fix next-market-open for fx (#47)

Author: cctdaniel

pythclient/calendar.py

@@ -134,7 +134,9 @@ def get_next_market_open(asset_type: str, dt: datetime.datetime) -> int:
             )
             next_market_open += datetime.timedelta(days=1)
     elif asset_type in ["fx", "metal"]:
-        if dt.weekday() == 6 and time < FX_METAL_OPEN_CLOSE_TIME:
+        if (dt.weekday() == 6 and time < FX_METAL_OPEN_CLOSE_TIME) or (
+            dt.date() in FX_METAL_HOLIDAYS and time < FX_METAL_OPEN_CLOSE_TIME
+        ):
             next_market_open = dt.replace(
                 hour=FX_METAL_OPEN_CLOSE_TIME.hour,
                 minute=FX_METAL_OPEN_CLOSE_TIME.minute,

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name='pythclient',
-    version='0.1.18',
+    version='0.1.19',
     packages=['pythclient'],
     author='Pyth Developers',
     author_email='[email protected]',

tests/test_calendar.py

@@ -175,7 +175,7 @@ def test_get_next_market_open():
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 6, 18, 17, 0, 0, tzinfo=NY_TZ))
     )
 
-    # fx & metal out of market hours on Sunday Dec 24 2024 after 10pm UTC
+    # fx & metal out of market hours on Sunday Dec 24 2023 after 5pm ET
     assert (
         get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_12_24_17)
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 12, 25, 17, 0, 0, tzinfo=NY_TZ))
@@ -185,6 +185,12 @@ def test_get_next_market_open():
         == format_datetime_to_unix_timestamp(datetime.datetime(2023, 12, 25, 17, 0, 0, tzinfo=NY_TZ))
     )
 
+    # fx & metal out of market hours on holiday Dec 25 2023 before 5pm ET
+    assert (
+        get_next_market_open("fx", datetime.datetime(2023, 12, 25, 8, 15, 0, tzinfo=NY_TZ))
+        == format_datetime_to_unix_timestamp(datetime.datetime(2023, 12, 25, 17, 0, 0, tzinfo=NY_TZ))
+    )
+
     # fx & metal holiday
     assert (
         get_next_market_open("fx", FX_METAL_HOLIDAY_SUN_2023_1_1)