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from serenitas.ops.trade_dataclasses import Deal
from dataclasses import dataclass, field
import datetime
from typing import Literal
from serenitas.utils.db2 import dbconn
firmness = Literal["FIRM", "INDICATIVE"]
asset_class = Literal["CD"]
@dataclass
class QuoteDetails(Deal, table_name="markit_quote_details", deal_type=None):
quotetime: datetime
quote_source: str
id: int
sender: str = None
@dataclass
class Quote(Deal, table_name="markit_quotes", deal_type=None):
quoteid: int
assetclass: asset_class
redcode: str
ticker: str
maturity: datetime.date
tenor: int
runningcoupon: int
bidconventionalspread: float
bidupfront: float
bidsize: float
askconventionalspread: float
askupfront: float
asksize: float
firmness: firmness
msg_id: str
quotedate: datetime
quotesource: str
@classmethod
def from_markit_line(cls, d):
additional_attributes = {
"maturity": datetime.date(
int(d["maturityyear"]), int(d["maturitymonth"]), int(d["maturityday"])
),
"msg_id": d["message"]["id"],
"quotedate": d["receiveddatetime"],
"quotesource": d["sourceshortname"],
"tenor": f"{d['tenor']}Y",
}
d.update(additional_attributes)
return cls.from_dict(**d)
@property
def message(self):
return QuoteDetails.from_tradeid(self.msg_id)
Quote.init_dbconn(dbconn("serenitasdb"))
Quote._sql_insert = Quote._sql_insert.replace(
"RETURNING *", "ON CONFLICT DO NOTHING RETURNING *"
)
breakpoint()
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