1 files changed, 45 insertions, 0 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py
new file mode 100644
index 00000000..bd817377
--- /dev/null
+++ b/python/book_bbg.py
@@ -0,0 +1,45 @@
+from serenitas.utils.env import DAILY_DIR
+from serenitas.utils.remote import SftpClient
+import datetime
+import pytz
+from stat import S_ISREG
+import csv
+
+
+def download_files(date):
+    downloaded_files = []
+    sftp = SftpClient.from_creds("bbg")
+    dst = DAILY_DIR / f"{date:%Y-%m-%d}" / "bbg_tickets"
+    if not dst.exists():
+        dst.mkdir()
+    est = pytz.timezone("US/Eastern")
+    src = ""
+    for f in sftp.client.listdir_iter():
+        if S_ISREG(f.st_mode):
+            local_file = dst / f.filename
+            modification_time = datetime.datetime.fromtimestamp(
+                f.st_mtime, tz=datetime.timezone.utc
+            ).astimezone(est)
+            if not local_file.exists() and (modification_time.date() == date):
+                sftp.client.get(f"{src}/{f.filename}", localpath=local_file)
+                downloaded_files.append(local_file)
+    return downloaded_files
+
+
+def cdx_booking_process(path):
+    reader = csv.DictReader(open(path))
+    for csvdict in reader:
+        breakpoint()
+        pass
+
+
+def book_trades(date):
+    downloaded_files = download_files(date)
+    if downloaded_files:
+        for f in downloaded_files:
+            if "CDX" in f.name:
+                cdx_booking_process(f)
+
+
+if __name__ == "__main__":
+    book_trades(datetime.date(2022, 2, 4))