process bid based on market

1 files changed, 32 insertions, 19 deletions

diff --git a/server/services/process_bids.py b/server/services/process_bids.py
index 7e734f1..4ecbef9 100644
--- a/server/services/process_bids.py
+++ b/server/services/process_bids.py
@@ -3,14 +3,24 @@ from sqlalchemy.orm import Session
 from db import SessionLocal
 from models.bid import Bid
 from models.auth import User
-from gridstatus import ISONE
+from gridstatus import ISONE, NYISO, MISO
 from zoneinfo import ZoneInfo
 
-NEW_ENGLAND_TZ = ZoneInfo("America/New_York")
-iso = ISONE()
+MARKET_ISOS = {
+    "ISONE": ISONE(),
+    "NYISO": NYISO(),
+    "MISO": MISO(),
+}
 
-def get_day_ahead_price(target_time: datetime) -> float:
+MARKET_TIMEZONES = {
+    "ISONE": ZoneInfo("America/New_York"),
+    "NYISO": ZoneInfo("America/New_York"),
+    "MISO": ZoneInfo("America/Chicago"),
+}
+
+def get_day_ahead_price(market: str, target_time: datetime) -> float:
     """Fetch the Day Ahead clearing price for the hour of target_time."""
+    iso = MARKET_ISOS[market]
     df = iso.get_lmp(date=target_time.date(), market="DAY_AHEAD_HOURLY", locations="ALL")
     df = df.groupby("Interval Start")["LMP"].mean().reset_index()
 
@@ -18,10 +28,11 @@ def get_day_ahead_price(target_time: datetime) -> float:
         if abs(row["Interval Start"] - target_time.replace(minute=0, second=0, microsecond=0)) < timedelta(minutes=30):
             return row["LMP"]
 
-    raise ValueError(f"No day ahead price found for {target_time}")
+    raise ValueError(f"No day ahead price found for {target_time} in {market}")
 
-def get_real_time_prices(target_time: datetime) -> list[float]:
+def get_real_time_prices(market: str, target_time: datetime) -> list[float]:
     """Fetch the Real Time 5-min prices during the hour of target_time."""
+    iso = MARKET_ISOS[market]
     df = iso.get_lmp(date=target_time.date(), market="REAL_TIME_5_MIN", locations="ALL")
     df = df.groupby("Interval Start")["LMP"].mean().reset_index()
 
@@ -39,30 +50,31 @@ def get_real_time_prices(target_time: datetime) -> list[float]:
 def process_bids():
     db: Session = SessionLocal()
 
-    now = datetime.now(NEW_ENGLAND_TZ)
+    now_utc = datetime.utcnow().replace(tzinfo=ZoneInfo("UTC"))
 
     # Step 1: Process Submitted bids
     submitted_bids = db.query(Bid).filter(Bid.status == "Submitted").all()
     for bid in submitted_bids:
         try:
-            target_time = bid.timestamp.astimezone(NEW_ENGLAND_TZ)
+            market = bid.market
+            market_tz = MARKET_TIMEZONES[market]
+            target_time = bid.timestamp.astimezone(market_tz)
+            now = now_utc.astimezone(market_tz)
 
             # Only process bids whose timestamp is already in the past
             if target_time > now:
-                print(f"Skipping future bid {bid.id} at {target_time}")
+                print(f"Skipping future bid {bid.id} at {target_time} ({market})")
                 continue
 
-            print(f"Processing submitted bid {bid.id} for {target_time}")
+            print(f"Processing submitted bid {bid.id} for {target_time} ({market})")
 
-            day_ahead_price = get_day_ahead_price(target_time)
+            day_ahead_price = get_day_ahead_price(market, target_time)
 
             if bid.price >= day_ahead_price:
-                # Bid was accepted
                 bid.status = "Executed"
                 bid.pnl = None  # Will be calculated later
                 print(f"Bid {bid.id}: Executed (waiting for real-time PnL)")
             else:
-                # Bid rejected
                 bid.status = "Fail"
                 bid.pnl = None
                 print(f"Bid {bid.id}: Failed (price too low)")
@@ -76,24 +88,25 @@ def process_bids():
     executed_bids = db.query(Bid).filter(Bid.status == "Executed").all()
     for bid in executed_bids:
         try:
-            target_time = bid.timestamp.astimezone(NEW_ENGLAND_TZ)
+            market = bid.market
+            market_tz = MARKET_TIMEZONES[market]
+            target_time = bid.timestamp.astimezone(market_tz)
+            now = now_utc.astimezone(market_tz)
 
-            # Only settle if the whole real-time period is over
             if now < target_time + timedelta(hours=1):
                 print(f"Skipping bid {bid.id}, real-time window not complete yet")
                 continue
 
-            print(f"Settling executed bid {bid.id} for {target_time}")
+            print(f"Settling executed bid {bid.id} for {target_time} ({market})")
 
-            real_time_prices = get_real_time_prices(target_time)
+            real_time_prices = get_real_time_prices(market, target_time)
 
             if not real_time_prices:
                 print(f"No real-time prices available for bid {bid.id} yet")
                 continue  # Retry later
 
             avg_real_time_price = sum(real_time_prices) / len(real_time_prices)
-
-            day_ahead_price = get_day_ahead_price(target_time)
+            day_ahead_price = get_day_ahead_price(market, target_time)
 
             pnl = (day_ahead_price - avg_real_time_price) * bid.quantity