If you build forex data pipelines, trading bots, or market integrations, you’ve likely run into a silent failure mode: your code works perfectly on normal trading days but breaks unpredictably on holidays. Thanksgiving, Christmas, bank holidays, and regional market closures create uneven liquidity, patchy data, and unstable tick delivery — without any obvious error from your API. In this post, I share a production‑proven, data‑driven method to automatically detect market closures using only real‑time WebSocket ticks. No hardcoded calendars. No manual maintenance. Zero external dependencies. This approach works with any reliable forex API and integrates cleanly into quant systems, data collectors, and risk engines. Why Holidays Break Your Forex Integration Forex is a global, decentralized market. When one region closes, another may still be open — leading to partial liquidity drops rather than full shutdowns.…