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Fix calendar EST offset

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2024-02-26 18:55:15 +00:00
parent a84daea61c
commit 3006264af1
3 changed files with 12 additions and 6 deletions
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6
src/types/alpaca/api/incoming/calendar.rs
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@@ -1,7 +1,7 @@
use crate::{
config::ALPACA_API_URL,
types::{self, alpaca::api::outgoing},
utils::de,
utils::{de, time::EST_OFFSET},
};
use backoff::{future::retry_notify, ExponentialBackoff};
use governor::DefaultDirectRateLimiter;
@@ -25,8 +25,8 @@ impl From<Calendar> for types::Calendar {
fn from(calendar: Calendar) -> Self {
Self {
date: calendar.date,
open: OffsetDateTime::new_utc(calendar.date, calendar.open),
close: OffsetDateTime::new_utc(calendar.date, calendar.close),
open: OffsetDateTime::new_in_offset(calendar.date, calendar.open, *EST_OFFSET),
close: OffsetDateTime::new_in_offset(calendar.date, calendar.close, *EST_OFFSET),
}
}
}

2
src/types/alpaca/api/outgoing/calendar.rs
View File

@@ -24,7 +24,7 @@ impl Default for Calendar {
fn default() -> Self {
Self {
start: OffsetDateTime::UNIX_EPOCH,
end: OffsetDateTime::from_unix_timestamp(MAX_TIMESTAMP).unwrap(),
end: *MAX_TIMESTAMP,
date_type: DateType::Trading,
}
}

10
src/utils/time.rs
View File

@@ -1,10 +1,16 @@
use lazy_static::lazy_static;
use std::time::Duration;
use time::OffsetDateTime;
use time::{OffsetDateTime, UtcOffset};
pub const ONE_SECOND: Duration = Duration::from_secs(1);
pub const ONE_MINUTE: Duration = Duration::from_secs(60);
pub const FIFTEEN_MINUTES: Duration = Duration::from_secs(60 * 15);
pub const MAX_TIMESTAMP: i64 = 253_402_300_799;
lazy_static! {
pub static ref MAX_TIMESTAMP: OffsetDateTime =
OffsetDateTime::from_unix_timestamp(253_402_300_799).unwrap();
pub static ref EST_OFFSET: UtcOffset = UtcOffset::from_hms(-5, 0, 0).unwrap();
}
pub fn last_minute() -> OffsetDateTime {
let now_timestamp = OffsetDateTime::now_utc().unix_timestamp();