New way of sensor custom_components. https://github.com/home-assistant/example-custom-config/tree/master/custom_components/example_sensor

__init__.py

empty

manifest.json

{
  "domain": "elspot",
  "name": "elspot",
  "documentation": "https://gist.github.com/kennedyshead/e341a855fd77974e2b87fd52d90eb823",
  "dependencies": [],
  "codeowners": ["@kennedyshead"],
  "requirements": []
}

sensor.py

"""
Custom component to interface with vattenfall
"""
import logging
from datetime import datetime, timedelta

import pytz
import voluptuous as vol

from homeassistant.components.sensor import PLATFORM_SCHEMA
from homeassistant.const import CONF_REGION
from homeassistant.helpers.entity import Entity
import homeassistant.helpers.config_validation as cv
from homeassistant.util import Throttle

PLATFORM_SCHEMA = PLATFORM_SCHEMA.extend({
    vol.Required(CONF_REGION): cv.string,
})

_LOGGER = logging.getLogger(__name__)

SCAN_INTERVAL = timedelta(minutes=60)


class Elspot:

    # (start, stop, region)
    URL = "https://www.vattenfall.se/api/price/spot/pricearea/%s/%s/%s"

    @staticmethod
    async def fetch(session, url):
        import json
        async with session.get(url) as response:
            return json.loads(await response.text())

    @staticmethod
    async def get_data(url):
        import aiohttp
        async with aiohttp.ClientSession() as session:
            html = await Elspot.fetch(session, url)
            return html


async def async_setup_platform(
        hass, config, async_add_entities, discovery_info=None):
    """Set up the asuswrt sensors."""
    data = Elspot()
    dt = datetime.now(pytz.timezone('Europe/Stockholm')).strftime("%Y-%m-%d")
    url = Elspot.URL % (dt, dt, config[CONF_REGION])
    data = await data.get_data(url)
    entities = [
        ElspotSensor(data, config[CONF_REGION]),
    ]
    async_add_entities(entities)


class ElspotSensor(Entity):

    def __init__(self, data, region):
        self._name = 'Elspotpris %s' % region
        self._region = region
        try:
            self._state = data[self.hour]['Value']
            self._unit = data[self.hour]['Unit']
        except IndexError:
            self._state = None
            self._unit = None

    @property
    def hour(self):
        return int(
            datetime.now(pytz.timezone('Europe/Stockholm')).strftime("%H"))

    @property
    def unit_of_measurement(self):
        return self._unit

    @property
    def name(self):
        return self._name

    @property
    def state(self):
        return self._state

    @Throttle(SCAN_INTERVAL)
    async def async_update(self):
        dt = datetime.now(
            pytz.timezone('Europe/Stockholm')).strftime("%Y-%m-%d")
        url = Elspot.URL % (dt, dt, self._region)
        data = await Elspot.get_data(url)
        try:
            self._state = data[self.hour]['Value']
            self._unit = data[self.hour]['Unit']
        except IndexError:
            self._state = None

Nice working code!