diff options
| -rw-r--r-- | python/api_quotes/api.py | 2 | ||||
| -rw-r--r-- | python/api_quotes/quotes.py | 11 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 2 |
3 files changed, 8 insertions, 7 deletions
diff --git a/python/api_quotes/api.py b/python/api_quotes/api.py index 42d07540..ef6f228b 100644 --- a/python/api_quotes/api.py +++ b/python/api_quotes/api.py @@ -24,7 +24,7 @@ class MarkitAPI: def get_data(cls, asset_class, service="latest"): params = { "format": "json", - "assetClass": _asset_class_to_markit[asset_class], + "assetClass": asset_class, "apikey": cls.api_key, "limit": 1000, "sortBy": "receivedDateTime", diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index 586320a8..0c33faed 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -16,7 +16,7 @@ class QuoteDetails(Deal, table="markit_quote_details", deal_type=None): @dataclass -class Quote(Deal, table="markit_api_quotes", deal_type=None): +class Quote(Deal, table="markit_quotes", deal_type=None): quote_id: int asset_class: asset_class redcode: str @@ -32,14 +32,14 @@ class Quote(Deal, table="markit_api_quotes", deal_type=None): ask_size: float quote_firness: firmness msg_id: str - source: str - quotetime: datetime + quotedate: datetime quote_source: str @classmethod def from_markit_line(cls, line): return cls( quote_id=line["quoteId"], + asset_class=line["assetClass"], redcode=line["redCode"], ticker=line["ticker"], maturity=datetime.date( @@ -53,9 +53,10 @@ class Quote(Deal, table="markit_api_quotes", deal_type=None): ask_spread=line["askConventionalSpread"], ask_upfront=line["askUpfront"], ask_size=line["askSize"], + quote_firmness=line["firmness"], msg_id=line["message"]["id"], - source=line["sourceShortName"], - received_date=line["receivedDateTime"], + quotedate=line["receivedDateTime"], + quote_source=line["sourceShortName"], ) @property diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 0e80f488..d643dc7a 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -1253,6 +1253,6 @@ CREATE TABLE markit_quotes ( ask_size float,
msg_id text,
source text,
- quotetime timestamptz NULL,
+ quotedate timestamptz NULL,
quote_source varchar(4) NULL
);
\ No newline at end of file |