1 files changed, 54 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index 2b87417e..2c72683a 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -294,7 +294,7 @@ class BbgDeal:
             cls._bbg_sql_insert = (
                 f"INSERT INTO cds_tickets VALUES({','.join(['%s'] * 22)})"
             )
-        elif deal_type == DealType.FxSwap:
+        elif deal_type == DealType.FxSwap or deal_type == DealType.Spot:
             cls._bbg_sql_insert = (
                 f"INSERT INTO fx_tickets VALUES({','.join(['%s'] * 211)})"
             )
@@ -796,3 +796,56 @@ class FxSwapDeal(
             cash_account=_fx_accounts[line["ALOC Account 1"]],
             **d,
         )
+
+
+@dataclass
+class SpotDeal(
+    BbgDeal,
+    Deal,
+    deal_type=DealType.Spot,
+    table_name="spots",
+    insert_ignore=("id", "dealid"),
+):
+    folder: str
+    portfolio: str
+    trade_date: datetime.date
+    settle_date: datetime.date
+    spot_rate: float
+    buy_currency: str
+    buy_amount: float
+    sell_currency: str
+    sell_amount: float
+    fund: str
+    cp_code: str
+    cash_account: str
+    id: int = field(default=None, metadata={"insert": False})
+    dealid: str = field(default=None, metadata={"insert": False})
+
+    @classmethod
+    def from_bbg_line(cls, line: dict):
+        cls._bbg_insert_queue.append(list(line.values()))
+        if line["Side"] == "S":
+            key1, key2 = "sell", "buy"
+        else:
+            key1, key2 = "buy", "sell"
+
+        d = {
+            f"{key1}_currency": line["Currency 1"],
+            f"{key1}_amount": line["Amount Dealt"],
+            f"{key2}_currency": line["Currency 2"],
+            f"{key2}_amount": line["Counter Amount"],
+        }
+        cls._bbg_insert_queue.append(list(line.values()))
+        return cls(
+            folder="*",
+            portfolio="UNALLOCATED",
+            cp_code=_fx_cp[line["Counterparty Deal Code"]],
+            trade_date=datetime.datetime.strptime(line["Date Of Deal"], "%Y%m%d"),
+            settle_date=datetime.datetime.strptime(
+                line["Value Date Period 1 Currency 1"], "%Y%m%d"
+            ),
+            fund=_fx_funds[line["ALOC Account 1"]],
+            spot_rate=line["Spot Basis Rate"],
+            cash_account=_fx_accounts[line["ALOC Account 1"]],
+            **d,
+        )