Pydantic ValidationError: next-session.close-at Field Required in MarketSession

[Perceptron42]

Description

The MarketSession Pydantic model is raising a validation error because it expects the next-session.close-at field to be present, but the TastyTrade API does not always return this field in the /market-time/sessions/current endpoint response.

May be this is happening due to Christmas holidays?

Environment

• Library Version: tastytrade==11.0.5
• Python Version: 3.10
• Pydantic Version: 2.12
• Date Observed: December 23, 2025

Error

pydantic_core._pydantic_core.ValidationError: 1 validation error for MarketSession
next-session.close-at
  Field required [type=missing, input_value={'instrument-collection':...-23T22:50:00.000+00:00'}, input_type=dict]

Steps to Reproduce

from tastytrade.session import Session
from tastytrade.market_sessions import get_market_sessions, ExchangeType
session = Session(client_secret, refresh_token)
sessions = get_market_sessions(session, [ExchangeType.CME, ExchangeType.NYSE])

Raw API Response

The actual API response from /market-time/sessions/current shows that next-session does not contain a close-at field:

{
  "items": [
    {
      "close-at": "2025-12-23T22:00:00.000+00:00",
      "instrument-collection": "CME",
      "open-at": "2025-12-22T23:00:00.000+00:00",
      "start-at": "2025-12-22T22:50:00.000+00:00",
      "next-session": {
        "instrument-collection": "CME",
        "open-at": "2025-12-23T23:00:00.000+00:00",
        "session-date": "2025-12-23",
        "start-at": "2025-12-23T22:50:00.000+00:00"
        // ❌ NO "close-at" field
      },
      "previous-session": {
        "close-at": "2025-12-22T22:00:00.000+00:00",
        "instrument-collection": "CME",
        "open-at": "2025-12-21T23:00:00.000+00:00",
        "session-date": "2025-12-22",
        "start-at": "2025-12-21T22:50:00.000+00:00"
      },
      "state": "Open"
    }
  ]
}

Observations
✅ Current session includes close-at
✅ Previous session includes close-at
❌ Next session does NOT include close-at

Expected Behavior

The MarketSession Pydantic model should accept API responses where next-session.close-at is optional/missing, since the API does not always provide this field.

Actual Behavior

Pydantic raises a ValidationError because the model requires next-session.close-at to be present.

Suggested Fix

In the MarketSession model (likely in market_sessions.py), the nested session models should mark the close_at field as optional:

class SessionSnapshot(BaseModel):
    instrument_collection: str = Field(alias="instrument-collection")
    open_at: datetime = Field(alias="open-at")
    session_date: str = Field(alias="session-date")
    start_at: datetime = Field(alias="start-at")
    close_at: Optional[datetime] = Field(default=None, alias="close-at")  # Make optional
    close_at_ext: Optional[datetime] = Field(default=None, alias="close-at-ext")  # Make optional

Thank you for maintaining this excellent library! Let me know if you need any additional information.

[Graeme22]

Thanks for opening, would you make a PR to fix this?