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Encode NYSE 24/5 market hours in JSON #5238

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1 change: 1 addition & 0 deletions .pnp.cjs
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1 change: 1 addition & 0 deletions packages/composites/market-status/package.json
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Original file line number Diff line number Diff line change
Expand Up @@ -41,6 +41,7 @@
},
"dependencies": {
"@chainlink/external-adapter-framework": "2.16.1",
"date-fns": "^4.1.0",
"tslib": "2.4.1"
}
}
178 changes: 178 additions & 0 deletions packages/composites/market-status/src/source/data/nyse-245.json
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@@ -0,0 +1,178 @@
{
"timezone": "America/New_York",
"weekly": [
{
"status": "WEEKEND",
"when": [
{
"days": ["FRIDAY"],
"times": [
{
"start": "20:00:00",
"end": "24:00:00"
}
]
},
{
"days": ["SATURDAY"],
"times": [
{
"start": "00:00:00",
"end": "24:00:00"
}
]
},
{
"days": ["SUNDAY"],
"times": [
{
"start": "00:00:00",
"end": "20:00:00"
}
]
}
]
},
{
"status": "PRE_MARKET",
"when": [
{
"days": ["MONDAY", "TUESDAY", "WEDNESDAY", "THURSDAY", "FRIDAY"],
"times": [
{
"start": "04:00:00",
"end": "09:30:00"
}
]
}
]
},
{
"status": "REGULAR",
"when": [
{
"days": ["MONDAY", "TUESDAY", "WEDNESDAY", "THURSDAY", "FRIDAY"],
"times": [
{
"start": "09:30:00",
"end": "16:00:00"
}
]
}
]
},
{
"status": "POST_MARKET",
"when": [
{
"days": ["MONDAY", "TUESDAY", "WEDNESDAY", "THURSDAY", "FRIDAY"],
"times": [
{
"start": "16:00:00",
"end": "20:00:00"
}
]
}
]
},
{
"status": "OVERNIGHT",
"when": [
{
"days": ["MONDAY", "TUESDAY", "WEDNESDAY", "THURSDAY"],
"times": [
{
"start": "00:00:00",
"end": "04:00:00"
},
{
"start": "20:00:00",
"end": "24:00:00"
}
]
},
{
"days": ["SUNDAY"],
"times": [
{
"start": "00:00:00",
"end": "04:00:00"
}
]
}
]
}
],
"exceptions": [
{
"status": "WEEKEND",
"start": "2026-01-18 20:00:00",
"end": "2026-01-19 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-02-15 20:00:00",
"end": "2026-02-16 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-02-15 20:00:00",
"end": "2026-02-16 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-04-02 20:00:00",
"end": "2026-04-03 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-05-24 20:00:00",
"end": "2026-05-25 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-06-18 20:00:00",
"end": "2026-06-19 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-07-02 20:00:00",
"end": "2026-07-03 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-09-06 20:00:00",
"end": "2026-09-07 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-11-25 20:00:00",
"end": "2026-11-26 20:00:00"
},
{
"status": "POST_MARKET",
"start": "2026-11-27 13:00:00",
"end": "2026-11-27 17:00:00"
},
{
"status": "WEEKEND",
"start": "2026-11-27 17:00:00",
"end": "2026-11-27 20:00:00"
},
{
"status": "POST_MARKET",
"start": "2026-12-24 13:00:00",
"end": "2026-12-24 17:00:00"
},
{
"status": "WEEKEND",
"start": "2026-12-24 17:00:00",
"end": "2026-12-25 20:00:00"
},
{
"status": "WEEKEND",
"start": "2026-12-31 20:00:00",
"end": "2027-01-01 20:00:00"
}
]
}
56 changes: 56 additions & 0 deletions packages/composites/market-status/src/source/static-nyse-245.ts
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Original file line number Diff line number Diff line change
@@ -1,6 +1,8 @@
import { TwentyfourFiveMarketStatus } from '@chainlink/external-adapter-framework/adapter'
import { isWeekendNow } from '@chainlink/external-adapter-framework/validation/market-status'
import { TZDate } from '@date-fns/tz'
import { addHours, format, parse, startOfDay } from 'date-fns'
import scheduleData from './data/nyse-245.json'
import { HALF_HOUR, HOUR, Month, tzDate } from './utils'

const TZ = 'America/New_York'
Expand Down Expand Up @@ -74,6 +76,60 @@ const HOLIDAY_SCHEDULE = [
]

export const getStatus = (weekend?: string) => {
const oldStatus = getStatusOld(weekend)
const newStatus = getStatusNew()
if (oldStatus.marketStatus !== newStatus) {
const now = TZDate.tz(TZ)
throw new Error(
`Market status mismatch on ${now.toString()} between old and new logic: old=${
oldStatus.statusString
}, new=${TwentyfourFiveMarketStatus[newStatus]}`,
)
}
return oldStatus
}

const parseTime = (time: string, date: TZDate): TZDate => {
if (time === '24:00:00') {
const startOfDate = startOfDay(date)
return addHours(startOfDate, 24)
}
return parse(time, 'HH:mm:ss', date)
}

const getStatusNew = () => {
const timezone = scheduleData.timezone
const now = TZDate.tz(timezone)
const nowFormatted = format(now, 'yyyy-MM-dd HH:mm:ss')

for (const e of scheduleData.exceptions) {
if (e.start <= nowFormatted && nowFormatted < e.end) {
return TwentyfourFiveMarketStatus[e.status as keyof typeof TwentyfourFiveMarketStatus]
}
}

const dayOfWeek = format(now, 'EEEE').toUpperCase()
for (const weekly of scheduleData.weekly) {
for (const when of weekly.when) {
if (!when.days.includes(dayOfWeek)) {
continue
}
for (const times of when.times) {
const startTime = parseTime(times.start, now)
const endTime = parseTime(times.end, now)
if (startTime <= now && now < endTime) {
return TwentyfourFiveMarketStatus[
weekly.status as keyof typeof TwentyfourFiveMarketStatus
]
}
}
}
}

throw new Error(`No market status found for current time: ${nowFormatted}`)
}

const getStatusOld = (weekend?: string) => {
const now = TZDate.tz(TZ)

const holiday = HOLIDAY_SCHEDULE.find(
Expand Down
1 change: 1 addition & 0 deletions yarn.lock
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Expand Up @@ -3960,6 +3960,7 @@ __metadata:
"@types/node": "npm:22.14.1"
"@types/sinonjs__fake-timers": "npm:8.1.5"
"@types/supertest": "npm:2.0.16"
date-fns: "npm:^4.1.0"
mock-socket: "npm:9.3.1"
nock: "npm:13.5.6"
supertest: "npm:6.2.4"
Expand Down
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