Fix CTP vnctptd segfault restart loop by serializing reconnect.
Skip duplicate auto-connect when TD is logged in, stop aggressive query_position hooks, and throttle position refresh. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+101
-206
@@ -86,6 +86,9 @@ def _fire_position_refresh_callback() -> None:
|
||||
|
||||
_bridge: Optional["CtpBridge"] = None
|
||||
_bridge_lock = threading.Lock()
|
||||
_ctp_td_lock = threading.RLock()
|
||||
POSITION_QUERY_MIN_INTERVAL_SEC = 5.0
|
||||
TRADE_QUERY_MIN_INTERVAL_SEC = 10.0
|
||||
|
||||
|
||||
def _simnow_setting() -> dict[str, str]:
|
||||
@@ -193,6 +196,7 @@ class CtpBridge:
|
||||
self._trade_query_results: list[dict[str, Any]] = []
|
||||
self._trade_query_event = threading.Event()
|
||||
self._last_trade_query_ts: float = 0.0
|
||||
self._last_connect_ok_ts: float = 0.0
|
||||
self._tick_hooked = False
|
||||
self._bar_generators: dict[str, Any] = {}
|
||||
self._bars_1m: dict[str, deque] = {}
|
||||
@@ -351,75 +355,72 @@ class CtpBridge:
|
||||
|
||||
self._connect_in_progress = True
|
||||
try:
|
||||
with self._connect_lock:
|
||||
if force and self._connected_mode:
|
||||
self._close_gateway()
|
||||
elif self._connected_mode and self._connected_mode != mode:
|
||||
try:
|
||||
self._engine.close()
|
||||
except Exception:
|
||||
pass
|
||||
self._connected_mode = None
|
||||
time.sleep(1)
|
||||
elif not (self._connected_mode == mode and self.ping()):
|
||||
self._close_gateway()
|
||||
|
||||
ctp_logs: list[str] = []
|
||||
from vnpy.trader.event import EVENT_LOG
|
||||
|
||||
def _on_log(event) -> None:
|
||||
msg = getattr(event.data, "msg", "") or str(event.data)
|
||||
if msg:
|
||||
ctp_logs.append(str(msg))
|
||||
if len(ctp_logs) > 40:
|
||||
ctp_logs.pop(0)
|
||||
logger.info("CTP | %s", msg)
|
||||
|
||||
self._ee.register(EVENT_LOG, _on_log)
|
||||
try:
|
||||
ensure_process_locale()
|
||||
logger.info(
|
||||
"CTP 连接 [%s] user=%s td=%s env=%s",
|
||||
mode,
|
||||
setting.get("用户名"),
|
||||
setting.get("交易服务器"),
|
||||
setting.get("柜台环境", "实盘"),
|
||||
)
|
||||
td_addr = setting.get("交易服务器", "")
|
||||
ok, err = probe_tcp_address(td_addr, timeout=5.0)
|
||||
if not ok:
|
||||
raise RuntimeError(
|
||||
f"SimNow 交易前置不可达：{td_addr}（{err}）。"
|
||||
"请更新 .env 中 SIMNOW_TD_ADDRESS 为官网最新地址，"
|
||||
"并在服务器执行 nc -zv 验证出网。"
|
||||
)
|
||||
self._engine.connect(setting, GATEWAY_NAME)
|
||||
if self._wait_connected(mode, ctp_logs):
|
||||
self._connected_mode = mode
|
||||
self._last_error = ""
|
||||
_persist_last_error("")
|
||||
self._clear_login_cooldown()
|
||||
logger.info("CTP 已连接 [%s] td_login=%s accounts=%s",
|
||||
mode, self._td_logged_in(),
|
||||
len(self._engine.get_all_accounts() or []))
|
||||
self._install_position_margin_hook()
|
||||
self._schedule_fee_sync(mode)
|
||||
with _ctp_td_lock:
|
||||
with self._connect_lock:
|
||||
if force and self._connected_mode:
|
||||
self._close_gateway()
|
||||
elif self._connected_mode and self._connected_mode != mode:
|
||||
try:
|
||||
self.refresh_positions()
|
||||
except Exception as exc:
|
||||
logger.debug("initial position query: %s", exc)
|
||||
_fire_position_refresh_callback()
|
||||
return
|
||||
finally:
|
||||
self._ee.unregister(EVENT_LOG, _on_log)
|
||||
self._engine.close()
|
||||
except Exception:
|
||||
pass
|
||||
self._connected_mode = None
|
||||
time.sleep(1)
|
||||
elif not (self._connected_mode == mode and self.ping()):
|
||||
self._close_gateway()
|
||||
|
||||
self._close_gateway()
|
||||
self._apply_login_failure_cooldown(ctp_logs)
|
||||
hint = _format_ctp_failure(ctp_logs, td_address=setting.get("交易服务器", ""))
|
||||
self._last_error = hint
|
||||
_persist_last_error(hint)
|
||||
logger.warning("CTP 连接失败 [%s]: %s | logs=%s", mode, hint, ctp_logs[-5:])
|
||||
raise RuntimeError(hint)
|
||||
ctp_logs: list[str] = []
|
||||
from vnpy.trader.event import EVENT_LOG
|
||||
|
||||
def _on_log(event) -> None:
|
||||
msg = getattr(event.data, "msg", "") or str(event.data)
|
||||
if msg:
|
||||
ctp_logs.append(str(msg))
|
||||
if len(ctp_logs) > 40:
|
||||
ctp_logs.pop(0)
|
||||
logger.info("CTP | %s", msg)
|
||||
|
||||
self._ee.register(EVENT_LOG, _on_log)
|
||||
try:
|
||||
ensure_process_locale()
|
||||
logger.info(
|
||||
"CTP 连接 [%s] user=%s td=%s env=%s",
|
||||
mode,
|
||||
setting.get("用户名"),
|
||||
setting.get("交易服务器"),
|
||||
setting.get("柜台环境", "实盘"),
|
||||
)
|
||||
td_addr = setting.get("交易服务器", "")
|
||||
ok, err = probe_tcp_address(td_addr, timeout=5.0)
|
||||
if not ok:
|
||||
raise RuntimeError(
|
||||
f"SimNow 交易前置不可达：{td_addr}（{err}）。"
|
||||
"请更新 .env 中 SIMNOW_TD_ADDRESS 为官网最新地址，"
|
||||
"并在服务器执行 nc -zv 验证出网。"
|
||||
)
|
||||
self._engine.connect(setting, GATEWAY_NAME)
|
||||
if self._wait_connected(mode, ctp_logs):
|
||||
self._connected_mode = mode
|
||||
self._last_connect_ok_ts = time.time()
|
||||
self._last_error = ""
|
||||
_persist_last_error("")
|
||||
self._clear_login_cooldown()
|
||||
logger.info("CTP 已连接 [%s] td_login=%s accounts=%s",
|
||||
mode, self._td_logged_in(),
|
||||
len(self._engine.get_all_accounts() or []))
|
||||
self._schedule_fee_sync(mode)
|
||||
_fire_position_refresh_callback()
|
||||
return
|
||||
finally:
|
||||
self._ee.unregister(EVENT_LOG, _on_log)
|
||||
|
||||
self._close_gateway()
|
||||
self._apply_login_failure_cooldown(ctp_logs)
|
||||
hint = _format_ctp_failure(ctp_logs, td_address=setting.get("交易服务器", ""))
|
||||
self._last_error = hint
|
||||
_persist_last_error(hint)
|
||||
logger.warning("CTP 连接失败 [%s]: %s | logs=%s", mode, hint, ctp_logs[-5:])
|
||||
raise RuntimeError(hint)
|
||||
finally:
|
||||
self._connect_in_progress = False
|
||||
|
||||
@@ -539,6 +540,8 @@ class CtpBridge:
|
||||
"""检测连接是否仍有效；无效则清除 connected 状态。"""
|
||||
if not self._engine or not self._connected_mode:
|
||||
return False
|
||||
if self._td_logged_in():
|
||||
return True
|
||||
try:
|
||||
if self._engine.get_all_accounts():
|
||||
return True
|
||||
@@ -927,56 +930,8 @@ class CtpBridge:
|
||||
return CtpBridge._parse_ctp_open_datetime(raw, "")
|
||||
|
||||
def _install_position_margin_hook(self) -> None:
|
||||
"""拦截 CTP 持仓回报，缓存柜台 UseMargin。"""
|
||||
if self._margin_hooked or not self._engine:
|
||||
return
|
||||
try:
|
||||
gw = self._engine.get_gateway(GATEWAY_NAME)
|
||||
td = getattr(gw, "td_api", None)
|
||||
if not td or not hasattr(td, "onRspQryInvestorPosition"):
|
||||
return
|
||||
bridge = self
|
||||
original = td.onRspQryInvestorPosition
|
||||
|
||||
def _wrapped(data, error, reqid, last):
|
||||
try:
|
||||
if data and isinstance(data, dict):
|
||||
sym = (data.get("InstrumentID") or "").strip()
|
||||
pos_dir = str(data.get("PosiDirection") or "")
|
||||
if pos_dir == "2":
|
||||
d = "long"
|
||||
elif pos_dir == "3":
|
||||
d = "short"
|
||||
else:
|
||||
d = "long" if "LONG" in pos_dir.upper() else "short"
|
||||
margin = float(
|
||||
data.get("UseMargin") or data.get("ExchangeMargin") or 0
|
||||
)
|
||||
if sym and margin > 0:
|
||||
k = bridge._position_margin_key(sym, d)
|
||||
bridge._position_margins[k] = (
|
||||
bridge._position_margins.get(k, 0.0) + margin
|
||||
)
|
||||
open_date = bridge._parse_ctp_open_datetime(
|
||||
str(data.get("OpenDate") or data.get("open_date") or ""),
|
||||
str(
|
||||
data.get("OpenTime") or data.get("open_time")
|
||||
or data.get("TradeTime") or ""
|
||||
),
|
||||
)
|
||||
if sym and open_date:
|
||||
k = bridge._position_margin_key(sym, d)
|
||||
prev = bridge._position_open_times.get(k, "")
|
||||
if not prev or open_date < prev:
|
||||
bridge._position_open_times[k] = open_date
|
||||
except Exception as exc:
|
||||
logger.debug("margin hook row: %s", exc)
|
||||
return original(data, error, reqid, last)
|
||||
|
||||
td.onRspQryInvestorPosition = _wrapped
|
||||
self._margin_hooked = True
|
||||
except Exception as exc:
|
||||
logger.debug("install margin hook: %s", exc)
|
||||
"""已禁用：monkey-patch CTP 持仓回调在并发下会触发 vnctptd 段错误。"""
|
||||
return
|
||||
|
||||
def _lookup_position_margin(self, sym: str, direction: str) -> float:
|
||||
return float(self._position_margins.get(self._position_margin_key(sym, direction), 0) or 0)
|
||||
@@ -1031,33 +986,13 @@ class CtpBridge:
|
||||
return out
|
||||
|
||||
def refresh_positions(self) -> None:
|
||||
"""向柜台查询持仓（内存为空时补拉）。"""
|
||||
if not self._engine:
|
||||
return
|
||||
now = time.time()
|
||||
if now - self._last_position_query_ts < 1.0:
|
||||
return
|
||||
self._last_position_query_ts = now
|
||||
try:
|
||||
self._install_position_margin_hook()
|
||||
gw = self._engine.get_gateway(GATEWAY_NAME)
|
||||
td = getattr(gw, "td_api", None)
|
||||
if td and hasattr(td, "query_position"):
|
||||
self._position_margins.clear()
|
||||
self._position_open_times.clear()
|
||||
td.query_position()
|
||||
time.sleep(0.4)
|
||||
except Exception as exc:
|
||||
logger.debug("refresh_positions: %s", exc)
|
||||
"""vnpy 内存缓存持仓；禁止 query_position（vnctptd 并发查询会段错误）。"""
|
||||
return
|
||||
|
||||
def list_positions(self, *, refresh_if_empty: bool = True, refresh_margin: bool = False) -> list[dict[str, Any]]:
|
||||
if self._engine and self._connected_mode and refresh_margin:
|
||||
self.refresh_positions()
|
||||
out = self._collect_positions()
|
||||
if not out and refresh_if_empty:
|
||||
self.refresh_positions()
|
||||
out = self._collect_positions()
|
||||
return out
|
||||
del refresh_if_empty, refresh_margin
|
||||
with _ctp_td_lock:
|
||||
return self._collect_positions()
|
||||
|
||||
@staticmethod
|
||||
def _parse_trade_offset(offset_obj: Any) -> str:
|
||||
@@ -1161,33 +1096,8 @@ class CtpBridge:
|
||||
return None
|
||||
|
||||
def _install_trade_query_hook(self) -> None:
|
||||
if self._trade_hooked or not self._engine:
|
||||
return
|
||||
try:
|
||||
gw = self._engine.get_gateway(GATEWAY_NAME)
|
||||
td = getattr(gw, "td_api", None)
|
||||
if not td or not hasattr(td, "onRspQryTrade"):
|
||||
return
|
||||
bridge = self
|
||||
original = td.onRspQryTrade
|
||||
|
||||
def _wrapped(data, error, reqid, last):
|
||||
try:
|
||||
if data and isinstance(data, dict):
|
||||
row = bridge._trade_row_from_ctp_dict(data)
|
||||
if row:
|
||||
bridge._trade_query_results.append(row)
|
||||
except Exception as exc:
|
||||
logger.debug("trade hook row: %s", exc)
|
||||
result = original(data, error, reqid, last)
|
||||
if last:
|
||||
bridge._trade_query_event.set()
|
||||
return result
|
||||
|
||||
td.onRspQryTrade = _wrapped
|
||||
self._trade_hooked = True
|
||||
except Exception as exc:
|
||||
logger.debug("install trade hook: %s", exc)
|
||||
"""不再 monkey-patch CTP 成交回调（易与并发查询冲突导致 vnctptd 段错误）。"""
|
||||
return
|
||||
|
||||
def _collect_engine_trades(self) -> list[dict[str, Any]]:
|
||||
if not self._engine:
|
||||
@@ -1210,36 +1120,14 @@ class CtpBridge:
|
||||
return out
|
||||
|
||||
def refresh_trades(self) -> None:
|
||||
"""向柜台查询当日成交（并合并内存成交回报）。"""
|
||||
if not self._engine:
|
||||
return
|
||||
now = time.time()
|
||||
if now - self._last_trade_query_ts < 1.0:
|
||||
return
|
||||
self._last_trade_query_ts = now
|
||||
self._trade_query_results = []
|
||||
self._trade_query_event.clear()
|
||||
try:
|
||||
self._install_trade_query_hook()
|
||||
gw = self._engine.get_gateway(GATEWAY_NAME)
|
||||
td = getattr(gw, "td_api", None)
|
||||
if td and hasattr(td, "query_trade"):
|
||||
td.query_trade()
|
||||
self._trade_query_event.wait(timeout=2.0)
|
||||
except Exception as exc:
|
||||
logger.debug("refresh_trades: %s", exc)
|
||||
"""成交仅读 vnpy 内存回报；不调用 query_trade（避免 CTP 段错误）。"""
|
||||
return
|
||||
|
||||
def list_trades(self, *, refresh: bool = False) -> list[dict[str, Any]]:
|
||||
if refresh:
|
||||
self.refresh_trades()
|
||||
merged: dict[str, dict[str, Any]] = {}
|
||||
for row in self._collect_engine_trades():
|
||||
merged[row["trade_id"]] = row
|
||||
for row in self._trade_query_results:
|
||||
merged[row["trade_id"]] = row
|
||||
out = list(merged.values())
|
||||
out.sort(key=lambda r: (r.get("datetime") or "", r.get("trade_id") or ""))
|
||||
return out
|
||||
with _ctp_td_lock:
|
||||
out = self._collect_engine_trades()
|
||||
out.sort(key=lambda r: (r.get("datetime") or "", r.get("trade_id") or ""))
|
||||
return out
|
||||
|
||||
def list_active_orders(self) -> list[dict[str, Any]]:
|
||||
if not self._engine:
|
||||
@@ -1342,7 +1230,8 @@ class CtpBridge:
|
||||
"CTP 报单 %s %s %s %s手 @%s offset=%s type=%s",
|
||||
sym, ex_name, d, lots, price, off, ot,
|
||||
)
|
||||
vt_orderid = self._engine.send_order(req, GATEWAY_NAME)
|
||||
with _ctp_td_lock:
|
||||
vt_orderid = self._engine.send_order(req, GATEWAY_NAME)
|
||||
if not vt_orderid:
|
||||
raise RuntimeError("CTP 拒单或未返回委托号（请检查合约代码、价格是否为最小变动价位整数倍）")
|
||||
return str(vt_orderid)
|
||||
@@ -1351,11 +1240,12 @@ class CtpBridge:
|
||||
if not self._engine or not vt_orderid:
|
||||
return False
|
||||
try:
|
||||
order = self._engine.get_order(vt_orderid)
|
||||
if order is None:
|
||||
return False
|
||||
req = order.create_cancel_request()
|
||||
self._engine.cancel_order(req, GATEWAY_NAME)
|
||||
with _ctp_td_lock:
|
||||
order = self._engine.get_order(vt_orderid)
|
||||
if order is None:
|
||||
return False
|
||||
req = order.create_cancel_request()
|
||||
self._engine.cancel_order(req, GATEWAY_NAME)
|
||||
logger.info("CTP 撤单 %s", vt_orderid)
|
||||
return True
|
||||
except Exception as exc:
|
||||
@@ -1394,7 +1284,7 @@ def ctp_start_connect(mode: str, *, force: bool = False) -> dict[str, Any]:
|
||||
|
||||
|
||||
def ctp_try_auto_reconnect(mode: str) -> bool:
|
||||
"""断线时静默异步重连；已连接且 ping 正常则直接返回 True。"""
|
||||
"""断线时静默异步重连；已连接且交易通道正常则不再重复 connect。"""
|
||||
b = get_bridge()
|
||||
if not b.available():
|
||||
return False
|
||||
@@ -1405,8 +1295,13 @@ def ctp_try_auto_reconnect(mode: str) -> bool:
|
||||
st = _setting_for_mode(mode)
|
||||
if not st.get("用户名") or not st.get("密码") or not st.get("交易服务器"):
|
||||
return False
|
||||
if b.connected_mode == mode and b.ping():
|
||||
return True
|
||||
if b.connected_mode == mode:
|
||||
if b._td_logged_in() or b.ping():
|
||||
return True
|
||||
recent = time.time() - float(getattr(b, "_last_connect_ok_ts", 0) or 0)
|
||||
if recent < 120:
|
||||
logger.debug("CTP 跳过自动重连：刚连接 %.0fs", recent)
|
||||
return True
|
||||
td = st.get("交易服务器", "")
|
||||
ok, err = probe_tcp_address(td, timeout=4.0)
|
||||
if not ok:
|
||||
|
||||
Reference in New Issue
Block a user