stop_loss(conn, mon, mark, be_tick_mult=be_tick_mult)
+            try:
+                sl_f = float(mon["stop_loss"]) if mon.get("stop_loss") is not None else sl_f
+            except (TypeError, ValueError):
+                pass
+
+        reason = None
+        if tp_f is not None and _tp_triggered(direction, tp_f, mark, tick):
+            reason = "take_profit"
+        elif sl_f is not None and _sl_triggered(direction, sl_f, mark, tick):
+            reason = "stop_loss"
+        if not reason:
+            continue
+        if mid > 0 and not _can_close_now(mid):
+            continue
+        if not _try_acquire_close_symbol(ms, direction):
+            continue
+        try:
+            _execute_local_close(
+                conn, mon, mode=mode, mark=mark, reason=reason,
+                capital=capital, notify_fn=notify_fn,
+            )
+            if mid > 0:
+                _mark_close_attempt(mid)
+            closed += 1
+        except Exception as exc:
+            logger.warning("SL/TP tick close failed monitor=%s: %s", mid, exc)
+        finally:
+            _release_close_symbol(ms, direction)
+    return closed
+
+
 def check_monitors_locally(
     conn,
     mode: str,

static/css/trade.css

@@ -2,7 +2,9 @@
 /* 持仓监控页 — 与 split-grid（关键位监控）同宽，全端自适应 */
 .trade-page{width:100%}
 .trade-split{margin-bottom:1.25rem}
-.trade-split .card{min-height:480px}
+.trade-split .card{min-height:320px}
+.trade-split .trade-card#order{margin-bottom:.75rem}
+.sync-badge{font-size:.72rem;font-weight:400;margin-left:.35rem}
 .trade-top-bar{
     display:flex;flex-wrap:wrap;gap:.65rem 1rem;
     align-items:center;justify-content:space-between;

static/js/trade.js

@@ -6,6 +6,8 @@
     var sizingMode = window.TRADE_SIZING_MODE || 'fixed';
     if (sizingMode === 'risk') sizingMode = 'amount';
     var list = document.getElementById('position-live-list');
+    var orderList = document.getElementById('order-live-list');
+    var syncBadge = document.getElementById('sync-badge');
     var recommendList = document.getElementById('recommend-list');
     var symInput = document.getElementById('trade-symbol');
     var dirSelect = document.getElementById('trade-direction');
@@ -44,7 +46,7 @@
     var REC_COLSPAN = 18;
     var marketNavEnabled = !!window.MARKET_NAV_ENABLED;
     var productCategories = window.PRODUCT_CATEGORIES || [];
-    var POS_CACHE_KEY = 'qihuo_trading_live_v3';
+    var POS_CACHE_KEY = 'qihuo_trading_live_v4';
 
     function runWhenReady(fn) {
         if (document.readyState === 'loading') {
@@ -156,8 +158,21 @@
         return !!(msg && (msg.indexOf('不可达') >= 0 || msg.indexOf('Connection refused') >= 0 || msg.indexOf('timed out') >= 0));
     }
 
+    function applyActiveOrders(orders) {
+        if (!orderList) return;
+        orders = orders || [];
+        if (!orders.length) {
+            orderList.innerHTML = '<div class="empty-hint">暂无委托。</div>';
+            return;
+        }
+        orderList.innerHTML = orders.map(buildPendingOrderCard).join('');
+        bindPendingDismiss(orderList);
+        bindCancelOpenButtons(orderList);
+        bindCancelOrderButtons(orderList);
+    }
+
     function applyPositionsData(data) {
-        if (!list || !data) return;
+        if (!data) return;
         var cap = document.getElementById('cap-display');
         if (cap && data.capital != null) cap.textContent = Number(data.capital).toFixed(2);
         var connected = data.ctp_status && data.ctp_status.connected;
@@ -168,6 +183,16 @@
         ctpConnecting = !!connecting;
         isTradingSession = !!data.trading_session;
         syncCtpBadgeFromStatus(data.ctp_status || { connected: connected, connecting: connecting });
+        if (syncBadge) {
+            if (data.sync_label && connected) {
+                syncBadge.hidden = false;
+                syncBadge.textContent = data.sync_label;
+                syncBadge.className = 'sync-badge ' + (data.sync_state === 'syncing' ? 'text-accent' : 'text-muted');
+            } else {
+                syncBadge.hidden = true;
+                syncBadge.textContent = '';
+            }
+        }
         if (!connected && !connecting && data.ctp_status && data.ctp_status.last_error) {
             showCtpError(data.ctp_status.last_error);
             if (isCtpLoginBanError(data.ctp_status.last_error)) {
@@ -181,10 +206,14 @@
             riskBadge.textContent = data.risk_status.status_label || '';
             riskBadge.className = 'badge ' + (data.risk_status.can_trade ? 'profit' : 'loss');
         }
-        var rows = data.rows || [];
+        applyActiveOrders(data.active_orders || []);
+        if (!list) return;
+        var rows = (data.rows || []).filter(function (row) {
+            return row.order_state !== 'pending';
+        });
         var seenKeys = {};
         rows = rows.filter(function (row) {
-            var k = row.key || ((row.symbol_code || '') + ':' + (row.direction || ''));
+            var k = row.key || row.position_key || ((row.symbol_code || '') + ':' + (row.direction || ''));
             if (seenKeys[k]) return false;
             seenKeys[k] = true;
             return true;
@@ -210,36 +239,7 @@
                 tryAutoCtpReconnect();
                 return;
             }
-            var pendingOnly = data.pending_orders || [];
+            list.innerHTML = '<div class="empty-hint">暂无持仓。</div>';
-            if (pendingOnly.length) {
-                list.innerHTML = '<div class="empty-hint" style="margin-bottom:.75rem">暂无持仓</div>' +
-                    pendingOnly.map(function (p) {
-                        var cancelAllowed = p.cancel_allowed !== false && isTradingSession;
-                        var actionBtn = '';
-                        if (p.monitor_id) {
-                            actionBtn = '<button type="button" class="pos-dismiss-btn' +
-                                (cancelAllowed ? '' : ' is-session-off') + '"' +
-                                (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
-                                ' data-monitor-id="' + p.monitor_id + '" data-pending-cancel="1">撤单</button>';
-                        } else if (p.order_id && p.source === 'ctp') {
-                            actionBtn = '<button type="button" class="pos-dismiss-btn' +
-                                (cancelAllowed ? '' : ' is-session-off') + '"' +
-                                (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
-                                ' data-cancel-order="' + encodeURIComponent(p.order_id) + '">撤单</button>';
-                        }
-                        return (
-                            '<div class="pos-pending-item ' +
-                            (p.order_kind === 'stop_loss' ? 'sl' : (p.order_kind === 'take_profit' ? 'tp' : 'ctp')) +
-                            '"><span>' + (p.label || '挂单') + ' · ' + (p.symbol || p.symbol_code) + '</span>' +
-                            '<span class="pos-pending-right"><strong>' + fmtNum(p.price) + '</strong> · ' +
-                            (p.lots || 1) + ' 手' + actionBtn + '</span></div>'
-                        );
-                    }).join('');
-                bindPendingDismiss(list);
-                bindCancelOrderButtons(list);
-            } else {
-                list.innerHTML = '<div class="empty-hint">暂无持仓。</div>';
-            }
             return;
         }
         if (!connected) {
@@ -839,22 +839,32 @@
             ? row.pending_timeout_min
             : (row.auto_cancel_sec != null ? Math.max(1, Math.ceil(row.auto_cancel_sec / 60)) : 5);
         var cancelAllowed = row.cancel_allowed !== false && isTradingSession;
-        var cancelBtn = row.can_cancel_order ?
+        var cancelBtn = '';
-            '<button type="button" class="pos-close-btn' + (cancelAllowed ? '' : ' is-session-off') + '"' +
+        if (row.can_cancel_order) {
-            (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+            if (row.monitor_id) {
-            ' data-cancel-open="' + row.monitor_id + '">撤单</button>' : '';
+                cancelBtn = '<button type="button" class="pos-close-btn' + (cancelAllowed ? '' : ' is-session-off') + '"' +
+                    (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+                    ' data-cancel-open="' + row.monitor_id + '">撤单</button>';
+            } else if (row.order_id || row.vt_order_id) {
+                cancelBtn = '<button type="button" class="pos-close-btn' + (cancelAllowed ? '' : ' is-session-off') + '"' +
+                    (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+                    ' data-cancel-order="' + encodeURIComponent(row.vt_order_id || row.order_id) + '">撤单</button>';
+            }
+        }
+        var pendingLabel = row.source_label || '挂单中';
+        var isCloseOrder = pendingLabel.indexOf('平仓') >= 0;
         var metaLine =
-            '状态 <strong class="text-accent">挂单中</strong>' +
+            '状态 <strong class="text-accent">' + pendingLabel + '</strong>' +
             ' · 委托价 <strong>' + fmtNum(orderPx) + '</strong>' +
             (row.rr_ratio != null ? ' · 盈亏比 <strong>' + row.rr_ratio + ':1</strong>' : '') +
-            ' · ' + slTpStatusHtml(row) +
+            (row.stop_loss != null || row.take_profit != null ? ' · ' + slTpStatusHtml(row) : '') +
-            ' · 移动保本 ' + trailingStatusHtml(row) +
+            (row.trailing_be ? ' · 移动保本 ' + trailingStatusHtml(row) : '') +
-            ' · <span class="text-muted">约 ' + remainMin + ' 分钟内未成交自动撤单</span>';
+            (!isCloseOrder ? ' · <span class="text-muted">约 ' + remainMin + ' 分钟内未成交自动撤单</span>' : '');
         return (
             '<div class="pos-card is-pending">' +
             '<div class="pos-card-head"><div><div class="title">' + posSymbolTitleHtml(row,
                 ' <span class="badge dir">' + dirBadge + '</span>' +
-                ' <span class="badge pending">挂单中</span>') + '</div>' +
+                ' <span class="badge pending">' + (isCloseOrder ? '平仓委托' : '挂单中') + '</span>') + '</div>' +
             '<div class="text-muted pos-symbol-sub">' + posSymbolSubHtml(row) + '</div></div>' +
             '<div class="pos-card-actions">' + cancelBtn + '</div></div>' +
             '<div class="pos-card-meta pos-card-meta-line">' + metaLine + '</div>' +

templates/trade.html

@@ -105,11 +105,19 @@
                 </div>
             </div>
 
+            <div class="card trade-card" id="active-orders">
+                <h2>当前委托 <span class="sync-badge text-muted" id="sync-badge" hidden></span></h2>
+                <p class="hint pos-hint">委托以 CTP 柜台为准；未成交可撤单，超时自动撤开仓单。</p>
+                <div class="card-body card-scroll" id="order-live-list">
+                    <div class="empty-hint" id="order-placeholder">加载委托…</div>
+                </div>
+            </div>
+
             <div class="card trade-card" id="positions">
                 <h2>当前持仓</h2>
-                <p class="hint pos-hint">开仓委托先显示「挂单中」，柜台成交后写入监控；超过 <strong>{{ pending_order_timeout_min }}</strong> 分钟未成交自动撤单，可手动撤单。</p>
+                <p class="hint pos-hint">持仓以 CTP 柜台为准；止盈止损为程序本地监控，触发后市价平仓。</p>
                 <div class="card-body card-scroll" id="position-live-list">
-                    <div class="empty-hint" id="position-placeholder">加载本地持仓…</div>
+                    <div class="empty-hint" id="position-placeholder">加载持仓…</div>
                 </div>
             </div>
     </div>

vnpy_bridge.py

@@ -73,6 +73,7 @@ def _load_persisted_last_error() -> str:
     return (get_setting(CTP_LAST_ERROR_KEY, "") or "").strip()
 
 _position_refresh_callback: Optional[Callable[[], None]] = None
+_tick_sl_tp_callback: Optional[Callable[[str, str, float], None]] = None
 _position_refresh_debounce_lock = threading.Lock()
 _position_refresh_debounce_ts: float = 0.0
 
@@ -82,6 +83,12 @@ def set_position_refresh_callback(fn: Optional[Callable[[], None]]) -> None:
     _position_refresh_callback = fn
 
 
+def set_tick_sl_tp_callback(fn: Optional[Callable[[str, str, float], None]]) -> None:
+    """注册 tick 回调：exchange, symbol, last_price → 本地 SL/TP 触发。"""
+    global _tick_sl_tp_callback
+    _tick_sl_tp_callback = fn
+
+
 def _fire_position_refresh_callback() -> None:
     fn = _position_refresh_callback
     if not fn:
@@ -223,6 +230,8 @@ class CtpBridge:
         self._last_connect_ok_ts: float = 0.0
         self._tick_hooked = False
         self._position_hooked = False
+        self._order_hooked = False
+        self._trade_hooked = False
         self._bar_generators: dict[str, Any] = {}
         self._bars_1m: dict[str, deque] = {}
         self._init_engine()
@@ -238,6 +247,8 @@ class CtpBridge:
             self._engine = MainEngine(self._ee)
             self._engine.add_gateway(CtpGateway)
             self._ensure_position_event_hook()
+            self._ensure_order_event_hook()
+            self._ensure_trade_event_hook()
         except ImportError:
             self._last_error = "未安装 vnpy / vnpy_ctp，请 pip install vnpy vnpy_ctp"
         except Exception as exc:
@@ -253,17 +264,29 @@ class CtpBridge:
 
         def _on_position(event) -> None:
             try:
+                from ctp_trading_state import trading_state
+
                 pos = event.data
-                vol = int(getattr(pos, "volume", 0) or 0)
+                row = self._position_row_from_vnpy(pos)
-                if vol <= 0:
+                if row:
-                    return
+                    trading_state.upsert_position(row, notify=False)
                 sym = getattr(pos, "symbol", "") or ""
                 d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
-                for attr in ("margin", "use_margin", "UseMargin"):
+                vol = int(getattr(pos, "volume", 0) or 0)
-                    raw = float(getattr(pos, attr, 0) or 0)
+                if vol <= 0:
-                    if raw > 0:
+                    exchange = getattr(pos, "exchange", None)
-                        self._position_margins[self._position_margin_key(sym, d)] = raw
+                    ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
-                        break
+                    from ctp_trading_state import position_key
+
+                    trading_state.remove_position(
+                        position_key(ex_name, sym, d), notify=False,
+                    )
+                else:
+                    for attr in ("margin", "use_margin", "UseMargin"):
+                        raw = float(getattr(pos, attr, 0) or 0)
+                        if raw > 0:
+                            self._position_margins[self._position_margin_key(sym, d)] = raw
+                            break
             except Exception as exc:
                 logger.debug("position margin cache: %s", exc)
             _fire_position_refresh_callback_debounced()
@@ -271,6 +294,137 @@ class CtpBridge:
         self._ee.register(EVENT_POSITION, _on_position)
         self._position_hooked = True
 
+    def _ensure_order_event_hook(self) -> None:
+        if self._order_hooked or not self._ee:
+            return
+        try:
+            from vnpy.trader.event import EVENT_ORDER
+        except ImportError:
+            return
+
+        def _on_order(event) -> None:
+            try:
+                from ctp_trading_state import trading_state
+
+                order = event.data
+                row = self._order_row_from_vnpy(order)
+                if not row:
+                    return
+                status_s = str(row.get("status") or "")
+                terminal = any(
+                    x in status_s
+                    for x in ("ALLTRADED", "CANCELLED", "REJECTED", "全部成交", "已撤销", "拒单")
+                )
+                oid = str(row.get("order_id") or row.get("vt_order_id") or "")
+                if terminal or int(row.get("lots") or 0) <= 0:
+                    trading_state.remove_order(oid, notify=False)
+                else:
+                    trading_state.upsert_order(row, notify=False)
+            except Exception as exc:
+                logger.debug("order event: %s", exc)
+            _fire_position_refresh_callback_debounced(min_interval=0.2)
+
+        self._ee.register(EVENT_ORDER, _on_order)
+        self._order_hooked = True
+
+    def _ensure_trade_event_hook(self) -> None:
+        if self._trade_hooked or not self._ee:
+            return
+        try:
+            from vnpy.trader.event import EVENT_TRADE
+        except ImportError:
+            return
+
+        def _on_trade(event) -> None:
+            try:
+                trade = event.data
+                row = self._trade_row_from_vnpy(trade)
+                if row and row.get("offset") == "open":
+                    sym = row.get("symbol") or ""
+                    pd = row.get("position_direction") or "long"
+                    dt = row.get("datetime") or ""
+                    if sym and dt:
+                        self._position_open_times[self._position_margin_key(sym, pd)] = dt
+            except Exception as exc:
+                logger.debug("trade event: %s", exc)
+            _fire_position_refresh_callback_debounced(min_interval=0.2)
+
+        self._ee.register(EVENT_TRADE, _on_trade)
+        self._trade_hooked = True
+
+    def _order_row_from_vnpy(self, order: Any) -> Optional[dict[str, Any]]:
+        try:
+            status = getattr(order, "status", None)
+            status_s = str(status)
+            vol = int(getattr(order, "volume", 0) or 0)
+            traded = int(getattr(order, "traded", 0) or 0)
+            remain = max(0, vol - traded)
+            direction = getattr(order, "direction", None)
+            d = "long"
+            if direction is not None and str(direction).endswith("SHORT"):
+                d = "short"
+            offset = getattr(order, "offset", None)
+            sym = getattr(order, "symbol", "") or ""
+            exchange = getattr(order, "exchange", None)
+            ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
+            vt_oid = str(getattr(order, "vt_orderid", "") or "")
+            order_id = str(getattr(order, "orderid", "") or "")
+            return {
+                "symbol": sym,
+                "exchange": ex_name,
+                "direction": d,
+                "lots": remain,
+                "price": float(getattr(order, "price", 0) or 0),
+                "offset": str(offset or ""),
+                "order_id": vt_oid or order_id,
+                "vt_order_id": vt_oid,
+                "status": status_s,
+            }
+        except Exception as exc:
+            logger.debug("order_row_from_vnpy: %s", exc)
+            return None
+
+    def _position_row_from_vnpy(self, pos: Any) -> Optional[dict[str, Any]]:
+        try:
+            vol = int(getattr(pos, "volume", 0) or 0)
+            d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
+            sym = getattr(pos, "symbol", "") or ""
+            exchange = getattr(pos, "exchange", None)
+            ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
+            price = float(getattr(pos, "price", 0) or 0)
+            yd = int(getattr(pos, "yd_volume", 0) or 0)
+            td = max(0, vol - yd)
+            margin = self.estimate_position_margin(sym, ex_name, d, vol, price, pos=pos)
+            open_time = self._lookup_position_open_time(sym, d) or None
+            return {
+                "symbol": sym,
+                "exchange": ex_name,
+                "direction": d,
+                "lots": vol,
+                "avg_price": price,
+                "pnl": float(getattr(pos, "pnl", 0) or 0),
+                "frozen": int(getattr(pos, "frozen", 0) or 0),
+                "margin": margin,
+                "open_time": open_time,
+                "yd_volume": yd,
+                "td_volume": td,
+            }
+        except Exception as exc:
+            logger.debug("position_row_from_vnpy: %s", exc)
+            return None
+
+    def calibrate_trading_state(self) -> None:
+        """全量校准内存簿（读 vnpy 缓存，不 query 柜台）。"""
+        try:
+            from ctp_trading_state import trading_state
+
+            with _ctp_td_lock:
+                orders = self.list_active_orders()
+                positions = self._collect_positions()
+            trading_state.calibrate_from_lists(orders, positions)
+        except Exception as exc:
+            logger.debug("calibrate trading state: %s", exc)
+
     def available(self) -> bool:
         return self._engine is not None
 
@@ -336,6 +490,12 @@ class CtpBridge:
         except Exception as exc:
             logger.debug("gateway close: %s", exc)
         self._connected_mode = None
+        try:
+            from ctp_trading_state import trading_state
+
+            trading_state.clear()
+        except Exception:
+            pass
         time.sleep(0.6)
 
     def _login_rejected(self, ctp_logs: list[str]) -> bool:
@@ -463,6 +623,10 @@ class CtpBridge:
                                         mode, self._td_logged_in(),
                                         len(self._engine.get_all_accounts() or []))
                             self._schedule_fee_sync(mode)
+                            try:
+                                self.calibrate_trading_state()
+                            except Exception as exc:
+                                logger.debug("post-connect calibrate: %s", exc)
                             _fire_position_refresh_burst()
                             return
                     finally:
@@ -844,6 +1008,20 @@ class CtpBridge:
         sym = (getattr(tick, "symbol", "") or "").lower()
         te = getattr(tick, "exchange", None)
         ex_s = str(te.value if hasattr(te, "value") else te or "").upper()
+        price = self._price_from_tick(tick)
+        if price and price > 0:
+            try:
+                from ctp_trading_state import trading_state
+
+                trading_state.set_tick_price(ex_s, sym, price)
+            except Exception:
+                pass
+            fn = _tick_sl_tp_callback
+            if fn:
+                try:
+                    fn(ex_s, sym, float(price))
+                except Exception as exc:
+                    logger.debug("tick sl/tp callback: %s", exc)
         key = self._tick_key(sym, ex_s)
         bg = self._bar_generators.get(key)
         if not bg:
@@ -1329,6 +1507,8 @@ class CtpBridge:
             sym = getattr(order, "symbol", "") or ""
             exchange = getattr(order, "exchange", None)
             ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
+            vt_oid = str(getattr(order, "vt_orderid", "") or "")
+            order_id = str(getattr(order, "orderid", "") or "")
             out.append({
                 "symbol": sym,
                 "exchange": ex_name,
@@ -1336,7 +1516,8 @@ class CtpBridge:
                 "lots": remain,
                 "price": float(getattr(order, "price", 0) or 0),
                 "offset": offset_s,
-                "order_id": str(getattr(order, "orderid", "") or ""),
+                "order_id": vt_oid or order_id,
+                "vt_order_id": vt_oid,
                 "status": status_s,
             })
         return out