TqSdk Futures API

WHENWhen implementing market data reconnection logic

ACTIONVerify each K-line data has last_id != -1 and quote data matches the subscribed ins_list before resuming processing

CONSEQUENCEMarket data gaps will appear in the equity curve when _is_all_received returns prematurely, causing K-lines to have missing historical bars or quotes to show stale data in live trading

WHENWhen implementing trade data reconnection logic

ACTIONVerify trade_more_data == False for each tracked users before resuming processing

CONSEQUENCETrade confirmations will be duplicated or missing after reconnection, causing position discrepancies and potential over-trading when the system resumes with incomplete trade data

WHENWhen processing reconnection data flow

ACTIONChain reconnect handlers between TqConnect and api channels to verify data buffering during reconnection

CONSEQUENCESkipping the reconnect handler chain will cause data loss when reconnection occurs, as the system will forward packets before confirming completeness