[Mod] change code struction and complete test of BybitGateway

vnpy/gateway/bybit/bybit_gateway.py

@@ -194,7 +194,7 @@ class BybitRestApi(RestClient):
 
         api_params["api_key"] = self.key
         api_params["recv_window"] = 30 * 1000
-        api_params["timestamp"] = generate_timestamp(-1)
+        api_params["timestamp"] = generate_timestamp(-5)
 
         data2sign = "&".join(
             [f"{k}={v}" for k, v in sorted(api_params.items())])
@@ -265,87 +265,6 @@ class BybitRestApi(RestClient):
         self.order_manager.on_order(order)
         return order.vt_orderid
 
-    def cancel_order(self, req: CancelRequest):
-        """"""
-        sys_orderid = self.order_manager.get_sys_orderid(req.orderid)
-        data = {
-            "order_id": sys_orderid,
-            "symbol": req.symbol,
-        }
-
-        self.add_request(
-            "POST",
-            path="/open-api/order/cancel",
-            data=data,
-            callback=self.on_cancel_order
-        )
-
-    def query_history(self, req: HistoryRequest) -> List[BarData]:
-        """"""
-        history = []
-        count = 200
-        start_time = int(req.start.timestamp())
-
-        while True:
-            # Create query params
-            params = {
-                "symbol": req.symbol,
-                "interval": INTERVAL_VT2BYBIT[req.interval],
-                "from": start_time,
-                "limit": count
-            }
-
-            # Get response from server
-            resp = self.request(
-                "GET",
-                "/v2/public/kline/list",
-                params=params
-            )
-
-            # Break if request failed with other status code
-            if resp.status_code // 100 != 2:
-                msg = f"获取历史数据失败，状态码：{resp.status_code}，信息：{resp.text}"
-                self.gateway.write_log(msg)
-                break
-            else:
-                data = resp.json()
-                if not data:
-                    msg = f"获取历史数据为空，开始时间：{start_time}，数量：{count}"
-                    break
-
-                buf = []
-                for d in data["result"]:
-                    dt = datetime.fromtimestamp(d["open_time"])
-                    bar = BarData(
-                        symbol=req.symbol,
-                        exchange=req.exchange,
-                        datetime=dt,
-                        interval=req.interval,
-                        volume=int(d["volume"]),
-                        open_price=float(d["open"]),
-                        high_price=float(d["high"]),
-                        low_price=float(d["low"]),
-                        close_price=float(d["close"]),
-                        gateway_name=self.gateway_name
-                    )
-                    buf.append(bar)
-
-                history.extend(buf)
-
-                begin = buf[0].datetime
-                end = buf[-1].datetime
-                msg = f"获取历史数据成功，{req.symbol} - {req.interval.value}，{begin} - {end}"
-                self.gateway.write_log(msg)
-
-                # Break if last data collected
-                if len(buf) < count:
-                    break
-
-                # Update start time
-                start_time = int((bar.datetime + TIMEDELTA_MAP[req.interval]).timestamp())
-
-        return history
-
     def on_send_order_failed(self, status_code: int, request: Request):
         """
         Callback when sending order failed on server.
@@ -385,6 +304,21 @@ class BybitRestApi(RestClient):
             result["order_id"]
         )
 
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        sys_orderid = self.order_manager.get_sys_orderid(req.orderid)
+        data = {
+            "order_id": sys_orderid,
+            "symbol": req.symbol,
+        }
+
+        self.add_request(
+            "POST",
+            path="/open-api/order/cancel",
+            data=data,
+            callback=self.on_cancel_order
+        )
+
     def on_cancel_order_error(
         self, exception_type: type, exception_value: Exception, tb, request: Request
     ):
@@ -563,6 +497,72 @@ class BybitRestApi(RestClient):
         else:
             self.gateway.write_log("委托信息查询成功")
 
+    def query_history(self, req: HistoryRequest) -> List[BarData]:
+        """"""
+        history = []
+        count = 200
+        start_time = int(req.start.timestamp())
+
+        while True:
+            # Create query params
+            params = {
+                "symbol": req.symbol,
+                "interval": INTERVAL_VT2BYBIT[req.interval],
+                "from": start_time,
+                "limit": count
+            }
+
+            # Get response from server
+            resp = self.request(
+                "GET",
+                "/v2/public/kline/list",
+                params=params
+            )
+
+            # Break if request failed with other status code
+            if resp.status_code // 100 != 2:
+                msg = f"获取历史数据失败，状态码：{resp.status_code}，信息：{resp.text}"
+                self.gateway.write_log(msg)
+                break
+            else:
+                data = resp.json()
+                if not data:
+                    msg = f"获取历史数据为空，开始时间：{start_time}，数量：{count}"
+                    break
+
+                buf = []
+                for d in data["result"]:
+                    dt = datetime.fromtimestamp(d["open_time"])
+                    bar = BarData(
+                        symbol=req.symbol,
+                        exchange=req.exchange,
+                        datetime=dt,
+                        interval=req.interval,
+                        volume=int(d["volume"]),
+                        open_price=float(d["open"]),
+                        high_price=float(d["high"]),
+                        low_price=float(d["low"]),
+                        close_price=float(d["close"]),
+                        gateway_name=self.gateway_name
+                    )
+                    buf.append(bar)
+
+                history.extend(buf)
+
+                begin = buf[0].datetime
+                end = buf[-1].datetime
+                msg = f"获取历史数据成功，{req.symbol} - {req.interval.value}，{begin} - {end}"
+                self.gateway.write_log(msg)
+
+                # Break if last data collected
+                if len(buf) < count:
+                    break
+
+                # Update start time
+                start_time = int((bar.datetime + TIMEDELTA_MAP[req.interval]).timestamp())
+
+        return history
+
 
 class BybitWebsocketApi(WebsocketClient):
     """"""
@@ -635,6 +635,18 @@ class BybitWebsocketApi(WebsocketClient):
             f"instrument_info.100ms.{req.symbol}", self.on_tick)
         self.subscribe_topic(f"orderBookL2_25.{req.symbol}", self.on_depth)
 
+    def subscribe_topic(self, topic: str, callback: Callable[[str, dict], Any]):
+        """
+        Subscribe to all private topics.
+        """
+        self.callbacks[topic] = callback
+
+        req = {
+            "op": "subscribe",
+            "args": [topic],
+        }
+        self.send_packet(req)
+
     def on_connected(self):
         """"""
         self.gateway.write_log("Websocket API连接成功")
@@ -678,18 +690,6 @@ class BybitWebsocketApi(WebsocketClient):
         else:
             self.gateway.write_log("Websocket API登录失败")
 
-    def subscribe_topic(self, topic: str, callback: Callable[[str, dict], Any]):
-        """
-        Subscribe to all private topics.
-        """
-        self.callbacks[topic] = callback
-
-        req = {
-            "op": "subscribe",
-            "args": [topic],
-        }
-        self.send_packet(req)
-
     def on_tick(self, packet: dict):
         """"""
         topic = packet["topic"]