diff options
| -rw-r--r-- | python/otc_fx.py | 85 | ||||
| -rw-r--r-- | python/report_ops/misc.py | 6 |
2 files changed, 90 insertions, 1 deletions
diff --git a/python/otc_fx.py b/python/otc_fx.py new file mode 100644 index 00000000..870cf1be --- /dev/null +++ b/python/otc_fx.py @@ -0,0 +1,85 @@ +import datetime +from tabulate import tabulate +from exchangelib import HTMLBody + +from serenitas.utils.db2 import dbconn +from serenitas.utils.exchange import ExchangeMessage + +from report_ops.utils import Monitor + +from report_ops.misc import _settlement_recipients, _cc_recipients + + +class FXMonitor( + Monitor, + headers=( + "dealid", + "trade_date", + "settle_date", + "cp_code", + "name", + "buy_currency", + "buy_amount", + "sell_currency", + "sell_amount", + ), + num_format=[("{0:,.2f}", 6), ("{0:,.2f}", 8)], +): + @classmethod + def email(cls, fund, settle_date): + if not cls._staging_queue: + return + cls._em.send_email( + f"FX Settlements {fund}: {settle_date}", + HTMLBody( + f""" +<html> + <head> + <style> + table, th, td {{ border: 1px solid black; border-collapse: collapse;}} + th, td {{ padding: 5px; }} + </style> + </head> + <body> + Hello,<br><br>We see the below FX Settlements for VD {settle_date}. Could you please draft wires and reach out to the counterparty? As these are electronically agreed, please send out the funds regardless of confirmation from counterparty.<br><br>{cls.to_tabulate()} + </body> +</html>""" + ), + to_recipients=_settlement_recipients[fund], + cc_recipients=_cc_recipients[fund], + ) + + +def email_setts(settle_date, conn, fund): + QUERY = "SELECT dealid, trade_date, settle_date, ft.cp_code, ft.name, buy_currency, buy_amount, sell_currency, sell_amount FROM forward_trades ft LEFT JOIN accounts2 USING (cash_account) WHERE accounts2.fund=%s AND ft.settle_date=%s;" + with conn.cursor() as c: + c.execute( + QUERY, + (fund, settle_date), + ) + for rec in c: + d = rec._asdict() + FXMonitor.stage(d) + FXMonitor.email(fund, settle_date) + FXMonitor.clear() + + +if __name__ == "__main__": + import argparse + + parser = argparse.ArgumentParser() + parser.add_argument( + "date", + nargs="?", + type=datetime.date.fromisoformat, + default=datetime.date.today(), + help="working date", + ) + args = parser.parse_args() + conn = dbconn("dawndb") + for fund in ( + "SERCGMAST", + "ISOSEL", + "BOWDST", + ): + email_setts(args.date, conn, fund) diff --git a/python/report_ops/misc.py b/python/report_ops/misc.py index 5e63d56e..0ad79388 100644 --- a/python/report_ops/misc.py +++ b/python/report_ops/misc.py @@ -66,7 +66,11 @@ _settlement_recipients = { "serenitas.otc@sscinc.com", "serenitas.ops@sscinc.com", ), - "ISOSEL": ("derivatives_settlements@citco.com",), + "ISOSEL": ( + "derivatives_settlements@citco.com", + "bci-ops@innocap.com", + "margincalls@innocap.com", + ), "BRINKER": ("nyops@lmcg.com",), } |