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v3.5.8: DateTime Parsing Fix

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@TexasCoding TexasCoding released this 02 Sep 11:02
· 7 commits to main since this release
v3.5.8
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🚀 v3.5.8: DateTime Parsing Fix for Mixed Timestamp Formats

Overview

This patch release fixes a critical datetime parsing error that prevented users from retrieving market data when the API returned mixed timestamp formats. The fix ensures reliable data retrieval across all scenarios while maintaining full backward compatibility.

🐛 Bug Fixes

DateTime Parsing

  • Fixed critical datetime parsing error when API returns mixed timestamp formats
  • Implemented robust three-tier parsing approach that handles all timestamp variations:
    • ⚡ Fast path for consistent data (95% of cases)
    • 🔄 UTC fallback for naive timestamps
    • 🎯 Mixed format handler for complex scenarios
  • Handles all timestamp formats:
    • With timezone offset: "2025-01-21T10:30:00-05:00"
    • With UTC Z suffix: "2025-01-21T15:30:00Z"
    • Without timezone: "2025-01-21T10:30:00"

Test Improvements

  • Fixed flaky cache performance test (test_cache_performance_benefits)
  • Improved test robustness by verifying cache functionality rather than unreliable microsecond timing

💡 Problem Solved

Users were encountering this error when calling get_bars() or TradingSuite.create():

strptime / to_datetime was called with no format and no time zone,
but a time zone is part of the data

This issue has been completely resolved with zero breaking changes.

✅ Key Benefits

  • 🔧 Reliable market data retrieval regardless of API timestamp format
  • 🚀 TradingSuite initialization works smoothly with all data formats
  • ⚡ Performance optimized with fast path for majority of cases
  • 🔄 Zero breaking changes - fully backward compatible
  • 🧪 Improved CI/CD reliability with stable performance tests

📦 Installation

New Installation

pip install project-x-py==3.5.8

Upgrade Existing

pip install --upgrade project-x-py

Using UV

uv add [email protected]

📚 Documentation

🔍 Technical Details

The fix is implemented in src/project_x_py/client/market_data.py (lines 557-593) and uses a sophisticated approach to handle various timestamp formats returned by the ProjectX API. The implementation maintains high performance while ensuring compatibility with all possible timestamp variations.

🙏 Acknowledgments

Thanks to the community members who reported this issue and helped with testing the fix.

📊 Stats

  • Files Changed: 8
  • Lines Added: 115
  • Lines Removed: 29
  • Tests: All passing ✅
  • Backward Compatibility: 100% ✅

Full Changelog: v3.5.7...v3.5.8

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