1 files changed, 6 insertions, 74 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py
index af104ace..269ee8fd 100644
--- a/python/position_file_bowdst.py
+++ b/python/position_file_bowdst.py
@@ -6,6 +6,11 @@ from serenitas.utils.remote import SftpClient
 from serenitas.utils.env import DAILY_DIR
 from pandas.tseries.offsets import MonthEnd
 from serenitas.utils.exchange import ExchangeMessage, FileAttachment
+from csv_headers.globeop_upload import POSITION_HEADERS
+
+
+def build_line(obj, asset_type):
+    return [obj.get(h, None) for h in POSITION_HEADERS[asset_type]]
 
 
 def process_upload(positions, upload):
@@ -13,7 +18,7 @@ def process_upload(positions, upload):
     for asset_type, trades in positions.items():
         buf = StringIO()
         csvwriter = csv.writer(buf)
-        csvwriter.writerow(HEADERS[asset_type])
+        csvwriter.writerow(POSITION_HEADERS[asset_type])
         csvwriter.writerows(build_line(trade, asset_type) for trade in trades)
         buf = buf.getvalue().encode()
         fname = f"HEDGEMARK.POSITION.BOS_PAT_BOWDOIN.{datetime.datetime.now():%Y%m%d.%H%M%S}.{asset_type.capitalize()}Deal.PositionsAsOf{args.date}.csv"
@@ -44,79 +49,6 @@ def process_upload(positions, upload):
         )
 
 
-def build_line(obj, asset_type):
-    return [obj.get(h, None) for h in HEADERS[asset_type]]
-
-
-HEADERS = {
-    "bond": [
-        "AccountNumber",
-        "COB Date",
-        "Prime Broker",
-        "SecurityType",
-        "CUSIP",
-        "ISIN",
-        "SEDOL",
-        "SecurityDescription",
-        "Position",
-        "MarketPrice",
-        "Currency",
-        "Base Market Value",
-        "Local Market Value",
-        "Fx Rate",
-    ],
-    "future": [
-        "AccountNumber",
-        "COB Date",
-        "Prime Broker",
-        "SecurityType",
-        "BBGTicker",
-        "RIC",
-        "UnderlyingSecurity",
-        "SecurityDescription",
-        "Currency",
-        "Quantity",
-        "OpenTradeEquity",
-        "ClosingPrice",
-        "MaturityDate",
-        "Unrealised P&L in USD",
-        "Local Market Value",
-        "Fx Rate",
-    ],
-    "otc": [
-        "Client Name",
-        "Fund Name",
-        "Counterparty",
-        "Product Type",
-        "Unique Deal ID",
-        "TransactionIndicator (Buy/Sell)",
-        "PutCall Indicator (Call/Put)",
-        "CapFloorIndicator",
-        "CurrencyPair",
-        "DealCurrencyA",
-        "DealCurrencyB",
-        "NotionalA",
-        "NotionalB",
-        "OriginalPrice",
-        "Strike",
-        "FixedRate",
-        "Quantity",
-        "Start Date",
-        "Effective Date",
-        "Maturity Date",
-        "Underlying Maturity",
-        "RecPayFixed",
-        "Underlying (ISIN / CUSP / RED CODES)",
-        "Underlying Desc",
-        "Exercise Type",
-        "MTM Currency",
-        "MTM Valuation",
-        "COB Date",
-        "Clearing House Name",
-    ],
-}
-
-
 def positions_bond(conn, date):
     with conn.cursor() as c:
         c.execute("SELECT * FROM risk_positions(%s, null, 'BOWDST') ", (date,))