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https://github.com/horsefacts/trading-days
A Uniswap v4 hook that reverts when markets are closed in New York.
https://github.com/horsefacts/trading-days
Last synced: about 1 month ago
JSON representation
A Uniswap v4 hook that reverts when markets are closed in New York.
- Host: GitHub
- URL: https://github.com/horsefacts/trading-days
- Owner: horsefacts
- License: mit
- Created: 2023-07-01T23:54:39.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2023-07-04T16:24:17.000Z (over 1 year ago)
- Last Synced: 2024-10-20T13:49:40.529Z (about 2 months ago)
- Language: Solidity
- Homepage:
- Size: 613 KB
- Stars: 86
- Watchers: 2
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- awesome-uniswap-v4-hooks - New York Trading Hours
- awesome-uniswap-hooks - New York Trading Hours
- awesome-uniswap-v4-resources - New York Trading Hours
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README
# 🗽 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](https://www.nyse.com/markets/hours-calendars). 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`](https://goerli.etherscan.io/address/0x000000006016c17169c289346015b3c9d42a1218#code) |
| Mainnet | [`0x000000006016c17169c289346015b3c9d42a1218`](https://etherscan.io/address/0x000000006016c17169c289346015b3c9d42a1218#code) |
## Technical Details
The NYSE holiday calendar and Daylight Savings start/end timestamps are stored as [data contracts](https://github.com/dragonfly-xyz/useful-solidity-patterns/tree/main/patterns/big-data-storage).
NYSE holidays were precalculated through 2123 using the Python [holidays](https://pypi.org/project/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](https://www.nist.gov/pml/time-and-frequency-division/popular-links/daylight-saving-time-dst). (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](https://github.com/nanexcool) legendary "office hours" modifier:
Thanks to:
- [saucepoint](https://twitter.com/saucepoint) for their [v4 hooks template](https://github.com/saucepoint/v4-template)
- [BokkyPooBah](https://twitter.com/BokkyPooBah) for [BokkyPooBahsDateTimeLibrary](https://github.com/bokkypoobah/BokkyPooBahsDateTimeLibrary)