Merge pull request #1914 from nanoric/fix_unhandled_exception_in_websocket.reconnect

[Mod] Fixed: exception raised in WebsocketClient._reconnect() may not …

vnpy/api/websocket/websocket_client.py

@@ -125,52 +125,55 @@ class WebsocketClient(object):
         if ws:
             ws._send_binary(data)
 
-    def _reconnect(self):
-        """"""
-        if self._active:
-            self._disconnect()
-            self._connect()
-
     def _create_connection(self, *args, **kwargs):
         """"""
         return websocket.create_connection(*args, **kwargs)
 
-    def _connect(self):
+    def _ensure_connection(self):
         """"""
-        self._ws = self._create_connection(
-            self.host,
-            sslopt={"cert_reqs": ssl.CERT_NONE},
-            http_proxy_host=self.proxy_host,
-            http_proxy_port=self.proxy_port,
-            header=self.header
-        )
-        self.on_connected()
+        triggered = False
+        with self._ws_lock:
+            if self._ws is None:
+                self._ws = self._create_connection(
+                    self.host,
+                    sslopt={"cert_reqs": ssl.CERT_NONE},
+                    http_proxy_host=self.proxy_host,
+                    http_proxy_port=self.proxy_port,
+                    header=self.header
+                )
+                triggered = True
+        if triggered:
+            self.on_connected()
 
     def _disconnect(self):
         """
         """
+        triggered = False
         with self._ws_lock:
             if self._ws:
-                self._ws.close()
+                ws: websocket.WebSocket = self._ws
                 self._ws = None
 
+                triggered = True
+        if triggered:
+            ws.close()
+            self.on_disconnected()
+
     def _run(self):
         """
         Keep running till stop is called.
         """
         try:
-            self._connect()
-
-            # todo: onDisconnect
             while self._active:
                 try:
+                    self._ensure_connection()
                     ws = self._ws
                     if ws:
                         text = ws.recv()
 
                         # ws object is closed when recv function is blocking
                         if not text:
-                            self._reconnect()
+                            self._disconnect()
                             continue
 
                         self._record_last_received_text(text)
@@ -185,17 +188,17 @@ class WebsocketClient(object):
                 # ws is closed before recv function is called
                 # For socket.error, see Issue #1608
                 except (websocket.WebSocketConnectionClosedException, socket.error):
-                    self._reconnect()
+                    self._disconnect()
 
                 # other internal exception raised in on_packet
                 except:  # noqa
                     et, ev, tb = sys.exc_info()
                     self.on_error(et, ev, tb)
-                    self._reconnect()
+                    self._disconnect()
         except:  # noqa
             et, ev, tb = sys.exc_info()
             self.on_error(et, ev, tb)
-            self._reconnect()
+        self._disconnect()
 
     @staticmethod
     def unpack_data(data: str):
@@ -214,7 +217,10 @@ class WebsocketClient(object):
             except:  # noqa
                 et, ev, tb = sys.exc_info()
                 self.on_error(et, ev, tb)
-                self._reconnect()
+
+                # self._run() will reconnect websocket
+                sleep(1)
+
             for i in range(self.ping_interval):
                 if not self._active:
                     break

vnpy/gateway/ctp/ctp_gateway.py

@@ -716,6 +716,7 @@ class CtpTdApi(TdApi):
         
         ctp_req = {
             "InstrumentID": req.symbol,
+            "ExchangeID": req.exchange.value,
             "LimitPrice": req.price,
             "VolumeTotalOriginal": int(req.volume),
             "OrderPriceType": ORDERTYPE_VT2CTP.get(req.type, ""),