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.
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?