src/agent/market_hours.rs: Add market hours format implementation

[drozdziak1]

Motivation

This is the first in a series of changes realizing the market hours feature for conditional publishing according to dedicated market hours metadata. This change introduces a market hours format that lets us define a weekly schedule for a market, along with its local timezone. The format works as follows:

MarketHours ::= TimeZoneSpec,MHKind,MHKind,MHKind,MHKind,MHKind,MHKind,MHKind
TimeZoneSpec ::= Continent/Country  # e.g. Europe/Paris
MHKind::= O | C | HHMMTime-HHMMTime # e.g. 09:00-17:00, O means Open all day, C means Closed all day
HHMMTime ::= [0-23]:[0-59] # e.g. 15:21

Examples

• 9 - 5 Mon - Fri in Hong Kong Asia/Hong_Kong,9:00-17:00,9:00-17:00,9:00-17:00,9:00-17:00,9:00-17:00,C,C
• 24/7 (e.g. many crypto assets) Europe/Lisbon,O,O,O,O,O,O,O - This will probably be the default for symbols with no market hours metadata

Summary of changes

• src/agent/metrics.rs - rustfmt really wanted me to add this
• src/agent/market_hours.rs - The core of the change
• Cargo.toml, Cargo.lock - Bump chrono version, add chrono_tz

Review highlights

• src/agent/market_hours.rs - I think it would make sense to have more non-trivial timezone handling tests, including DST chanes etc.,ideas welcome

[jayantk]

nice. I think there's one issue here with day wrapping (see inline) but good aside from that.

[jayantk]

I think you need to support 24:00 in the format so that you can have intervals like:

17:00-24:00,00:00-17:00 (for 5pm on the first day through 5pm on the second day).

I think this current check will stop publishing between 11:59 pm and midnight every day if you're not careful.

[jayantk]

also can you add a test case for this day wraparound behavior?

[drozdziak1]

That is a very good observation. I added support for explicit 24:00 to mean 23:59:59.999(...) down to a nanosecond and tested how it works.

[jayantk]

nice