diff options
| -rw-r--r-- | python/api_quotes/api.py | 1 | ||||
| -rw-r--r-- | python/api_quotes/quotes.py | 10 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 3 |
3 files changed, 11 insertions, 3 deletions
diff --git a/python/api_quotes/api.py b/python/api_quotes/api.py index 4d6f5783..6bc8191a 100644 --- a/python/api_quotes/api.py +++ b/python/api_quotes/api.py @@ -41,4 +41,5 @@ class MarkitAPI: def read_api(r): df = pd.DataFrame.from_dict(json.loads(r.text)) df.columns = df.columns.str.lower() + df[df["confidence"] == 10] return df.to_dict(orient="records") diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index aff245b9..4be90866 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -2,6 +2,7 @@ from serenitas.ops.trade_dataclasses import Deal from dataclasses import dataclass, field import datetime from typing import Literal +from serenitas.utils.db2 import dbconn firmness = Literal["FIRM", "INDICATIVE"] asset_class = Literal["CD"] @@ -44,11 +45,18 @@ class Quote(Deal, table_name="markit_quotes", deal_type=None): "msg_id": d["message"]["id"], "quotedate": d["receiveddatetime"], "quotesource": d["sourceshortname"], + "tenor": f"{d['tenor']}Y", } d.update(additional_attributes) - breakpoint() return cls.from_dict(**d) @property def message(self): return QuoteDetails.from_tradeid(self.msg_id) + + +Quote.init_dbconn(dbconn("serenitasdb")) +Quote._sql_insert = Quote._sql_insert.replace( + "RETURNING *", "ON CONFLICT DO NOTHING RETURNING *" +) +breakpoint() diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 15625f69..41557de9 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -1243,7 +1243,7 @@ CREATE TABLE markit_quotes ( redcode text,
ticker text,
maturity date,
- tenor tenor,
+ tenor text,
runningcoupon int,
bidconventionalspread float,
bidupfront float,
@@ -1253,7 +1253,6 @@ CREATE TABLE markit_quotes ( asksize float,
firmness quote_firmness,
msg_id text,
- source text,
quotedate timestamptz NULL,
quotesource varchar(4) NULL
);
\ No newline at end of file |