Chapter 15: Live Trading Systems and Operations¶

This chapter is currently maintained in Chinese first.

Chinese chapter: 第 15 章：实盘交易系统与运维
Textbook home: Chinese textbook index
Live execution semantics note:
CTP supports execution_semantics_mode with strict (default) and compatible.
In strict, terminal order states are confirmed by OnRtnOrder callbacks.
Practice links:
Primary example: examples/textbook/ch15_live_trading.py
Extended example: examples/textbook/ch15_strategy_loader.py
Supplementary example: examples/44_strategy_source_loader_demo.py
Functional twin examples: examples/textbook/ch15_live_trading_functional.py, examples/textbook/ch15_strategy_loader_functional.py
Guide: Live Functional Quickstart Guide

Operational Logging Note¶

Before live or paper troubleshooting, explicitly configure logging instead of relying on defaults:

import akquant

akquant.configure_logging(
    akquant.LogConfig(
        profile="live",
        level="INFO",
        console=True,
        filename="logs/live.log",
        file_level="DEBUG",
        file_json=True,
        file_max_bytes=50_000_000,
        file_backup_count=5,
    )
)

This keeps strategy-side on_order / on_trade logs and gateway/execution warnings in the same pipeline. It is especially useful when tracing rejects, unknown cancel requests, session-close expiry, or strict-semantics cases where terminal state is not confirmed until broker callbacks arrive.

Order auditing (an offline-reconstructable record). Under broker_live, every order submit / update / fill / cancel / reject is emitted as a structured INFO record under the akquant.audit.order namespace. Set order_audit_file to also persist a dedicated audit JSON stream — the full order lifecycle can be reconstructed from that file alone, even after the process stops:

akquant.configure_logging(
    akquant.LogConfig(
        profile="live",
        console=True,
        console_level="WARNING",          # console only keeps rejects/disconnects that need a human
        filename="logs/live.log",
        file_level="INFO",
        order_audit_file="logs/orders_audit.log",  # per-order audit JSON stream
        order_audit_level="INFO",
    )
)

For a high-frequency live strategy this split is strongly recommended: a clean WARNING console, with the per-order INFO audit persisted separately.

Sensitive masking (on by default). Logs mask credential-class fields (password/token/api_key, …) fully and account-class fields (user_id/account, …) keeping the last 4 chars, at the handler layer — so even a newly added log statement cannot leak secrets in cleartext. Disable with mask_sensitive=False.

Log language. Messages are english by default (a searchable, collaboration-friendly contract), and structured fields (event/side/price) are always english. If you prefer a Chinese console, set language="zh": it only re-renders the console order-audit line, while files and JSON audit streams stay english, so grep/reconciliation/alerting never fork by language. Reserve CRITICAL for system-level fatal events (trader front disconnect, runner crash) and route it to a dedicated alert channel.