diff options
| -rw-r--r-- | python/trade_dataclasses.py | 10 |
1 files changed, 3 insertions, 7 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 30d69138..55e82e2d 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -443,11 +443,8 @@ class Citco: csvwriter.writerow(cls._citco_headers) ###### Static Values for Now for h in cls._citco_queue: - _citco_to_action = {"R": "UPDATE", "D": "CANCEL"} - # h["OrdStatus"] = "N" - # h["ExecTransType"] = 2 if h["OrdStatus"] == "N" else 0 + _citco_to_action = {"R": "UPDATE", "D": "CANCEL", "N": "NEW"} h["Fund"] = "ISOSEL" - h["SettleCurrency"] = "USD" identifier = ( "instrument" if cls.file_tag == "i.innocap_serenitas." else "trade" ) @@ -459,9 +456,7 @@ class Citco: cls._submission_queue.append( [ unique_id, - "NEW" - if h["OrdStatus"] == "N" - else _citco_to_action[h["OrdStatus"]], + _citco_to_action[h["OrdStatus"]], identifier, ] ) @@ -528,6 +523,7 @@ class CitcoTrade(Citco): def to_citco(self, action): obj = self.serialize("citco") + obj["SettleCurrency"] = "USD" obj["OrdStatus"], obj["ExecTransType"] = self._action_to_citco(action) obj["FillID"] = obj["ClientOrderID"] obj["Trader"] = "DFLT" |