Gate order cancel to trading hours and sync trade logs from CTP.

Disable cancel UI outside sessions, query exchange fills for records, and label local vs counterparty rows.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-26 00:35:51 +08:00
parent a23f2c80ca
commit 9f48f22d16
9 changed files with 606 additions and 8 deletions
+2 -1
View File
@@ -7,6 +7,7 @@ from datetime import datetime
from typing import Any, Callable, Optional
from zoneinfo import ZoneInfo
from market_sessions import is_trading_session
from vnpy_bridge import ctp_cancel_order, ctp_list_active_orders, ctp_status
logger = logging.getLogger(__name__)
@@ -132,7 +133,7 @@ def reconcile_pending_orders(
continue
if vt_oid and vt_oid in active_orders:
if age >= limit_sec:
if age >= limit_sec and is_trading_session():
if ctp_cancel_order(mode, vt_oid):
conn.execute(
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",