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Module session

Module session 

Source
Expand description

Market session awareness — trading hours, holidays, status transitions.

§Responsibility

Classify a UTC timestamp into a market trading status for a given session (equity, crypto, forex). Enables downstream filtering of ticks by session.

§Guarantees

  • Pure functions: SessionAwareness::status() is deterministic and stateless
  • Non-panicking: all operations return Result or TradingStatus
  • DST-aware: US equity hours correctly switch between EST (UTC-5) and EDT (UTC-4) on the second Sunday of March and first Sunday of November

Structs§

SessionAwareness
Determines trading status for a market session.

Enums§

MarketSession
Broad category of market session.
TradingStatus
Trading status at a point in time.

Functions§

is_tradeable
Convenience: check if a session is currently tradeable.
is_us_market_holiday
Returns true if date (in ET) is a US equity market holiday (NYSE/NASDAQ closure).
trading_day_count
Count of US equity trading days (non-holiday weekdays) in the UTC millisecond range [start_ms, end_ms).