return market hours in timestamp instead of iso string (#36)

Author: cctdaniel

pythclient/calendar.py

@@ -74,7 +74,7 @@ def is_market_open(asset_type: str, dt: datetime.datetime) -> bool:
     return True
 
 
-def get_next_market_open(asset_type: str, dt: datetime.datetime) -> str:
+def get_next_market_open(asset_type: str, dt: datetime.datetime) -> int:
     # make sure time is in NY timezone
     dt = dt.astimezone(NY_TZ)
     time = dt.time()
@@ -119,10 +119,10 @@ def get_next_market_open(asset_type: str, dt: datetime.datetime) -> str:
     while not is_market_open(asset_type, next_market_open):
         next_market_open += datetime.timedelta(days=1)
 
-    return next_market_open.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"
+    return int(next_market_open.timestamp())
 
 
-def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
+def get_next_market_close(asset_type: str, dt: datetime.datetime) -> int:
     # make sure time is in NY timezone
     dt = dt.astimezone(NY_TZ)
     time = dt.time()
@@ -148,16 +148,12 @@ def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
             next_market_open = get_next_market_open(
                 asset_type, dt + datetime.timedelta(days=1)
             )
-            next_market_close = (
-                datetime.datetime.fromisoformat(next_market_open.replace("Z", "+00:00"))
-                .astimezone(NY_TZ)
-                .replace(
+            next_market_close = datetime.datetime.fromtimestamp(next_market_open).astimezone(NY_TZ).replace(
                     hour=EQUITY_CLOSE.hour,
                     minute=EQUITY_CLOSE.minute,
                     second=0,
                     microsecond=0,
                 )
-            )
         else:
             next_market_close = dt.replace(
                 hour=EQUITY_CLOSE.hour,
@@ -189,4 +185,4 @@ def get_next_market_close(asset_type: str, dt: datetime.datetime) -> str:
     else:  # crypto markets never close
         return None
 
-    return next_market_close.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"
+    return int(next_market_close.timestamp())

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name='pythclient',
-    version='0.1.8',
+    version='0.1.9',
     packages=['pythclient'],
     author='Pyth Developers',
     author_email='[email protected]',

tests/test_calendar.py

@@ -24,8 +24,12 @@
 CRYPTO_OPEN_WED_2023_6_21_12 = datetime.datetime(2023, 6, 21, 12, 0, 0, tzinfo=NY_TZ)
 CRYPTO_OPEN_SUN_2023_6_18_12 = datetime.datetime(2023, 6, 18, 12, 0, 0, tzinfo=NY_TZ)
 
-def format_datetime_to_utc_iso_string(dt: datetime.datetime):
-    return dt.astimezone(UTC_TZ).strftime("%Y-%m-%dT%H:%M:%S") + "Z"
+
+def format_datetime_to_unix_timestamp(dt: datetime.datetime):
+    # Convert the datetime object to a Unix timestamp in UTC
+    timestamp = dt.astimezone(UTC_TZ).timestamp()
+    unix_timestamp_utc = int(timestamp)
+    return unix_timestamp_utc
 
 def test_is_market_open():
     # equity
@@ -67,65 +71,65 @@ def test_get_next_market_open():
     # equity within market hours
     assert (
         get_next_market_open("equity", EQUITY_OPEN_WED_2023_6_21_12)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
     )
 
     # equity out of market hours
     assert (
         get_next_market_open("equity", EQUITY_CLOSE_WED_2023_6_21_17)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 9, 30, 0, tzinfo=NY_TZ))
     )
 
     # equity weekend
     assert (
         get_next_market_open("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 12, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 9, 30, 0, tzinfo=NY_TZ))
     )
 
     # equity holiday
     assert (
         get_next_market_open("equity", EQUITY_HOLIDAY_MON_2023_6_19)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 9, 30, 0, tzinfo=NY_TZ))
     )
 
     # equity early close holiday
     assert (
         get_next_market_open("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_14)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_open("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 9, 30, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal within market hours
     assert (
         get_next_market_open("fx", FX_METAL_OPEN_WED_2023_6_21_22)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_open("metal", FX_METAL_OPEN_WED_2023_6_21_22)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 25, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal out of market hours
     assert (
         get_next_market_open("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_open("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal holiday
     assert (
         get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_open("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 2, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # crypto
@@ -137,65 +141,65 @@ def test_get_next_market_close():
     # equity within market hours
     assert (
         get_next_market_close("equity", EQUITY_OPEN_WED_2023_6_21_12)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 21, 16, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 21, 16, 0, 0, tzinfo=NY_TZ))
     )
 
     # equity out of market hours
     assert (
         get_next_market_close("equity", EQUITY_CLOSE_WED_2023_6_21_17)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 22, 16, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 22, 16, 0, 0, tzinfo=NY_TZ))
     )
 
     # equity weekend
     assert (
         get_next_market_close("equity", EQUITY_CLOSE_SAT_2023_6_10_17)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 12, 16, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 12, 16, 0, 0, tzinfo=NY_TZ))
     )
 
     # equity holiday
     assert (
         get_next_market_close("equity", EQUITY_HOLIDAY_MON_2023_6_19)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 20, 16, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 20, 16, 0, 0, tzinfo=NY_TZ))
     )
 
     # equity early close holiday
     assert (
         get_next_market_close("equity", EQUITY_EARLY_CLOSE_OPEN_FRI_2023_11_24_14)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 24, 13, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_close("equity", EQUITY_EARLY_CLOSE_CLOSE_FRI_2023_11_24_14)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 11, 27, 16, 0, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal within market hours
     assert (
         get_next_market_close("fx", FX_METAL_OPEN_WED_2023_6_21_22)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_close("metal", FX_METAL_OPEN_WED_2023_6_21_22)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal out of market hours
     assert (
         get_next_market_close("fx", FX_METAL_CLOSE_SUN_2023_6_18_16)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_close("metal", FX_METAL_CLOSE_SUN_2023_6_18_16)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 23, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # fx & metal holiday
     assert (
         get_next_market_close("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
     )
     assert (
         get_next_market_close("metal", FX_METAL_HOLIDAY_SUN_2023_1_1)
-        == format_datetime_to_utc_iso_string(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 1, 6, 17, 0, 0, tzinfo=NY_TZ))
     )
 
     # crypto