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Diagnosing a Native DLL Crash in a VeighNa Trading Gateway

Article vn.py community
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Summary

This community report describes a reproducible crash in the VeighNa vnpy-tap gateway after successful login to an 易盛 trading service. The Python process exits during initialization around commodity or contract queries, with Windows reporting exception code 0xC0000409 in the native iTapTradeAPI_64.dll. The author reports the same crash offset across multiple runs.

The report documents checks across Python and gateway versions, multiple machines, and a trading-only connection without market-data subscriptions. It also notes that the same account and environment had worked earlier, leading the author to suspect a change at the broker or a mismatch involving the DLL. These observations narrow likely sources but do not establish a cause; the post provides no fix or vendor diagnosis. It is useful as a troubleshooting case for distinguishing native API failures from Python-level exceptions.

Key ideas

  • The crash occurs after login during gateway initialization and is attributed by Windows to a native trading API DLL.
  • The report says the issue reproduces across Python versions, gateway versions, and machines.
  • A trading-only connection also crashes, reducing the likelihood that market-data subscriptions trigger the failure.
  • The author suspects a broker-side change or DLL mismatch but does not confirm the cause.
  • The document provides troubleshooting observations without a resolution.

Tags

FuturesExecutionMarket microstructure

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.