diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/api_quotes/quotes.py | 30 |
1 files changed, 23 insertions, 7 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py index 3925ff9d..599ef493 100644 --- a/python/api_quotes/quotes.py +++ b/python/api_quotes/quotes.py @@ -19,8 +19,28 @@ def maturity_dt(d): return +class MarkitQuoteKind: + def __class_getitem__(cls, trade_type: str): + match trade_type: + case "CD": + return Quote + + +class MarkitQuote(Deal, table_name=None, deal_type=None): + @classmethod + def from_markit_line(cls, d): + base_attributes = { + "msg_id": d["message"]["id"], + "quotedate": datetime.datetime.fromtimestamp( + d["receiveddatetime"] / 1000 + ).replace(tzinfo=datetime.timezone.utc), + "quotesource": d["sourceshortname"], + } + return base_attributes + + @dataclass -class Quote(Deal, table_name="markit_singlename_quotes", deal_type=None): +class Quote(MarkitQuote, table_name="markit_singlename_quotes", deal_type=None): quoteid: int msg_id: str quotesource: str @@ -41,16 +61,12 @@ class Quote(Deal, table_name="markit_singlename_quotes", deal_type=None): @classmethod def from_markit_line(cls, d): + base_attributes = super().from_markit_line(d) additional_attributes = { "maturity": maturity_dt(d), - "msg_id": d["message"]["id"], - "quotedate": datetime.datetime.fromtimestamp( - d["receiveddatetime"] / 1000 - ).replace(tzinfo=datetime.timezone.utc), - "quotesource": d["sourceshortname"], "tenor": f"{d['tenor']}Y", } - d.update(additional_attributes) + d.update(base_attributes | additional_attributes) return cls.from_dict(**d) @property |