1 files changed, 55 insertions, 2 deletions
diff --git a/python/Dawn/views.py b/python/Dawn/views.py
index e514c81d..63ddce28 100644
--- a/python/Dawn/views.py
+++ b/python/Dawn/views.py
@@ -32,6 +32,8 @@ from .models import (
     Accounts,
 )
 
+from sqlalchemy import case, func
+from sqlalchemy.orm import aliased
 from sqlalchemy.exc import IntegrityError
 from wtforms.fields import BooleanField
 
@@ -479,8 +481,59 @@ def list_trades(kind):
         app.logger.error(e)
         abort(404)
     else:
-        trade_list = Deal.query.order_by(Deal.trade_date.desc(), Deal.id.desc())
-        return render_template(f"{kind}_blotter.html", trades=trade_list.all())
+        Orig_cp = aliased(Counterparties)
+        Term_cp = aliased(Counterparties)
+        if kind not in ["swaption", "cds"]:
+            trade_list = Deal.query.order_by(Deal.trade_date.desc(), Deal.id.desc())
+        else:
+            trade_list = (
+                Deal.query.join(Orig_cp, Deal.counterparty)
+                .join(Term_cp, Deal.termination_counterparty)
+                .with_entities(
+                    Deal.id,
+                    Deal.dealid,
+                    func.coalesce(Deal.termination_date, Deal.trade_date).label(
+                        "trade_date"
+                    ),
+                    Deal.notional,
+                    Deal.option_type,
+                    Deal.expiration_date,
+                    Deal.strike,
+                    case(
+                        [(Deal.termination_cp.is_(None), Deal.buysell)],
+                        else_=~Deal.buysell,
+                    ).label("buysell"),
+                    (
+                        case(
+                            [
+                                (
+                                    Deal.termination_cp.is_(None),
+                                    Deal.notional * Deal.price / 100,
+                                )
+                            ],
+                            else_=Deal.termination_fee,
+                        )
+                        * case([(Deal.buysell, 1.0)], else_=-1.0)
+                    ).label("fee"),
+                    Deal.security_desc,
+                    Deal.security_id,
+                    func.coalesce(Orig_cp.code, Term_cp.code).label("cp_code"),
+                    func.coalesce(Orig_cp.name, Term_cp.name).label("name"),
+                    case(
+                        [
+                            (Deal.termination_cp.is_(None), "New"),
+                            (Deal.termination_cp == Deal.cp_code, "Termination"),
+                        ],
+                        else_="Assignment",
+                    ).label("trade_type"),
+                    Deal.folder,
+                )
+                .order_by(Deal.trade_date.desc())
+                .order_by(
+                    func.coalesce(Deal.termination_date, Deal.trade_date), Deal.dealid
+                )
+            )
+        return render_template(f"{kind}_blotter.html", trades=trade_list)
 
 
 @app.route("/tickets/<int:tradeid>")