1 files changed, 3 insertions, 108 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py
index 40732386..2728fb11 100644
--- a/python/mtm_upload.py
+++ b/python/mtm_upload.py
@@ -6,112 +6,7 @@ from serenitas.utils.remote import SftpClient
 from serenitas.analytics.dates import next_business_day
 import datetime
 from trade_dataclasses import CDSDeal, SwaptionDeal
-
-mtm_headers = {
-    "tranche": [
-        "Swap ID",
-        "Allocation ID",
-        "Description",
-        "Broker Id",
-        "DTCC CounterParty ID",
-        "Trade ID",
-        "Trade Date",
-        "Effective Date",
-        "Settle Date",
-        "Maturity Date",
-        "Account Abbreviation",
-        "1st Leg Notional",
-        "Currency Code",
-        "1st Leg Rate",
-        "Initial Payment",
-        "Initial Payment Currency",
-        "Original Issue Date",
-        "Interest Payment Method Description",
-        "First Payment Date",
-        "Product Type",
-        "Product Sub Type",
-        "Transaction Type",
-        "Protection",
-        "Transaction Code",
-        "Remaining Party",
-        "DTCC Remaining CounterParty ID",
-        "Independent Amount (%)",
-        "Independent Amount ($)",
-        "RED",
-        "Issuer Name",
-        "Settlement Amount",
-        "Trader",
-        "Executing Broker",
-        "Dealer Trade ID",
-        "Notes",
-        "Parent Transaction Code",
-        "Parent Trade Date",
-        "Parent Notional",
-        "Parent Currency Code",
-        "Parent Net Amount",
-        "Parent Effective Date",
-        "Parent First Payment Date",
-        "Parent Settle Date",
-        "ComplianceHubAction",
-        "DTCC Ineligible",
-        "Master Document Date",
-        "Master Document Version",
-        "Include Contractual Supplement",
-        "Contractual Supplement",
-        "Supplement Date",
-        "Entity Matrix",
-        "Entity Matrix Date",
-        "Modified Equity Delivery",
-        "Calculation Agent Business Center",
-        "Calculation Agent",
-        "Attachment Point",
-        "Exhaustion Point",
-        "Strategy",
-        "First Payment Period Accrual Start Date",
-        "TieOut Ineligible",
-        "Electronic Consent Ineligible",
-        "External OMS ID",
-        "Independent Amount Currency",
-        "Independent Amount Payer",
-        "Trade Revision",
-        "Alternate Swap ID",
-        "Alternate Trade ID",
-        "Definitions Type",
-    ],
-    "swaption": [
-        "Swap ID",
-        "Broker Id",
-        "Trade ID",
-        "Trade Date",
-        "Settle Date",
-        "Supplement Date",
-        "Supplement 2 Date",
-        "Maturity Date",
-        "Account Abbreviation",
-        "1st Leg Notional",
-        "Currency Code",
-        "1st Leg Rate",
-        "Initial Payment Currency",
-        "Initial Payment",
-        "Product Type",
-        "Transaction Type",
-        "Transaction Code",
-        "Independent Amount (%)",
-        "RED",
-        "Issuer Name",
-        "Entity Matrix",
-        "Definitions Type",
-        "Swaption Expiration Date",
-        "Strike Price",
-        "Swaption Settlement Type",
-        "Master Document Date",
-        "OptionBuySellIndicator",
-        "Clearing House",
-        "Protection",
-        "Swaption Quotation Rate Type",
-        "Effective Date",
-    ],
-}
+from headers import MTM_HEADERS
 
 
 def rename_keys(d, mapping):
@@ -177,13 +72,13 @@ def tranche_term_trades(conn):
 
 
 def build_line(obj, asset_type):
-    return [obj.get(h, None) for h in mtm_headers[asset_type]]
+    return [obj.get(h, None) for h in MTM_HEADERS[asset_type]]
 
 
 def process_upload(trades, asset_type, upload):
     buf = StringIO()
     csvwriter = csv.writer(buf)
-    csvwriter.writerow(mtm_headers[asset_type])
+    csvwriter.writerow(MTM_HEADERS[asset_type])
     csvwriter.writerows(build_line(trade, asset_type) for trade in trades)
     buf = buf.getvalue().encode()
     fname = f"MTM.{datetime.datetime.now():%Y%m%d.%H%M%S}.{asset_type.capitalize()}.csv"