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
• 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.