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path: root/python/api_quotes/__main__.py
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import logging
import argparse
from json.decoder import JSONDecodeError
import datetime

from .api import MarkitAPI
from .quotes import MarkitQuoteKind

logger = logging.getLogger(__name__)

if __name__ == "__main__":
    parser = argparse.ArgumentParser()
    parser.add_argument(
        "--start_from",
        type=datetime.date.fromisoformat,
        default=None,
        nargs="?",
    )
    args = parser.parse_args()
    for asset_class in (
        "ABS",
        "CD",
        "TRS",
    ):
        # We must add one day to include the day we start from
        if args.start_from:
            after = (
                int((args.start_from + datetime.timedelta(days=1)).strftime("%s"))
                * 1000
            )
        else:
            after = None
        while True:
            try:
                if data := MarkitAPI.get_data(asset_class, after):
                    for row in data:
                        try:
                            quote = MarkitQuoteKind[asset_class].from_markit_line(row)
                        except ValueError as e:
                            logger.error(f"Couldn't parse {row['quoteid']}: {e}")
                        else:
                            quote.stage()
                    quote.commit()
                    # The after is specific so that we can avoid skipping any quotes
                    # We would also get stuck sometimes without the quoteid being specified
                    after = (
                        f"{row['receiveddatetime']},{asset_class}-9480-{row['quoteid']}"
                    )
                else:
                    break
            except JSONDecodeError:
                logger.error(f"Issue with {asset_class}: {after}")
            except AttributeError:
                MarkitAPI.update_api_key()