| 1 | from __future__ import annotations |
| 2 | |
| 3 | from dataclasses import dataclass |
| 4 | from datetime import date, datetime, time, timezone, timedelta |
| 5 | from zoneinfo import ZoneInfo, ZoneInfoNotFoundError |
| 6 | |
| 7 | |
| 8 | @dataclass(frozen=True) |
| 9 | class MarketTradingSchedule: |
| 10 | market_code: str |
| 11 | mic: str | None |
| 12 | country_code: str | None |
| 13 | timezone: str |
| 14 | trading_day: int |
| 15 | regular_open_time: time |
| 16 | regular_close_time: time |
| 17 | enabled: bool = True |
| 18 | |
| 19 | |
| 20 | @dataclass(frozen=True) |
| 21 | class MarketCalendarException: |
| 22 | market_code: str |
| 23 | trading_date: date |
| 24 | exception_type: str |
| 25 | open_time: time | None = None |
| 26 | close_time: time | None = None |
| 27 | reason: str | None = None |
| 28 | |
| 29 | |
| 30 | def market_session_status(market: str | None, schedules: list[MarketTradingSchedule], |
| 31 | exceptions: list[MarketCalendarException], now_utc: datetime) -> str: |
| 32 | """Data-driven, DST-safe regular-session state. Unknown configuration fails closed.""" |
| 33 | key = (market or "").upper() |
| 34 | applicable = [s for s in schedules if s.enabled and (s.market_code.upper() == key or (s.mic or "").upper() == key)] |
| 35 | if not applicable: |
| 36 | return "UNKNOWN" |
| 37 | try: |
| 38 | local = now_utc.astimezone(ZoneInfo(applicable[0].timezone)) |
| 39 | except (ValueError, ZoneInfoNotFoundError): |
| 40 | return "UNKNOWN" |
| 41 | exception = next((e for e in exceptions if e.market_code.upper() == applicable[0].market_code.upper() and e.trading_date == local.date()), None) |
| 42 | if exception and exception.exception_type == "CLOSED": |
| 43 | return "HOLIDAY" |
| 44 | schedule = next((s for s in applicable if s.trading_day == local.weekday()), None) |
| 45 | if not schedule and not (exception and exception.exception_type == "SPECIAL_SESSION"): |
| 46 | return "CLOSED" |
| 47 | open_time = schedule.regular_open_time if schedule else None |
| 48 | close_time = schedule.regular_close_time if schedule else None |
| 49 | if exception: |
| 50 | if exception.exception_type in {"LATE_OPEN", "SPECIAL_SESSION"}: |
| 51 | open_time = exception.open_time |
| 52 | if exception.exception_type in {"EARLY_CLOSE", "SPECIAL_SESSION"}: |
| 53 | close_time = exception.close_time |
| 54 | if open_time is None or close_time is None: |
| 55 | return "UNKNOWN" |
| 56 | return "OPEN" if open_time <= local.timetz().replace(tzinfo=None) < close_time else "CLOSED" |
| 57 | |
| 58 | |
| 59 | def class_due(last_at: datetime | None, ttl_seconds: int, now_utc: datetime) -> bool: |
| 60 | return last_at is None or (now_utc - last_at).total_seconds() >= ttl_seconds |
| 61 | |
| 62 | |
| 63 | def price_sync_eligible(market_status: str, last_price_at: datetime | None, price_ttl_seconds: int, |
| 64 | now_utc: datetime) -> bool: |
| 65 | return market_status == "OPEN" and class_due(last_price_at, price_ttl_seconds, now_utc) |
| 66 | |
| 67 | |
| 68 | def _session_bounds(market, schedules, exceptions, day): |
| 69 | matches = [s for s in schedules if s.enabled and market.upper() in {s.market_code.upper(), (s.mic or "").upper()}] |
| 70 | if not matches: |
| 71 | return None |
| 72 | first = matches[0] |
| 73 | exception = next((e for e in exceptions if e.market_code.upper() == first.market_code.upper() and e.trading_date == day), None) |
| 74 | if exception and exception.exception_type == "CLOSED": |
| 75 | return None |
| 76 | schedule = next((s for s in matches if s.trading_day == day.weekday()), None) |
| 77 | if schedule is None and not (exception and exception.exception_type == "SPECIAL_SESSION"): |
| 78 | return None |
| 79 | opening = exception.open_time if exception and exception.open_time else schedule.regular_open_time if schedule else None |
| 80 | closing = exception.close_time if exception and exception.close_time else schedule.regular_close_time if schedule else None |
| 81 | if opening is None or closing is None: |
| 82 | return None |
| 83 | try: |
| 84 | zone = ZoneInfo(first.timezone) |
| 85 | except (ValueError, ZoneInfoNotFoundError): |
| 86 | return None |
| 87 | return (datetime.combine(day, opening, zone).astimezone(timezone.utc), datetime.combine(day, closing, zone).astimezone(timezone.utc)) |
| 88 | |
| 89 | |
| 90 | def latest_completed_session(market, schedules, exceptions, at): |
| 91 | # Bounded lookback and unknown-calendar fail closed; holidays come from DB. |
| 92 | for offset in range(15): |
| 93 | bounds = _session_bounds(market, schedules, exceptions, at.date() - timedelta(days=offset)) |
| 94 | if bounds and bounds[1] <= at: |
| 95 | return bounds[1] |
| 96 | return None |
| 97 | |
| 98 | |
| 99 | def next_session_open(market, schedules, exceptions, after): |
| 100 | for offset in range(15): |
| 101 | bounds = _session_bounds(market, schedules, exceptions, after.date() + timedelta(days=offset)) |
| 102 | if bounds and bounds[0] > after: |
| 103 | return bounds[0] |
| 104 | return None |