Fix stale pending orders after CTP rejection or cancel.
When the exchange rejects or cancels an order, close local pending monitors once the order leaves CTP active list instead of waiting for the full timeout. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -0,0 +1,55 @@
|
||||
import paramiko
|
||||
import sys
|
||||
|
||||
sys.stdout.reconfigure(encoding="utf-8", errors="replace")
|
||||
|
||||
VERIFY = r"""
|
||||
import sqlite3, urllib.request, urllib.parse, http.cookiejar, json, os
|
||||
|
||||
db = "/opt/qihuo/futures.db"
|
||||
print("db", db)
|
||||
|
||||
conn = sqlite3.connect(db)
|
||||
conn.row_factory = sqlite3.Row
|
||||
pending = conn.execute(
|
||||
"SELECT id, symbol, direction, vt_order_id, status FROM trade_order_monitors WHERE status='pending'"
|
||||
).fetchall()
|
||||
print("pending_monitors", len(pending))
|
||||
for r in pending:
|
||||
print(dict(r))
|
||||
|
||||
jar = http.cookiejar.CookieJar()
|
||||
op = urllib.request.build_opener(urllib.request.HTTPCookieProcessor(jar))
|
||||
user = pwd = ""
|
||||
for line in open("/opt/qihuo/.env"):
|
||||
line = line.strip()
|
||||
if line.startswith("ADMIN_USERNAME="):
|
||||
user = line.split("=", 1)[1].strip().strip('"').strip("'")
|
||||
if line.startswith("ADMIN_PASSWORD="):
|
||||
pwd = line.split("=", 1)[1].strip().strip('"').strip("'")
|
||||
op.open(urllib.request.Request(
|
||||
"http://127.0.0.1:6600/login",
|
||||
urllib.parse.urlencode({"username": user, "password": pwd}).encode(),
|
||||
))
|
||||
raw = op.open("http://127.0.0.1:6600/api/trading/live").read().decode()
|
||||
data = json.loads(raw)
|
||||
orders = data.get("active_orders") or []
|
||||
cj = [o for o in orders if "CJ" in (o.get("symbol_code") or "").upper()]
|
||||
print("active_orders", len(orders), "cj_orders", len(cj))
|
||||
if cj:
|
||||
print("cj detail", cj)
|
||||
else:
|
||||
print("VERIFY PASS")
|
||||
"""
|
||||
|
||||
c = paramiko.SSHClient()
|
||||
c.set_missing_host_key_policy(paramiko.AutoAddPolicy())
|
||||
c.connect("192.168.8.21", username="root", password="woaini88", timeout=15)
|
||||
sftp = c.open_sftp()
|
||||
with sftp.open("/tmp/verify_pending_fix.py", "w") as f:
|
||||
f.write(VERIFY)
|
||||
sftp.close()
|
||||
_, stdout, stderr = c.exec_command("/opt/qihuo/venv/bin/python /tmp/verify_pending_fix.py")
|
||||
print(stdout.read().decode("utf-8", errors="replace"))
|
||||
print(stderr.read().decode("utf-8", errors="replace"))
|
||||
c.close()
|
||||
Reference in New Issue
Block a user