horsefacts / trading-days

A Uniswap v4 hook that reverts when markets are closed in New York.

🗽 trading-days

A Uniswap v4 hook that reverts when markets are closed in New York.

Views

• isCoreTradingHours: Return true between 9:30 AM and 4:00 PM ET.
• isTradingDay: Return true Mon-Fri, if it's not a NYSE holiday.
• isHoliday: Return true if it's a NYSE holiday.
• getHoliday: Get the current holiday (see the Holiday enum).
• isDST: Return true if it's Daylight Savings Time in New York.
• time: Adjust block.timestamp so that UTC date calculations are localized to US Eastern Time. Subtracts either 4 or 5 hours, depending on whether it's DST.
• marketIsOpen: Return true if the market is currently open.
• state: Get the current state of the market, one of:
  • HOLIDAY
  • WEEKEND
  • AFTER_HOURS
  • OPEN

Errors

• ClosedForHoliday(Holiday holiday): Markets are closed for a NYSE holiday. Error data includes a Holiday enum, one of:
  • NEW_YEARS_DAY
  • MARTIN_LUTHER_KING_JR_DAY
  • WASHINGTONS_BIRTHDAY
  • GOOD_FRIDAY
  • MEMORIAL_DAY
  • JUNETEENTH_NATIONAL_INDEPENDENCE_DAY
  • INDEPENDENCE_DAY
  • LABOR_DAY
  • THANKSGIVING_DAY
  • CHRISTMAS_DAY
  • NEW_YEARS_DAY_OBSERVED
• ClosedForWeekend: Markets are closed for the weekend.
• AfterHours: Markets are closed on weekdays before 9:30 AM and after 4:00 PM ET.

Events

• DingDingDing: If you perform the first swap of the day, you get to ring the opening bell!

Deployments

Network	TradingView
Goerli	0x000000006016c17169c289346015b3c9d42a1218
Mainnet	0x000000006016c17169c289346015b3c9d42a1218

Technical Details

The NYSE holiday calendar and Daylight Savings start/end timestamps are stored as data contracts.

NYSE holidays were precalculated through 2123 using the Python holidays package. Each 13-byte sequence encodes one year, which includes up to 11 holidays. Each holiday is encoded as 9 bits, 4 for the month and 5 for the day. A year may have 9, 10, or 11 holidays, depending on whether New Year's Day of the next year falls on a Saturday.

The start and end timestamps for Daylight Savings were precalculated through 2123 using the calculate_dst.py script in this repo. The data contract stores each start/end pair as an 8-byte sequence, encoding two 32-bit values representing seconds since Jan 1, 2023. These represent the exact start and end timestamp of Daylight Savings Time in New York, according to current DST rules. (That is, DST starts at 2am local time on the second Sunday of March and ends 2am local time on the first Sunday of November).

Acknowledgments

Inspired by Mariano's legendary "office hours" modifier:

Thanks to:

• saucepoint for their v4 hooks template
• BokkyPooBah for BokkyPooBahsDateTimeLibrary