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[Mod] use utc time for ByBit gateway

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This commit is contained in:
vn.py 2019-11-07 15:28:02 +08:00
parent 2e01bef96f
commit 65fc733a02
1 changed files with 9 additions and 2 deletions
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11
vnpy/gateway/bybit/bybit_gateway.py
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@ -3,6 +3,7 @@ import hashlib
import hmac
import time
import sys
import pytz
from datetime import datetime, timedelta
from typing import Any, Dict, List, Callable
from threading import Lock
@ -81,6 +82,9 @@ WEBSOCKET_HOST = "wss://stream.bybit.com/realtime"
TESTNET_REST_HOST = "https://api-testnet.bybit.com"
TESTNET_WEBSOCKET_HOST = "wss://stream-testnet.bybit.com/realtime"
CHINA_TZ = pytz.timezone("Asia/Shanghai")
UTC_TZ = pytz.utc
class BybitGateway(BaseGateway):
"""
@ -711,7 +715,8 @@ class BybitWebsocketApi(WebsocketClient):
if "volume_24h" in update:
tick.volume = update["volume_24h"]
tick.datetime = datetime.fromtimestamp(timestamp / 1_000_000)
local_dt = datetime.fromtimestamp(timestamp / 1_000_000)
tick.datetime = local_dt.astimezone(UTC_TZ)
self.gateway.on_tick(copy(tick))
def on_depth(self, packet: dict):
@ -770,7 +775,8 @@ class BybitWebsocketApi(WebsocketClient):
setattr(tick, f"ask_price_{n}", ask_price)
setattr(tick, f"ask_volume_{n}", ask_data["size"])
tick.datetime = datetime.fromtimestamp(timestamp / 1_000_000)
local_dt = datetime.fromtimestamp(timestamp / 1_000_000)
tick.datetime = local_dt.astimezone(UTC_TZ)
self.gateway.on_tick(copy(tick))
def on_trade(self, packet: dict):
@ -803,6 +809,7 @@ class BybitWebsocketApi(WebsocketClient):
if order:
order.traded = d["cum_exec_qty"]
order.status = STATUS_BYBIT2VT[d["order_status"]]
order.time = d["timestamp"]
else:
# Use sys_orderid as local_orderid when
# order placed from other source