@rivascva/dt-idl 1.1.183 → 1.1.185

package/go/utils/lambda.go

@@ -0,0 +1,83 @@
+package utils
+
+import (
+	"fmt"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/RivasCVA/dt-idl/go/models"
+)
+
+// SleepThroughMarketTransition sleeps until the buffer window passes if the current time falls within market open or close transition periods.
+//
+// The buffer window is the window around each transition period.
+// For example, if the buffer window is 15 seconds and the market opens at 9:30:00 and closes at 16:00:00:
+//
+// - Market open transition period: 9:29:45 - 9:30:15
+//   - The function will sleep until the current time is 9:30:15
+//
+// - Market close transition period: 15:59:45 - 16:00:15
+//   - The function will sleep until the current time is 16:00:15
+//
+// The goal is to allow enough time for the market data to be updated before running asynchronous operations that depend on this data.
+func SleepThroughMarketTransition(now time.Time, bufferWindow time.Duration) error {
+	// load the market timezone
+	loc, err := time.LoadLocation(models.MarketTimezone)
+	if err != nil {
+		return fmt.Errorf("unable to load the market timezone: %w", err)
+	}
+
+	// convert the current time to the market timezone
+	now = now.In(loc)
+	today := time.Date(now.Year(), now.Month(), now.Day(), 0, 0, 0, 0, loc)
+
+	// parse the open time
+	openTimeParts := strings.Split(models.MarketOpenTime, ":")
+	openHour, err := strconv.Atoi(openTimeParts[0])
+	if err != nil {
+		return fmt.Errorf("unable to parse the open hour: %w", err)
+	}
+	openMinute, err := strconv.Atoi(openTimeParts[1])
+	if err != nil {
+		return fmt.Errorf("unable to parse the open minute: %w", err)
+	}
+
+	// parse the close time
+	closeTimeParts := strings.Split(models.MarketCloseTime, ":")
+	closeHour, err := strconv.Atoi(closeTimeParts[0])
+	if err != nil {
+		return fmt.Errorf("unable to parse the close hour: %w", err)
+	}
+	closeMinute, err := strconv.Atoi(closeTimeParts[1])
+	if err != nil {
+		return fmt.Errorf("unable to parse the close minute: %w", err)
+	}
+
+	// windows is a list of time windows that represent the market transition periods
+	windows := []struct {
+		start time.Time
+		end   time.Time
+	}{
+		{
+			// market open window
+			start: today.Add(time.Duration(openHour)*time.Hour + time.Duration(openMinute)*time.Minute - bufferWindow),
+			end:   today.Add(time.Duration(openHour)*time.Hour + time.Duration(openMinute)*time.Minute + bufferWindow),
+		},
+		{
+			// market close window
+			start: today.Add(time.Duration(closeHour)*time.Hour + time.Duration(closeMinute)*time.Minute - bufferWindow),
+			end:   today.Add(time.Duration(closeHour)*time.Hour + time.Duration(closeMinute)*time.Minute + bufferWindow),
+		},
+	}
+
+	// sleep until the current time is after the market transition period (if applicable)
+	for _, window := range windows {
+		if !now.Before(window.start) && now.Before(window.end) {
+			time.Sleep(window.end.Sub(now))
+			break
+		}
+	}
+
+	return nil
+}

package/go/utils/market.go

@@ -0,0 +1,71 @@
+package utils
+
+import (
+	"fmt"
+	"slices"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/RivasCVA/dt-idl/go/models"
+)
+
+// IsMarketHours determines if the given time falls within the preset market hours.
+// The given open and close offsets are used as buffer window on market open and close.
+//
+// For example, if the open offset is 5 seconds and the market opens at 9:30:00:
+//
+// - The function will only return true if the current time is 9:30:05 or later
+//
+// For example, if the close offset is 20 seconds and the market closes at 16:00:00:
+//
+// - The function will only return true if the current time is 16:00:20 or earlier
+//
+// The purpose of the offset is to prevent certain operations from being executed during the market open and close transition periods.
+func IsMarketHours(now time.Time, openOffset time.Duration, closeOffset time.Duration) (bool, error) {
+	// load the market timezone
+	loc, err := time.LoadLocation(models.MarketTimezone)
+	if err != nil {
+		return false, fmt.Errorf("unable to load the market timezone: %w", err)
+	}
+
+	// convert the now time to the market timezone
+	now = now.In(loc)
+
+	// check if on weekend
+	if slices.Contains([]time.Weekday{time.Saturday, time.Sunday}, now.Weekday()) {
+		return false, nil
+	}
+
+	// parse the open time
+	openTimeParts := strings.Split(models.MarketOpenTime, ":")
+	openHour, err := strconv.Atoi(openTimeParts[0])
+	if err != nil {
+		return false, fmt.Errorf("unable to parse the open hour: %w", err)
+	}
+	openMinute, err := strconv.Atoi(openTimeParts[1])
+	if err != nil {
+		return false, fmt.Errorf("unable to parse the open minute: %w", err)
+	}
+
+	// parse the close time
+	closeTimeParts := strings.Split(models.MarketCloseTime, ":")
+	closeHour, err := strconv.Atoi(closeTimeParts[0])
+	if err != nil {
+		return false, fmt.Errorf("unable to parse the close hour: %w", err)
+	}
+	closeMinute, err := strconv.Atoi(closeTimeParts[1])
+	if err != nil {
+		return false, fmt.Errorf("unable to parse the close minute: %w", err)
+	}
+
+	// create the open time with the offset
+	openTime := time.Date(now.Year(), now.Month(), now.Day(), openHour, openMinute, 0, 0, loc)
+	openWithOffset := openTime.Add(openOffset)
+
+	// create the close time with the offset
+	closeTime := time.Date(now.Year(), now.Month(), now.Day(), closeHour, closeMinute, 0, 0, loc)
+	closeWithOffset := closeTime.Add(closeOffset)
+
+	return !now.Before(openWithOffset) && !now.After(closeWithOffset), nil
+}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@rivascva/dt-idl",
-  "version": "1.1.183",
+  "version": "1.1.185",
   "description": "Dream Trade - Interface Definition Language",
   "main": "dist/index.cjs.js",
   "module": "dist/index.esm.js",