Implement trading session management and add market time utilities

config.py

@@ -6,3 +6,5 @@ CHAIN_ID = 137
 REQUEST_TIMEOUT = 5
 PROFIT_MARGIN = 0.02
 TRADING_BPS_THRESHOLD = 50
+MARKET_SESSION_SECONDS = 900
+TIMEZONE = "US/Eastern"

main.py

@@ -4,6 +4,7 @@ from utils.logger import setup_logging
 from utils.tokens import fetch_tokens
 from utils.clob_client import init_clob_client
 from utils.orderbook import OrderBook
+from utils.market_time import is_in_trading_window
 
 
 async def main():
@@ -16,7 +17,16 @@ async def main():
     book.start()
 
     while True:
-        await asyncio.sleep(10)
+        if not is_in_trading_window():
+
+            book.stop()
+            logger.info("Trading session ended. Starting new session.")
+
+            up_token, down_token, market_slug = await fetch_tokens()
+            book = OrderBook(up_token, down_token, market_slug)
+            book.start()
+
+        await asyncio.sleep(1)
 
 
 if __name__ == "__main__":

utils/market_time.py

@@ -0,0 +1,13 @@
+import time
+from config import MARKET_SESSION_SECONDS
+
+
+def get_period_elapsed_seconds():
+    ts = int(time.time())
+    period_start = (ts // MARKET_SESSION_SECONDS) * MARKET_SESSION_SECONDS
+    return ts - period_start
+
+
+def is_in_trading_window():
+    elapsed_seconds = get_period_elapsed_seconds()
+    return elapsed_seconds > MARKET_SESSION_SECONDS

utils/slug.py

@@ -1,9 +1,6 @@
 import pytz
 from datetime import datetime
-
-
-MARKET_INTERVAL_SECONDS = 900
-TIMEZONE = "US/Eastern"
+from config import MARKET_SESSION_SECONDS, TIMEZONE
 
 
 def get_market_slug(coin: str = "btc") -> str:
@@ -14,5 +11,5 @@ def get_market_slug(coin: str = "btc") -> str:
     et_tz = pytz.timezone(TIMEZONE)
     now = datetime.now(et_tz)
     ts = int(now.timestamp())
-    start = (ts // MARKET_INTERVAL_SECONDS) * MARKET_INTERVAL_SECONDS
+    start = (ts // MARKET_SESSION_SECONDS) * MARKET_SESSION_SECONDS
     return f"{coin.lower()}-updown-15m-{start}"