diff options
Diffstat (limited to 'python/book_bbg.py')
| -rw-r--r-- | python/book_bbg.py | 24 |
1 files changed, 15 insertions, 9 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 831592a9..33851193 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -1,25 +1,31 @@ from serenitas.utils.remote import SftpClient -from trade_dataclasses import Deal, DealType, BbgDeal, FxswapDeal +from trade_dataclasses import Deal, DealType, BbgDeal from stat import S_ISREG import re import time +def get_bbg_id(s): + if m := re.match("(CDX|BOND)-[^_]*_([^$]*)", s): + return m.groups() + if "DEAL" in s: + return "FXSWAP", s.split("_")[3] + + def run(): sftp = SftpClient.from_creds("bbg") while True: try: for f in sftp.client.listdir_iter("/"): if S_ISREG(f.st_mode): - if m := re.match("(CDX|BOND)-[^_]*_([^$]*)", f.filename): - deal_type, bbg_id = m.groups() - if bbg_id not in BbgDeal._cache: - with sftp.client.open(f.filename) as fh: - Deal[DealType(deal_type)].process(fh, bbg_id) - BbgDeal._cache[bbg_id] = None - elif 'DEAL' in f.filename: + try: + deal_type, bbg_id = get_bbg_id(f.filename) + except TypeError: + continue + if bbg_id not in BbgDeal._cache: with sftp.client.open(f.filename) as fh: - FxswapDeal.process(fh, f.filename.split('_')[3]) + Deal[DealType(deal_type)].process(fh, bbg_id) + BbgDeal._cache[bbg_id] = None except OSError: sftp.client.close() sftp = SftpClient.from_creds("bbg") |