Feature/market sessions (#215)

* Added market_sessions module

* Added tests for market_sessions module

* Fixed imports

* Formating

* Ammended: comments

* Renamed instrument_collections / Added string enum for MarketState

* Added: Docstring

* Added: MarketState "Extended"

* clean up code

* Added: Docfile

* Fixed: Typo

* Adjusted: Doc test case

* Fix: formating

* update docs

---------

Co-authored-by: Graeme Holliday <[email protected]>

docs/index.rst

@@ -38,6 +38,7 @@ A simple, reverse-engineered, sync/async SDK for Tastytrade built on their (now
    account-streamer
    data-streamer
    backtest
+   market-sessions
    watchlists
 
 .. toctree::

docs/market-sessions.rst

@@ -0,0 +1,38 @@
+Market Sessions
+===============
+
+A market time session object contains information about the current state of specific markets. It can be used to get the market opening and closing times and state.
+
+The dataclass represents the current session and any nested 'next' or 'previous' session info.
+
+The ``get_market_sessions`` function can be used to obtain information about the current session:
+
+.. code-block:: python
+
+   from tastytrade.market_sessions import ExchangeType, get_market_sessions
+   get_market_sessions(session, exchanges=[ExchangeType.NYSE])
+
+>>> [MarketSession(close_at=None, close_at_ext=None, instrument_collection='Equity', open_at=None, start_at=None, next_session=MarketSessionSnapshot(close_at=datetime.datetime(2025, 2, 18, 21, 0, tzinfo=TzInfo(UTC)), close_at_ext=datetime.datetime(2025, 2, 19, 1, 0, tzinfo=TzInfo(UTC)), instrument_collection='Equity', open_at=datetime.datetime(2025, 2, 18, 14, 30, tzinfo=TzInfo(UTC)), session_date=datetime.date(2025, 2, 18), start_at=datetime.datetime(2025, 2, 18, 13, 15, tzinfo=TzInfo(UTC))), previous_session=MarketSessionSnapshot(close_at=datetime.datetime(2025, 2, 14, 21, 0, tzinfo=TzInfo(UTC)), close_at_ext=datetime.datetime(2025, 2, 15, 1, 0, tzinfo=TzInfo(UTC)), instrument_collection='Equity', open_at=datetime.datetime(2025, 2, 14, 14, 30, tzinfo=TzInfo(UTC)), session_date=datetime.date(2025, 2, 14), start_at=datetime.datetime(2025, 2, 14, 13, 15, tzinfo=TzInfo(UTC))), status=<MarketStatus.CLOSED: 'Closed'>)]
+
+The ``get_market_holidays`` function can be used to obtain information about markets half days and holidays:
+
+.. code-block:: python
+
+   from tastytrade.market_sessions import get_market_holidays
+   calendar = Market.get_market_holidays(session)
+   print(calendar.half_days)
+   print(calendar.holidays)
+
+>>> [datetime.date(2015, 12, 24), datetime.date(2016, 11, 25), datetime.date(2017, 7, 3), datetime.date(2017, 11, 24), datetime.date(2018, 7, 3), datetime.date(2018, 11, 23), datetime.date(2018, 12, 24), datetime.date(2019, 7, 3), datetime.date(2019, 11, 29), datetime.date(2019, 12, 24), datetime.date(2020, 11, 27), datetime.date(2020, 12, 24), datetime.date(2021, 11, 26), datetime.date(2022, 11, 25), datetime.date(2023, 7, 3), datetime.date(2023, 11, 24), datetime.date(2024, 7, 3), datetime.date(2024, 11, 29), datetime.date(2024, 12, 24), datetime.date(2025, 7, 3), datetime.date(2025, 11, 28), datetime.date(2025, 12, 24), datetime.date(2026, 11, 27), datetime.date(2026, 12, 24), datetime.date(2027, 7, 2), datetime.date(2027, 11, 26), datetime.date(2027, 12, 23), datetime.date(2028, 7, 3), datetime.date(2028, 11, 24), datetime.date(2028, 12, 22), datetime.date(2029, 7, 3)]
+>>> [datetime.date(2015, 12, 25), datetime.date(2016, 1, 1), datetime.date(2016, 1, 18), datetime.date(2016, 2, 15), datetime.date(2016, 3, 25), datetime.date(2016, 5, 30), datetime.date(2016, 7, 4), datetime.date(2016, 9, 5), datetime.date(2016, 11, 24), datetime.date(2016, 12, 26), datetime.date(2017, 1, 2), datetime.date(2017, 1, 16), datetime.date(2017, 2, 20), datetime.date(2017, 4, 14), datetime.date(2017, 5, 29), datetime.date(2017, 7, 4), datetime.date(2017, 9, 4), datetime.date(2017, 11, 23), datetime.date(2017, 12, 25), datetime.date(2018, 1, 1), datetime.date(2018, 1, 15), datetime.date(2018, 2, 19), datetime.date(2018, 3, 30), datetime.date(2018, 5, 28), datetime.date(2018, 7, 4), datetime.date(2018, 9, 3), datetime.date(2018, 11, 22), datetime.date(2018, 12, 5), datetime.date(2018, 12, 25), datetime.date(2019, 1, 1), datetime.date(2019, 1, 21), datetime.date(2019, 2, 18), datetime.date(2019, 4, 19), datetime.date(2019, 5, 27), datetime.date(2019, 7, 4), datetime.date(2019, 9, 2), datetime.date(2019, 11, 28), datetime.date(2019, 12, 25), datetime.date(2020, 1, 1), datetime.date(2020, 1, 20), datetime.date(2020, 2, 17), datetime.date(2020, 4, 10), datetime.date(2020, 5, 25), datetime.date(2020, 7, 3), datetime.date(2020, 9, 7), datetime.date(2020, 11, 26), datetime.date(2020, 12, 25), datetime.date(2021, 1, 1), datetime.date(2021, 1, 18), datetime.date(2021, 2, 15), datetime.date(2021, 4, 2), datetime.date(2021, 5, 31), datetime.date(2021, 7, 5), datetime.date(2021, 9, 6), datetime.date(2021, 11, 25), datetime.date(2021, 12, 24), datetime.date(2022, 1, 17), datetime.date(2022, 2, 21), datetime.date(2022, 4, 15), datetime.date(2022, 5, 30), datetime.date(2022, 6, 20), datetime.date(2022, 7, 4), datetime.date(2022, 9, 5), datetime.date(2022, 11, 24), datetime.date(2022, 12, 26), datetime.date(2023, 1, 2), datetime.date(2023, 1, 16), datetime.date(2023, 2, 20), datetime.date(2023, 4, 7), datetime.date(2023, 5, 29), datetime.date(2023, 6, 19), datetime.date(2023, 7, 4), datetime.date(2023, 9, 4), datetime.date(2023, 11, 23), datetime.date(2023, 12, 25), datetime.date(2024, 1, 1), datetime.date(2024, 1, 15), datetime.date(2024, 2, 19), datetime.date(2024, 3, 29), datetime.date(2024, 5, 27), datetime.date(2024, 6, 19), datetime.date(2024, 7, 4), datetime.date(2024, 9, 2), datetime.date(2024, 11, 28), datetime.date(2024, 12, 25), datetime.date(2025, 1, 1), datetime.date(2025, 1, 9), datetime.date(2025, 1, 20), datetime.date(2025, 2, 17), datetime.date(2025, 4, 18), datetime.date(2025, 5, 26), datetime.date(2025, 6, 19), datetime.date(2025, 7, 4), datetime.date(2025, 9, 1), datetime.date(2025, 11, 27), datetime.date(2025, 12, 25), datetime.date(2026, 1, 1), datetime.date(2026, 1, 19), datetime.date(2026, 2, 16), datetime.date(2026, 4, 3), datetime.date(2026, 5, 25), datetime.date(2026, 6, 19), datetime.date(2026, 7, 3), datetime.date(2026, 9, 7), datetime.date(2026, 11, 26), datetime.date(2026, 12, 25), datetime.date(2027, 1, 1), datetime.date(2027, 1, 18), datetime.date(2027, 2, 15), datetime.date(2027, 3, 26), datetime.date(2027, 5, 31), datetime.date(2027, 6, 18), datetime.date(2027, 7, 5), datetime.date(2027, 9, 6), datetime.date(2027, 11, 25), datetime.date(2027, 12, 24), datetime.date(2028, 1, 17), datetime.date(2028, 2, 21), datetime.date(2028, 4, 14), datetime.date(2028, 5, 29), datetime.date(2028, 6, 19), datetime.date(2028, 7, 4), datetime.date(2028, 9, 4), datetime.date(2028, 11, 23), datetime.date(2028, 12, 25), datetime.date(2029, 1, 1), datetime.date(2029, 1, 15), datetime.date(2029, 2, 19), datetime.date(2029, 3, 30), datetime.date(2029, 5, 28), datetime.date(2029, 6, 19), datetime.date(2029, 7, 4), datetime.date(2029, 9, 3)]
+
+I case you only want to extract the market status, this is one way to do it:
+
+.. code-block:: python
+
+   from tastytrade.market_sessions import ExchangeType, MarketStatus, get_market_sessions
+
+   market_sessions = get_market_sessions(session, exchanges=[ExchangeType.NYSE, ExchangeType.CME])
+   print([ms.status != MarketStatus.CLOSED for ms in market_sessions])
+
+>>> [False, False]

tastytrade/market_sessions.py

@@ -0,0 +1,119 @@
+from datetime import date, datetime
+from enum import Enum
+from typing import Optional
+
+from pydantic import Field
+
+from tastytrade.session import Session
+from tastytrade.utils import TastytradeJsonDataclass
+
+
+class ExchangeType(str, Enum):
+    """
+    Contains the valid exchanges to get market sessions for.
+    """
+
+    CME = "CME"
+    CFE = "CFE"
+    NYSE = "Equity"
+    SMALL = "Smalls"
+
+
+class MarketStatus(str, Enum):
+    """
+    Contains the valid market status values.
+    """
+
+    OPEN = "Open"
+    CLOSED = "Closed"
+    PRE_MARKET = "Pre-market"
+    EXTENDED = "Extended"
+
+
+class MarketSessionSnapshot(TastytradeJsonDataclass):
+    """
+    Dataclass containing information about the upcoming or previous market session.
+    """
+
+    close_at: datetime
+    close_at_ext: Optional[datetime] = None
+    instrument_collection: str
+    open_at: datetime
+    session_date: date
+    start_at: datetime
+
+
+class MarketSession(TastytradeJsonDataclass):
+    """
+    Dataclass representing the current session as well as the next and previous sessions.
+    """
+
+    close_at: Optional[datetime] = None
+    close_at_ext: Optional[datetime] = None
+    instrument_collection: str
+    open_at: Optional[datetime] = None
+    start_at: Optional[datetime] = None
+    next_session: Optional[MarketSessionSnapshot] = None
+    previous_session: Optional[MarketSessionSnapshot] = None
+    status: MarketStatus = Field(alias="state")
+
+
+class MarketCalendar(TastytradeJsonDataclass):
+    """
+    Dataclass containing information about market holidays and shortened days.
+    """
+
+    half_days: list[date] = Field(alias="market-half-days")
+    holidays: list[date] = Field(alias="market-holidays")
+
+
+async def a_get_market_sessions(
+    session: Session, exchanges: list[ExchangeType]
+) -> list[MarketSession]:
+    """
+    Retrieves a list of session timings for the given exchanges.
+
+    :param session: active user session to use
+    :param exchanges: the list of exchanges to get market sessions for
+    """
+    data = await session._a_get(
+        "/market-time/sessions/current",
+        params={"instrument-collections[]": [e.value for e in exchanges]},
+    )
+    return [MarketSession(**i) for i in data["items"]]
+
+
+def get_market_sessions(
+    session: Session, exchanges: list[ExchangeType]
+) -> list[MarketSession]:
+    """
+    Retrieves a list of session timings for the given exchanges.
+
+    :param session: active user session to use
+    :param exchanges: the list of exchanges to get market sessions for
+    """
+    data = session._get(
+        "/market-time/sessions/current",
+        params={"instrument-collections[]": [e.value for e in exchanges]},
+    )
+    return [MarketSession(**i) for i in data["items"]]
+
+
+async def a_get_market_holidays(session: Session) -> MarketCalendar:
+    """
+    Retrieves market calendar for half days and holidays.
+
+    :param session: active user session to use
+    """
+    data = await session._a_get("/market-time/equities/holidays")
+    return MarketCalendar(**data)
+
+
+def get_market_holidays(session: Session) -> MarketCalendar:
+    """
+    Retrieves market calendar for half days and holidays.
+
+    :param session: active user session to use
+    """
+    data = session._get("/market-time/equities/holidays")
+    return MarketCalendar(**data)

tests/test_market_sessions.py

@@ -0,0 +1,33 @@
+from pytest import fixture
+
+from tastytrade import Session
+from tastytrade.market_sessions import (
+    ExchangeType,
+    a_get_market_sessions,
+    a_get_market_holidays,
+    get_market_sessions,
+    get_market_holidays,
+)
+
+
+@fixture
+def exchanges() -> list[ExchangeType]:
+    return [ExchangeType.NYSE, ExchangeType.CME, ExchangeType.CFE, ExchangeType.SMALL]
+
+
+async def test_get_market_sessions_async(
+    session: Session, exchanges: list[ExchangeType]
+):
+    await a_get_market_sessions(session, exchanges=exchanges)
+
+
+async def test_get_market_holidays_async(session: Session):
+    await a_get_market_holidays(session)
+
+
+def test_get_market_sessions(session: Session, exchanges: list[ExchangeType]):
+    get_market_sessions(session, exchanges=exchanges)
+
+
+def test_get_market_holidays(session: Session):
+    get_market_holidays(session)