1 files changed, 6 insertions, 38 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py
index 4856ae5d..5f4c303c 100644
--- a/python/book_bbg.py
+++ b/python/book_bbg.py
@@ -5,48 +5,16 @@ from trade_dataclasses import CDSDeal, BondDeal, BbgDeal, _funds, _cdx_cp, _fcms
 from decimal import Decimal
 from stat import S_ISREG
 
+_deal = {"BOND": BondDeal, "CDX": CDSDeal}
 
-def get_indic_data(conn, redcode, tenor):
-    sql_str = (
-        "SELECT maturity, coupon "
-        "FROM index_desc "
-        "WHERE tenor=%s AND redindexcode=%s "
-    )
-    with conn.cursor() as c:
-        c.execute(sql_str, (redcode, tenor))
-        return c.fetchone()
 
-
-def cdx_booking_process(path, conn):
-    reader = csv.DictReader(path)
-    for line in reader:
-        trade = CDSDeal(
-            fund=_funds[line["Account"]],
-            folder="*",
-            portfolio="UNALLOCATED",
-            security_id=line["Red Code"],
-            security_desc=line["Security"].removesuffix(" PRC"),
-            traded_level=Decimal(line["Price (Dec)"]),
-            notional=line["Quantity"],
-            fixed_rate=float(line["Coupon"]) * 0.01,
-            trade_date=datetime.datetime.strptime(line["Trade Dt"], "%m/%d/%Y").date(),
-            maturity=datetime.datetime.strptime(line["Mat Dt"], "%m/%d/%Y").date(),
-            currency=line["Curncy"],
-            protection="Buyer" if line["Side"] == "B" else "Seller",
-            upfront=line["Principal"],
-            cp_code=_cdx_cp[line["Brkr"]],
-            account_code=_fcms[line["Client FCM"]],
-        )
-        trade.stage()
-    CDSDeal.commit()
-
-
-def bond_booking_process(file_handle, index):
+def trade_booking_process(file_handle, index, asset_class):
+    deal = _deal[asset_class]
     for row in csv.DictReader(file_handle):
         line = {"bbg_ticket_id": index, **row}
-        trade = BondDeal.from_bbg_line(line)
+        trade = deal.from_bbg_line(line)
         trade.stage()
-    BondDeal.commit()
+    deal.commit()
 
 
 def get_bbg_id(name):
@@ -63,7 +31,7 @@ if __name__ == "__main__":
             if S_ISREG(f.st_mode):
                 if (bbg_id := get_bbg_id(f.filename)) not in BbgDeal._cache:
                     with sftp.client.open(f.filename) as fh:
-                        booker[f.filename.split("-", 1)[0]](fh, bbg_id)
+                        trade_booking_process(fh, bbg_id, f.filename.split("-", 1)[0])
                         BbgDeal._cache[bbg_id] = None
 
         time.sleep(60)