I was selling lots of silk to Qufu for about 3 years, then suddenly came a message from Qufu 'You dishonored me. I cancel trading'. What is causing this strange behaviour?

Thanks.

You have probably been ignoring their requests, or not giving them proper attention, allowing their favour to drop and triggering the loss of trade. Check their favour with you, it's most likely to be low. If it isn't, then a scripted event has closed the trade route, but you can reopen it if you make their favour high enough again.

You are right. I did not deliver a demand of him in time and he got displeased. I thought this would go away by itself, but I was wrong...

Check out the city opinions page on HeavenGames, basically anything lower than "50" (which is labelled as Apathetic (Rivals), Sympathetic (Allies) or Loyal (Vassals) in game) has a chance to trigger a "suspension of trade". The HG article is pretty useful in this regard: http://emperor.heavengames.com/gameinfo/cityfavour/#CityFavor