Merge pull request 'ib_venue_closures: gap detection for "legacy mkts"' (#71)

Reviewed-on: https://www.pikers.dev/pikers/piker/pulls/71

piker/brokers/binance/feed.py

@@ -237,8 +237,8 @@ async def open_history_client(
 
         async def get_ohlc(
             timeframe: float,
-            end_dt: datetime | None = None,
+            end_dt: datetime|None = None,
-            start_dt: datetime | None = None,
+            start_dt: datetime|None = None,
 
         ) -> tuple[
             np.ndarray,
@@ -297,7 +297,7 @@ async def open_history_client(
 async def get_mkt_info(
     fqme: str,
 
-) -> tuple[MktPair, Pair] | None:
+) -> tuple[MktPair, Pair]|None:
 
     # uppercase since kraken bs_mktid is always upper
     if 'binance' not in fqme.lower():
@@ -374,7 +374,7 @@ async def get_mkt_info(
         if 'futes' in mkt_mode:
             assert isinstance(pair, FutesPair)
 
-        dst: Asset | None = assets.get(pair.bs_dst_asset)
+        dst: Asset|None = assets.get(pair.bs_dst_asset)
         if (
             not dst
             # TODO: a known asset DNE list?
@@ -433,7 +433,7 @@ async def subscribe(
     # might get ack from ws server, or maybe some
     # other msg still in transit..
     res = await ws.recv_msg()
-    subid: str | None = res.get('id')
+    subid: str|None = res.get('id')
     if subid:
         assert res['id'] == subid
 

piker/brokers/ib/_util.py

@@ -326,7 +326,6 @@ def i3ipc_fin_wins_titled(
     )
 
 
-
 def i3ipc_xdotool_manual_click_hack() -> None:
     '''
     Do the data reset hack but expecting a local X-window using `xdotool`.
@@ -388,99 +387,3 @@ def i3ipc_xdotool_manual_click_hack() -> None:
         ])
     except subprocess.TimeoutExpired:
         log.exception('xdotool timed out?')
-
-
-
-def is_current_time_in_range(
-    start_dt: datetime,
-    end_dt: datetime,
-) -> bool:
-    '''
-    Check if current time is within the datetime range.
-
-    Use any/the-same timezone as provided by `start_dt.tzinfo` value
-    in the range.
-
-    '''
-    now: datetime = datetime.now(start_dt.tzinfo)
-    return start_dt <= now <= end_dt
-
-
-# TODO, put this into `._util` and call it from here!
-#
-# NOTE, this was generated by @guille from a gpt5 prompt
-# and was originally thot to be needed before learning about
-# `ib_insync.contract.ContractDetails._parseSessions()` and
-# it's downstream meths..
-#
-# This is still likely useful to keep for now to parse the
-# `.tradingHours: str` value manually if we ever decide
-# to move off `ib_async` and implement our own `trio`/`anyio`
-# based version Bp
-#
-# >attempt to parse the retarted ib "time stampy thing" they
-# >do for "venue hours" with this.. written by
-# >gpt5-"thinking",
-#
-
-
-def parse_trading_hours(
-    spec: str,
-    tz: TzInfo|None = None
-) -> dict[
-    date,
-    tuple[datetime, datetime]
-]|None:
-    '''
-    Parse venue hours like:
-    'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
-
-    Returns `dict[date] = (open_dt, close_dt)` or `None` if
-    closed.
-
-    '''
-    if (
-        not isinstance(spec, str)
-        or
-        not spec
-    ):
-        raise ValueError('spec must be a non-empty string')
-
-    out: dict[
-        date,
-        tuple[datetime, datetime]
-    ]|None = {}
-
-    for part in (p.strip() for p in spec.split(';') if p.strip()):
-        if part.endswith(':CLOSED'):
-            day_s, _ = part.split(':', 1)
-            d = datetime.strptime(day_s, '%Y%m%d').date()
-            out[d] = None
-            continue
-
-        try:
-            start_s, end_s = part.split('-', 1)
-            start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
-            end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
-        except ValueError as exc:
-            raise ValueError(f'invalid segment: {part}') from exc
-
-        if tz is not None:
-            start_dt = start_dt.replace(tzinfo=tz)
-            end_dt = end_dt.replace(tzinfo=tz)
-
-        out[start_dt.date()] = (start_dt, end_dt)
-
-    return out
-
-
-# ORIG desired usage,
-#
-# TODO, for non-drunk tomorrow,
-# - call above fn and check that `output[today] is not None`
-# trading_hrs: dict = parse_trading_hours(
-#     details.tradingHours
-# )
-# liq_hrs: dict = parse_trading_hours(
-#     details.liquidHours
-    # )

piker/brokers/ib/api.py

@@ -50,10 +50,11 @@ import tractor
 from tractor import to_asyncio
 from tractor import trionics
 from pendulum import (
-    from_timestamp,
     DateTime,
     Duration,
     duration as mk_duration,
+    from_timestamp,
+    Interval,
 )
 from eventkit import Event
 from ib_insync import (
@@ -91,10 +92,15 @@ from .symbols import (
     _exch_skip_list,
     _futes_venues,
 )
-from ._util import (
+from ...log import get_logger
-    log,
+from .venues import (
-    # only for the ib_sync internal logging
+    is_venue_open,
-    get_logger,
+    sesh_times,
+    is_venue_closure,
+)
+
+log = get_logger(
+    name=__name__,
 )
 
 _bar_load_dtype: list[tuple[str, type]] = [
@@ -180,7 +186,7 @@ class NonShittyIB(IB):
         # override `ib_insync` internal loggers so we can see wtf
         # it's doing..
         self._logger = get_logger(
-            'ib_insync.ib',
+            name=__name__,
         )
         self._createEvents()
 
@@ -188,7 +194,7 @@ class NonShittyIB(IB):
         self.wrapper = NonShittyWrapper(self)
         self.client = ib_client.Client(self.wrapper)
         self.client._logger = get_logger(
-            'ib_insync.client',
+            name='ib_insync.client',
         )
 
         # self.errorEvent += self._onError
@@ -260,6 +266,16 @@ def remove_handler_on_err(
         event.disconnect(handler)
 
 
+# (originally?) i thot that,
+# > "EST in ISO 8601 format is required.."
+#
+# XXX, but see `ib_async`'s impl,
+# - `ib_async.ib.IB.reqHistoricalDataAsync()`
+# - `ib_async.util.formatIBDatetime()`
+# below is EPOCH.
+_iso8601_epoch_in_est: str = "1970-01-01T00:00:00.000000-05:00"
+
+
 class Client:
     '''
     IB wrapped for our broker backend API.
@@ -333,9 +349,11 @@ class Client:
         self,
         fqme: str,
 
-        # EST in ISO 8601 format is required... below is EPOCH
+        # EST in ISO 8601 format is required..
-        start_dt: datetime|str = "1970-01-01T00:00:00.000000-05:00",
+        # XXX, see `ib_async.ib.IB.reqHistoricalDataAsync()`
-        end_dt: datetime|str = "",
+        # below is EPOCH.
+        start_dt: datetime|None = None,  # _iso8601_epoch_in_est,
+        end_dt: datetime|None = None,
 
         # ohlc sample period in seconds
         sample_period_s: int = 1,
@@ -346,9 +364,17 @@ class Client:
 
         **kwargs,
 
-    ) -> tuple[BarDataList, np.ndarray, Duration]:
+    ) -> tuple[
+        BarDataList,
+        np.ndarray,
+        Duration,
+    ]:
         '''
-        Retreive OHLCV bars for a fqme over a range to the present.
+        Retreive the `fqme`'s OHLCV-bars for the time-range "until `end_dt`".
+
+        Notes:
+        - IB's api doesn't support a `start_dt` (which is why default
+          is null) so we only use it for bar-frame duration checking.
 
         '''
         # See API docs here:
@@ -363,13 +389,19 @@ class Client:
 
         dt_duration: Duration = (
             duration
-            or default_dt_duration
+            or
+            default_dt_duration
         )
 
         # TODO: maybe remove all this?
         global _enters
-        if not end_dt:
+        if end_dt is None:
-            end_dt = ''
+            end_dt: str = ''
+
+        else:
+            est_end_dt = end_dt.in_tz('EST')
+            if est_end_dt != end_dt:
+                breakpoint()
 
         _enters += 1
 
@@ -438,58 +470,116 @@ class Client:
                 + query_info
             )
 
-            # TODO: we could maybe raise ``NoData`` instead if we
+            # TODO: we could maybe raise `NoData` instead if we
             # rewrite the method in the first case?
             # right now there's no way to detect a timeout..
             return [], np.empty(0), dt_duration
 
         log.info(query_info)
+
+        # ------ GAP-DETECTION ------
         # NOTE XXX: ensure minimum duration in bars?
         # => recursively call this method until we get at least as
         #   many bars such that they sum in aggregate to the the
         #   desired total time (duration) at most.
         #  - if you query over a gap and get no data
         #    that may short circuit the history
-        if (
+        if end_dt:
-            # XXX XXX XXX
-            # => WHY DID WE EVEN NEED THIS ORIGINALLY!? <=
-            # XXX XXX XXX
-            False
-            and end_dt
-        ):
             nparr: np.ndarray = bars_to_np(bars)
             times: np.ndarray = nparr['time']
             first: float = times[0]
-            tdiff: float = times[-1] - first
+            last: float = times[-1]
+            # frame_dur: float = times[-1] - first
+
+            details: ContractDetails = (
+                await self.ib.reqContractDetailsAsync(contract)
+            )[0]
+            # convert to makt-native tz
+            tz: str = details.timeZoneId
+            end_dt = end_dt.in_tz(tz)
+            first_dt: DateTime = from_timestamp(first).in_tz(tz)
+            last_dt: DateTime = from_timestamp(last).in_tz(tz)
+            tdiff: int = (
+                last_dt
+                -
+                first_dt
+            ).in_seconds() + sample_period_s
+            _open_now: bool = is_venue_open(
+                con_deats=details,
+            )
+
+            # XXX, do gap detections.
+            has_closure_gap: bool = False
+            if (
+                last_dt.add(seconds=sample_period_s)
+                <
+                end_dt
+            ):
+                open_time, close_time = sesh_times(details)
+                # XXX, always calc gap in mkt-venue-local timezone
+                gap: Interval = end_dt - last_dt
+                if not (
+                    has_closure_gap := is_venue_closure(
+                    gap=gap,
+                    con_deats=details,
+                    time_step_s=sample_period_s,
+                )):
+                    log.warning(
+                        f'Invalid non-closure gap for {fqme!r} ?!?\n'
+                        f'is-open-now: {_open_now}\n'
+                        f'\n'
+                        f'{gap}\n'
+                    )
+                    log.warning(
+                        f'Detected NON venue-closure GAP ??\n'
+                        f'{gap}\n'
+                    )
+                    breakpoint()
+                else:
+                    assert has_closure_gap
+                    log.debug(
+                        f'Detected venue closure gap (weekend),\n'
+                        f'{gap}\n'
+                    )
 
             if (
-                # len(bars) * sample_period_s) < dt_duration.in_seconds()
+                start_dt is None
-                tdiff < dt_duration.in_seconds()
+                and (
-                # and False
+                    tdiff
+                    <
+                    dt_duration.in_seconds()
+                )
+                and
+                not has_closure_gap
             ):
-                end_dt: DateTime = from_timestamp(first)
+                log.error(
-                log.warning(
                     f'Frame result was shorter then {dt_duration}!?\n'
-                    'Recursing for more bars:\n'
                     f'end_dt: {end_dt}\n'
                     f'dt_duration: {dt_duration}\n'
+                    # f'\n'
+                    # f'Recursing for more bars:\n'
                 )
-                (
+                # XXX, debug!
-                    r_bars,
+                breakpoint()
-                    r_arr,
+                # XXX ? TODO? recursively try to re-request?
-                    r_duration,
+                # => i think *NO* right?
-                ) = await self.bars(
+                #
-                    fqme,
+                # (
-                    start_dt=start_dt,
+                #     r_bars,
-                    end_dt=end_dt,
+                #     r_arr,
-                    sample_period_s=sample_period_s,
+                #     r_duration,
+                # ) = await self.bars(
+                #     fqme,
+                #     start_dt=start_dt,
+                #     end_dt=end_dt,
+                #     sample_period_s=sample_period_s,
 
-                    # TODO: make a table for Duration to
+                #     # TODO: make a table for Duration to
-                    # the ib str values in order to use this?
+                #     # the ib str values in order to use this?
-                    # duration=duration,
+                #     # duration=duration,
-                )
+                # )
-                r_bars.extend(bars)
+                # r_bars.extend(bars)
-                bars = r_bars
+                # bars = r_bars
 
         nparr: np.ndarray = bars_to_np(bars)
 
@@ -784,9 +874,16 @@ class Client:
         # crypto$
         elif exch == 'PAXOS':  # btc.paxos
             con = Crypto(
-                symbol=symbol,
+                symbol=symbol.upper(),
-                currency=currency,
+                currency='USD',
+                exchange='PAXOS',
             )
+            # XXX, on `ib_insync` when first tried this,
+            # > Error 10299, reqId 141: Expected what to show is
+            # > AGGTRADES, please use that instead of TRADES.,
+            # > contract: Crypto(conId=479624278, symbol='BTC',
+            # > exchange='PAXOS', currency='USD',
+            # > localSymbol='BTC.USD', tradingClass='BTC')
 
         # stonks
         else:

piker/brokers/ib/feed.py

@@ -69,9 +69,9 @@ from .api import (
     Contract,
     RequestError,
 )
+from .venues import is_venue_open
 from ._util import (
     data_reset_hack,
-    is_current_time_in_range,
 )
 from .symbols import get_mkt_info
 
@@ -206,7 +206,8 @@ async def open_history_client(
             latency = time.time() - query_start
             if (
                 not timedout
-                # and latency <= max_timeout
+                # and
+                # latency <= max_timeout
             ):
                 count += 1
                 mean += latency / count
@@ -222,8 +223,10 @@ async def open_history_client(
                 )
                 if (
                     end_dt
-                    and head_dt
+                    and
-                    and end_dt <= head_dt
+                    head_dt
+                    and
+                    end_dt <= head_dt
                 ):
                     raise DataUnavailable(
                         f'First timestamp is {head_dt}\n'
@@ -281,7 +284,7 @@ async def open_history_client(
                     start_dt
                 ):
                     # TODO! rm this once we're more confident it never hits!
-                    breakpoint()
+                    # breakpoint()
                     raise RuntimeError(
                         f'OHLC-bars array start is gt `start_dt` limit !!\n'
                         f'start_dt: {start_dt}\n'
@@ -301,7 +304,7 @@ async def open_history_client(
         # TODO: it seems like we can do async queries for ohlc
         # but getting the order right still isn't working and I'm not
         # quite sure why.. needs some tinkering and probably
-        # a lookthrough of the ``ib_insync`` machinery, for eg. maybe
+        # a lookthrough of the `ib_insync` machinery, for eg. maybe
         # we have to do the batch queries on the `asyncio` side?
         yield (
             get_hist,
@@ -424,14 +427,13 @@ _failed_resets: int = 0
 
 
 async def get_bars(
-
     proxy: MethodProxy,
     fqme: str,
     timeframe: int,
 
     # blank to start which tells ib to look up the latest datum
-    end_dt: str = '',
+    end_dt: datetime|None = None,
-    start_dt: str|None = '',
+    start_dt: datetime|None = None,
 
     # TODO: make this more dynamic based on measured frame rx latency?
     # how long before we trigger a feed reset (seconds)
@@ -485,7 +487,8 @@ async def get_bars(
                     dt_duration,
                 ) = await proxy.bars(
                     fqme=fqme,
-                    # XXX TODO! lol we're not using this..
+                    # XXX TODO! LOL we're not using this and IB dun
+                    # support it anyway..
                     # start_dt=start_dt,
                     end_dt=end_dt,
                     sample_period_s=timeframe,
@@ -737,7 +740,7 @@ async def _setup_quote_stream(
         # '294',  # Trade rate / minute
         # '295',  # Vlm rate / minute
     ),
-    contract: Contract | None = None,
+    contract: Contract|None = None,
 
 ) -> trio.abc.ReceiveChannel:
     '''
@@ -759,7 +762,12 @@ async def _setup_quote_stream(
         # XXX since this is an `asyncio.Task`, we must use
         # tractor.pause_from_sync()
 
-        caccount_name, client = get_preferred_data_client(accts2clients)
+        (
+            _account_name,
+            client,
+        ) = get_preferred_data_client(
+            accts2clients,
+        )
         contract = (
             contract
             or
@@ -1094,14 +1102,9 @@ async def stream_quotes(
         )
 
         # is venue active rn?
-        venue_is_open: bool = any(
+        venue_is_open: bool = is_venue_open(
-            is_current_time_in_range(
+            con_deats=details,
-                start_dt=sesh.start,
-                end_dt=sesh.end,
-            )
-            for sesh in details.tradingSessions()
         )
-
         init_msg = FeedInit(mkt_info=mkt)
 
         # NOTE, tell sampler (via config) to skip vlm summing for dst

piker/brokers/ib/symbols.py

@@ -135,7 +135,7 @@ _adhoc_fiat_set = set((
 
 # manually discovered tick discrepancies,
 # onl god knows how or why they'd cuck these up..
-_adhoc_mkt_infos: dict[int | str, dict] = {
+_adhoc_mkt_infos: dict[int|str, dict] = {
     'vtgn.nasdaq': {'price_tick': Decimal('0.01')},
 }
 
@@ -489,8 +489,7 @@ def con2fqme(
 @async_lifo_cache()
 async def get_mkt_info(
     fqme: str,
-
+    proxy: MethodProxy|None = None,
-    proxy: MethodProxy | None = None,
 
 ) -> tuple[MktPair, ibis.ContractDetails]:
 
@@ -551,7 +550,7 @@ async def get_mkt_info(
         size_tick: Decimal = Decimal(
             str(details.minSize).rstrip('0')
         )
-        # |-> TODO: there is also the Contract.sizeIncrement, bt wtf is it?
+        # ?TODO, there is also the Contract.sizeIncrement, bt wtf is it?
 
     # NOTE: this is duplicate from the .broker.norm_trade_records()
     # routine, we should factor all this parsing somewhere..

piker/brokers/ib/venues.py

@@ -0,0 +1,312 @@
+# piker: trading gear for hackers
+# Copyright (C) Tyler Goodlet (in stewardship for pikers)
+
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU Affero General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU Affero General Public License for more details.
+
+# You should have received a copy of the GNU Affero General Public License
+# along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+'''
+(Multi-)venue mgmt helpers.
+
+IB generally supports all "legacy" trading venues, those mostly owned
+by ICE and friends.
+
+'''
+from __future__ import annotations
+from datetime import (  # noqa
+    datetime,
+    date,
+    tzinfo as TzInfo,
+)
+from typing import (
+    Iterator,
+    TYPE_CHECKING,
+)
+
+import exchange_calendars as xcals
+from pendulum import (
+    now,
+    Duration,
+    Interval,
+    Time,
+)
+
+if TYPE_CHECKING:
+    from ib_insync import (
+        TradingSession,
+        ContractDetails,
+    )
+    from exchange_calendars.exchange_calendars import (
+        ExchangeCalendar,
+    )
+    from pandas import (
+        # DatetimeIndex,
+        TimeDelta,
+        Timestamp,
+    )
+
+
+def has_weekend(
+    period: Interval,
+) -> bool:
+    '''
+    Predicate to for a period being within
+    days 6->0 (sat->sun).
+
+    '''
+    has_weekend: bool = False
+    for dt in period:
+        if dt.day_of_week in [0, 6]: # 0=Sunday, 6=Saturday
+            has_weekend = True
+            break
+
+    return has_weekend
+
+
+def has_holiday(
+    con_deats: ContractDetails,
+    period: Interval,
+) -> bool:
+    '''
+    Using the `exchange_calendars` lib detect if a time-gap `period`
+    is contained in a known "cash hours" closure.
+
+    '''
+    tz: str = con_deats.timeZoneId
+    exch: str = con_deats.contract.primaryExchange
+    cal: ExchangeCalendar = xcals.get_calendar(exch)
+    end: datetime = period.end
+    # _start: datetime = period.start
+    # ?TODO, can rm ya?
+    # => not that useful?
+    # dti: DatetimeIndex = cal.sessions_in_range(
+    #     _start.date(),
+    #     end.date(),
+    # )
+    prev_close: Timestamp = cal.previous_close(
+        end.date()
+    ).tz_convert(tz)
+    prev_open: Timestamp = cal.previous_open(
+        end.date()
+    ).tz_convert(tz)
+    # now do relative from prev_ values ^
+    # to get the next open which should match
+    # "contain" the end of the gap.
+    next_open: Timestamp = cal.next_open(
+        prev_open,
+    ).tz_convert(tz)
+    next_open: Timestamp = cal.next_open(
+        prev_open,
+    ).tz_convert(tz)
+    _next_close: Timestamp = cal.next_close(
+        prev_close
+    ).tz_convert(tz)
+    cash_gap: TimeDelta = next_open - prev_close
+    is_holiday_gap = (
+        cash_gap
+        > 
+        period
+    )
+    # XXX, debug
+    # breakpoint()
+    return is_holiday_gap
+
+
+def is_current_time_in_range(
+    sesh: Interval,
+    when: datetime|None = None,
+) -> bool:
+    '''
+    Check if current time is within the datetime range.
+
+    Use any/the-same timezone as provided by `start_dt.tzinfo` value
+    in the range.
+
+    '''
+    when: datetime = when or now()
+    return when in sesh
+
+
+def iter_sessions(
+    con_deats: ContractDetails,
+) -> Iterator[Interval]:
+    '''
+    Yield `pendulum.Interval`s for all
+    `ibas.ContractDetails.tradingSessions() -> TradingSession`s.
+
+    '''
+    sesh: TradingSession
+    for sesh in con_deats.tradingSessions():
+        yield Interval(*sesh)
+
+
+def sesh_times(
+    con_deats: ContractDetails,
+) -> tuple[Time, Time]:
+    '''
+    Based on the earliest trading session provided by the IB API,
+    get the (day-agnostic) times for the start/end.
+
+    '''
+    earliest_sesh: Interval = next(iter_sessions(con_deats))
+    return (
+        earliest_sesh.start.time(),
+        earliest_sesh.end.time(),
+    )
+    # ^?TODO, use `.diff()` to get point-in-time-agnostic period?
+    # https://pendulum.eustace.io/docs/#difference
+
+
+def is_venue_open(
+    con_deats: ContractDetails,
+    when: datetime|Duration|None = None,
+) -> bool:
+    '''
+    Check if market-venue is open during `when`, which defaults to
+    "now".
+
+    '''
+    sesh: Interval
+    for sesh in iter_sessions(con_deats):
+        if is_current_time_in_range(
+            sesh=sesh,
+            when=when,
+        ):
+            return True
+
+    return False
+
+
+def is_venue_closure(
+    gap: Interval,
+    con_deats: ContractDetails,
+    time_step_s: int,
+) -> bool:
+    '''
+    Check if a provided time-`gap` is just an (expected) trading
+    venue closure period.
+
+    '''
+    open: Time
+    close: Time
+    open, close = sesh_times(con_deats)
+
+    # ensure times are in mkt-native timezone
+    tz: str = con_deats.timeZoneId
+    start = gap.start.in_tz(tz)
+    start_t = start.time()
+    end = gap.end.in_tz(tz)
+    end_t = end.time()
+    if (
+        (
+            start_t in (
+                close,
+                close.subtract(seconds=time_step_s)
+            )
+            and 
+            end_t in (
+                open,
+                open.add(seconds=time_step_s),
+            )
+        )
+        or
+        has_weekend(gap)
+        or
+        has_holiday(
+            con_deats=con_deats,
+            period=gap,
+        )
+    ):
+        return True
+
+    # breakpoint()
+    return False
+
+
+# TODO, put this into `._util` and call it from here!
+#
+# NOTE, this was generated by @guille from a gpt5 prompt
+# and was originally thot to be needed before learning about
+# `ib_insync.contract.ContractDetails._parseSessions()` and
+# it's downstream meths..
+#
+# This is still likely useful to keep for now to parse the
+# `.tradingHours: str` value manually if we ever decide
+# to move off `ib_async` and implement our own `trio`/`anyio`
+# based version Bp
+#
+# >attempt to parse the retarted ib "time stampy thing" they
+# >do for "venue hours" with this.. written by
+# >gpt5-"thinking",
+#
+
+
+def parse_trading_hours(
+    spec: str,
+    tz: TzInfo|None = None
+) -> dict[
+    date,
+    tuple[datetime, datetime]
+]|None:
+    '''
+    Parse venue hours like:
+    'YYYYMMDD:HHMM-YYYYMMDD:HHMM;YYYYMMDD:CLOSED;...'
+
+    Returns `dict[date] = (open_dt, close_dt)` or `None` if
+    closed.
+
+    '''
+    if (
+        not isinstance(spec, str)
+        or
+        not spec
+    ):
+        raise ValueError('spec must be a non-empty string')
+
+    out: dict[
+        date,
+        tuple[datetime, datetime]
+    ]|None = {}
+
+    for part in (p.strip() for p in spec.split(';') if p.strip()):
+        if part.endswith(':CLOSED'):
+            day_s, _ = part.split(':', 1)
+            d = datetime.strptime(day_s, '%Y%m%d').date()
+            out[d] = None
+            continue
+
+        try:
+            start_s, end_s = part.split('-', 1)
+            start_dt = datetime.strptime(start_s, '%Y%m%d:%H%M')
+            end_dt = datetime.strptime(end_s, '%Y%m%d:%H%M')
+        except ValueError as exc:
+            raise ValueError(f'invalid segment: {part}') from exc
+
+        if tz is not None:
+            start_dt = start_dt.replace(tzinfo=tz)
+            end_dt = end_dt.replace(tzinfo=tz)
+
+        out[start_dt.date()] = (start_dt, end_dt)
+
+    return out
+
+
+# ORIG desired usage,
+#
+# TODO, for non-drunk tomorrow,
+# - call above fn and check that `output[today] is not None`
+# trading_hrs: dict = parse_trading_hours(
+#     details.tradingHours
+# )
+# liq_hrs: dict = parse_trading_hours(
+#     details.liquidHours
+    # )

pyproject.toml

@@ -75,6 +75,7 @@ dependencies = [
     "trio-typing>=0.10.0",
     "numba>=0.61.0",
     "pyvnc",
+    "exchange-calendars>=4.13.1",
 ]
 # ------ dependencies ------
 # NOTE, by default we ship only a "headless" deps set bc

uv.lock

@@ -2,8 +2,12 @@ version = 1
 revision = 3
 requires-python = ">=3.12"
 resolution-markers = [
-    "python_full_version >= '3.14'",
+    "python_full_version >= '3.14' and sys_platform == 'win32'",
-    "python_full_version < '3.14'",
+    "python_full_version >= '3.14' and sys_platform == 'emscripten'",
+    "python_full_version >= '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
+    "python_full_version < '3.14' and sys_platform == 'win32'",
+    "python_full_version < '3.14' and sys_platform == 'emscripten'",
+    "python_full_version < '3.14' and sys_platform != 'emscripten' and sys_platform != 'win32'",
 ]
 
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+[[package]]
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+version = "4.13.1"
+source = { registry = "https://pypi.org/simple" }
+dependencies = [
+    { name = "korean-lunar-calendar" },
+    { name = "numpy" },
+    { name = "pandas" },
+    { name = "pyluach" },
+    { name = "toolz" },
+    { name = "tzdata" },
+]
+sdist = { url = "https://files.pythonhosted.org/packages/9e/fd/1bda66b3c2fefbf54b8cf765c9d8001b12654b5a897a21b0c6c9f55de5e3/exchange_calendars-4.13.1.tar.gz", hash = "sha256:42a4c7296da1f71b9625c668c9b3359cf5de4a2ffca28842b230e062bb4961ba", size = 4119843, upload-time = "2026-02-05T00:15:03.947Z" }
+wheels = [
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 version = "1.8.0"
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 ]
 
+[[package]]
+name = "korean-lunar-calendar"
+version = "0.3.1"
+source = { registry = "https://pypi.org/simple" }
+sdist = { url = "https://files.pythonhosted.org/packages/5a/93/a0bd2bd53ab19330e83ecc5652b7774ae86fd2fee19bc05ad220cf9db08b/korean_lunar_calendar-0.3.1.tar.gz", hash = "sha256:eb2c485124a061016926bdea6d89efdf9b9fdbf16db55895b6cf1e5bec17b857", size = 9877, upload-time = "2022-09-16T10:53:25.713Z" }
+wheels = [
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+]
+
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 name = "llvmlite"
 version = "0.45.1"
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 ]
 
+[[package]]
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+version = "3.0.0"
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+    { name = "numpy" },
+    { name = "python-dateutil" },
+    { name = "tzdata", marker = "sys_platform == 'emscripten' or sys_platform == 'win32'" },
+]
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@@ -1023,6 +1105,7 @@ dependencies = [
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     { name = "colorlog" },
     { name = "cryptofeed" },
+    { name = "exchange-calendars" },
     { name = "httpx" },
     { name = "ib-insync" },
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 version = "0.11.8"
 source = { git = "https://github.com/pikers/tomlkit.git?branch=piker_pin#8e0239a766e96739da700cd87cc00b48dbe7451f" }
 
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 version = "0.1.0a6.dev0"