1 files changed, 67 insertions, 7 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 0a5e0c29..503af5bb 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -321,7 +321,37 @@ def rename_keys(d, mapping):
             d[v] = d.pop(k)
 
 
-def build_termination(obj):
+def build_termination(
+    base_dir,
+    dawndb,
+    dealid,
+    fee,
+    termination_date=datetime.date.today(),
+    termination_amount=None,
+    termination_cp=None,
+):
+    """ if termination_amount is None, assume full termination
+    if termination_cp is None assume termination, otherwise assignment
+    """
+    with dawndb.cursor() as c:
+        c.execute(
+            "SELECT dealid, cp_code, notional FROM swaptions where id=%s", (dealid,)
+        )
+        dealid, cp_code, notional = c.fetchone()
+        c.execute(
+            "UPDATE swaptions "
+            "SET termination_amount=%s, termination_cp=%s, termination_fee=%s, "
+            "termination_date=%s "
+            "WHERE dealid=%s",
+            (
+                termination_amount or notional,
+                termination_cp or cp_code,
+                fee,
+                termination_date,
+                dealid,
+            ),
+        )
+    dawndb.commit()
     headers = (
         [
             "DealType",
@@ -339,13 +369,43 @@ def build_termination(obj):
             "ClientReference",
         ]
         + ["Reserved"] * 4
-        + ["SpecialInstructions", "AssignedCounterparty"]
-        + ["Reserved"] * 7
-        + ["GoTradeId"]
-        + ["Reserved"] * 8
-        + ["InMoney", "FeeCurrency"]
+        + ["SpecialInstructions"]
+    )
+    if termination_cp is not None:
+        headers += ["AssignedCounterparty"]
+    else:
+        headers += ["Reserved"]
+    headers += (
+        ["Reserved"] * 7 + ["GoTradeId"] + ["Reserved"] * 8 + ["InMoney", "FeeCurrency"]
+    )
+    d = {
+        "DealType": "SwaptionDeal",
+        "DealId": dealid,
+        "Action": "Update",
+        "Client": "Serenitas",
+        "SubAction": "Termination",
+        "PartialTermination": "N" if termination_amount is None else "Y",
+        "TerminationAmount": termination_amount,
+        "TerminationDate": termination_date,
+        "FeesPaid": fee if fee < 0 else None,
+        "FeesReceived": fee if fee > 0 else None,
+        "FeeCurrency": "USD",
+    }
+    if termination_cp is not None:
+        d["AssignedCounterparty"] = termination_cp
+    buf = StringIO()
+    csvwriter = csv.DictWriter(buf, headers)
+    csvwriter.writeheader()
+    csvwriter.writerow(d)
+    timestamp = datetime.datetime.now()
+    trade_type = "SwaptionDealA" if termination_cp is not None else "SwaptionDealT"
+    file_path = (
+        base_dir
+        / str(timestamp.date())
+        / f"Serenitas.ALL.{timestamp:%Y%m%d.%H%M%S}.{trade_type}.csv"
     )
-    return ["SwaptionDeal", obj["dealid"], "Update", "Serenitas", "Termination"]
+    file_path.write_bytes(buf.getvalue().encode())
+    return file_path
 
 
 def build_line(obj, trade_type="bond"):