diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index f15f53ae..c3d732e1 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -457,7 +457,9 @@ class Citco: cls._submission_queue.append( [ unique_id, - _citco_to_action[h["OrdStatus"]], + _citco_to_action[ + h.get("OrdStatus", "N") + ], # We only update trades, not instruments identifier, ] ) @@ -473,7 +475,7 @@ class Citco: cls._citco_queue.clear() cls._submission_queue.clear() - def citco_stage(self, action): + def citco_stage(self, action="NEW"): self._citco_queue.append(self.to_citco(action)) @classmethod @@ -1630,7 +1632,7 @@ class TrancheProduct( self.currency = "EUR" if index in ("XO", "EU") else "USD" self.get_productid() - def to_citco(self): + def to_citco(self, action): if not self.id: self.stage() self.commit() |