diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 27 |
1 files changed, 24 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 224ece94..fac46cac 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -94,7 +94,17 @@ HEADERS = {'bond_trades': [ "Currency", "Amount", "Associated Deal Type", "Associated Deal Id", "Transaction Type", "Instrument Type", "Yield", "Client Reference", "ClearingFacility", "Deal Function", "Reset Price", "Reset Date", - "Ccp Trade Ref", "Margin Type", "Block Id", "Block Amount"] + "Ccp Trade Ref", "Margin Type", "Block Id", "Block Amount"], + 'spot_trades': [ + "Deal Type", "Deal Id", "Action", "Client", "Reserved", "Reserved", + "Folder", "Custodian", "Cash Account", "Counterparty", "Comments", + "State", "Trade Date", "Settlement Date", "Dealt Currency", + "Spot Rate", "Reserved", "Buy Currency", "Buy Amount", + "Sell Currency", "Sell Amount", "ClearingFees", "BlockId", + "BlockAmount", "Commission Currency", "Commission", "Reserved", + "AssociatedDealType", "AssociatedDealId", "BrokerShortName", + "ClientReference"] + } def get_effective_date(d, swaption_type): @@ -282,6 +292,15 @@ def build_line(obj, queue_name='bond_trades'): obj['Instrument Type'] = 'Cashflow' obj['Settlement Date'] = obj['Trade Date'] rename_keys(obj, {'amount': 'Amount'}) + elif queue_name == 'spot_trades': + obj['Deal Type'] = 'SpotDeal' + rename_keys(obj, {'commission': 'Commission', + 'commission_currency': 'Commission Currency', + 'sell_currency': 'Sell Currency', + 'sell_amount': 'Sell Amount', + 'buy_currency': 'Buy Currency', + 'buy_amount': 'Buy Amount', + 'spot_rate': 'Spot Rate'}) return [obj.get(h, None) for h in HEADERS[queue_name]] @@ -405,7 +424,8 @@ def get_filename(timestamp, queue_name): 'cds_trades': 'CreditDefaultSwapDeal', 'swaption_trades': 'SwaptionDeal', 'future_trades': 'Future', - 'wires': 'CashFlowDeal'} + 'wires': 'CashFlowDeal', + 'spot_trades': 'SpotDeal'} return f'Serenitas.ALL.{timestamp:%Y%m%d.%H%M%S}.{d[queue_name]}.csv' @@ -452,7 +472,8 @@ if __name__ == "__main__": q = get_redis_queue() serenitasdb = dbconn('serenitasdb') dawndb = dbconn('dawndb') - for queue_name in ['bond_trades', 'cds_trades', 'swaption_trades', 'future_trades', 'wires']: + for queue_name in ['bond_trades', 'cds_trades', 'swaption_trades', 'future_trades', 'wires', + 'spot_trades']: list_trades = get_trades(q, queue_name) if list_trades: if queue_name == 'bond_trades': |