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-rw-r--r--python/book_bbg.py5
1 files changed, 3 insertions, 2 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py
index 3ba4179b..a0cd337f 100644
--- a/python/book_bbg.py
+++ b/python/book_bbg.py
@@ -93,6 +93,7 @@ class Bbg:
"Covered",
"Passed",
"Other",
+ "TrAway",
):
raise ValueError("Rejected trade")
line = {"bbg_ticket_id": bbg_id, **row}
@@ -109,11 +110,11 @@ class BondTicket(Bbg, ticket_type="BOND"):
@staticmethod
def trade_class(row):
- return BondDeal if row["Side"] in ("B", "S") else IRSDeal
+ return BondDeal
class IRSTicket(Bbg, ticket_type="IRS"):
- _sql_insert = f"INSERT INTO irs_tickets VALUES({','.join(['%s'] * 24)})"
+ _sql_insert = f"INSERT INTO irs_tickets VALUES({','.join(['%s'] * 23)})"
@staticmethod
def trade_class(row):