1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
|
from fastapi import APIRouter, Depends, HTTPException
from sqlalchemy.orm import Session
from db import SessionLocal
from models.bid import Bid as BidModel
from models.auth import User
from pydantic import BaseModel
from datetime import datetime, timezone
from zoneinfo import ZoneInfo
from typing import List, Optional
router = APIRouter()
MARKET_TIMEZONES = {
"ISONE": ZoneInfo("America/New_York"),
"NYISO": ZoneInfo("America/New_York"),
"MISO": ZoneInfo("America/Chicago"),
}
def get_db():
db = SessionLocal()
try:
yield db
finally:
db.close()
class BidBase(BaseModel):
timestamp: datetime
quantity: float
price: float
user_id: (
int # In production the user_id should be obtained from the authenticated user
)
market: str
class BidCreate(BidBase):
pass
class BidResponse(BidBase):
id: int
status: str
pnl: Optional[float]
class Config:
from_attributes = True
@router.get("/", response_model=List[BidResponse])
def get_bids(db: Session = Depends(get_db)):
return db.query(BidModel).all()
@router.post("/", response_model=BidResponse)
def submit_bid(bid: BidCreate, db: Session = Depends(get_db)):
if bid.market not in MARKET_TIMEZONES:
raise HTTPException(
status_code=400,
detail=f"Invalid market. Supported markets: {list(MARKET_TIMEZONES.keys())}",
)
market_tz = MARKET_TIMEZONES[bid.market]
now = datetime.now(market_tz)
bid_timestamp_local = bid.timestamp.astimezone(market_tz)
bid_day = bid_timestamp_local.date()
today = now.date()
print(f"Received bid for {bid_day} at {bid.timestamp} ({bid.market})")
if bid.timestamp < now:
raise HTTPException(status_code=400, detail="Cannot submit bids in the past.")
cutoff_time = now.replace(hour=11, minute=0, second=0, microsecond=0)
if bid_day == today:
if now > cutoff_time:
raise HTTPException(
status_code=400,
detail="Cannot submit bids for today after 11AM local time.",
)
start_of_hour = bid.timestamp.replace(minute=0, second=0, microsecond=0)
end_of_hour = start_of_hour.replace(minute=59, second=59, microsecond=999999)
bid_count = (
db.query(BidModel)
.filter(
BidModel.timestamp >= start_of_hour,
BidModel.timestamp <= end_of_hour,
BidModel.market == bid.market,
)
.count()
)
if bid_count >= 10:
raise HTTPException(
status_code=400,
detail="Cannot submit more than 10 bids for this hour in this market.",
)
db_bid = BidModel(
timestamp=bid.timestamp,
quantity=bid.quantity,
price=bid.price,
user_id=bid.user_id,
market=bid.market,
status="Submitted",
pnl=None,
)
db.add(db_bid)
db.commit()
db.refresh(db_bid)
return db_bid
|