There are some vendors that do this already, eg https://www.marketholidays.com/features-HolidayDataService.a...

From working at places that do electronic trading, most have some sort of central db, as well as procedures that mostly work for those times when you realize it's a trading holiday or a special session Right Now.

What's worse is when timezones/DST changes at short notice, because that involves rolling tzdb, or shudder the JVM.