diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 7e91c265..abf82982 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -50,7 +50,7 @@ cdx_broker_codes = { "BARCNY": ("BARX", "BARC"), "CITINY": ("CGCI", "CGCX", "CGIO", "CG", "CCGB"), "CSFBBO": ("CSDA",), - "BNPBNY": ("EBNP",), + "BNPBNY": ("EBNP", "ABNP"), "WELFEI": ("WFCD", "WFBS"), "BSEONY": ("BSEF",), } @@ -760,14 +760,14 @@ class SpotDeal( _fx_cp = {"BAST": "BAMSNY", "MSST": "MSCSNY"} -_fx_funds = {"serenitas": "SERCGMAST", "bowdst": "BOWDST"} -_fx_accounts = {"serenitas": "V0NSCLMAMB", "bowdst": "751254"} +_fx_funds = {"serenitas": "SERCGMAST", "bowdst": "BOWDST", "baml_fcm": "SERCGMAST"} +_fx_accounts = {"serenitas": "V0NSCLMAMB", "bowdst": "751254", "baml_fcm": "V0NSCLMAMB"} class FxDeal(BbgDeal, Deal, table_name=None, deal_type=DealType.Fx): @classmethod def from_bbg_line(cls, line: dict): - if line["Deal Type"] == "4": + if line["Deal Type"] in ("4", "2"): return SpotDeal.from_bbg_line(line) else: return FxSwapDeal.from_bbg_line(line) |