1 files changed, 46 insertions, 0 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py
new file mode 100644
index 00000000..5d3cf8cf
--- /dev/null
+++ b/python/api_quotes/quotes.py
@@ -0,0 +1,46 @@
+from serenitas.ops.trade_dataclasses import Deal
+from dataclasses import dataclass, field
+import datetime
+
+
+@dataclass
+class QuoteDetails(Deal, table="markit_quote_details", deal_type=None):
+    quotetime: datetime
+    quote_source: str
+    id: int
+    sender: str = None
+
+
+@dataclass
+class SNCdsQuote(Deal, table="sn_cds_quotes", deal_type=None):
+    msg_id: id
+    redcode: str
+    ticker: str
+    maturity: datetime.date
+    bid_spread: float
+    bid_upfront: float
+    bid_size: float
+    ask_spread: float
+    ask_upfront: float
+    ask_size: float
+
+    @classmethod
+    def from_markit_line(cls, line):
+        return cls(
+            msg_id=line["message"]["id"],
+            redcode=line["redCode"],
+            ticker=line["ticker"],
+            maturity=datetime.date(
+                line["maturityYear"], line["maturityMonth"], line["maturityDay"]
+            ),
+            bid_spread=line["bidConventionalSpread"],
+            bid_upfront=line["bidUpfront"],
+            bid_size=line["bidSize"],
+            ask_spread=line["askConventionalSpread"],
+            ask_upfront=line["askUpfront"],
+            ask_size=line["askSize"],
+        )
+
+    @property
+    def parent(self):
+        return QuoteDetails.from_tradeid(self.msg_id)