diff options
| -rw-r--r-- | python/book_bbg.py | 10 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
2 files changed, 10 insertions, 2 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 82177e75..3ba4179b 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -77,7 +77,7 @@ class Bbg: @staticmethod def get_bbg_id(s): - if m := re.match("(CDX|BOND)(?:BLOCK)?-[^_]*_([^$]*)", s): + if m := re.match("(CDX|BOND|IRS)(?:BLOCK)?-[^_]*_([^$]*)", s): return m.groups() if "DEAL" in s: return "FX", s.split("_")[3] @@ -112,6 +112,14 @@ class BondTicket(Bbg, ticket_type="BOND"): return BondDeal if row["Side"] in ("B", "S") else IRSDeal +class IRSTicket(Bbg, ticket_type="IRS"): + _sql_insert = f"INSERT INTO irs_tickets VALUES({','.join(['%s'] * 24)})" + + @staticmethod + def trade_class(row): + return IRSDeal + + class CDSTicket(Bbg, ticket_type="CDX"): _sql_insert = f"INSERT INTO cds_tickets VALUES({','.join(['%s'] * 22)})" diff --git a/sql/dawn.sql b/sql/dawn.sql index b6b7e71f..e75a1b48 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -4246,5 +4246,5 @@ CREATE TABLE irs_tickets ( cclear_usiuti text NULL, "cclear_usiuti.1" text NULL, account text NULL, - client_fcm float8 NULL + client_fcm text NULL );
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