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from serenitas.utils.remote import SftpClient
from stat import S_ISREG
import re
import time
import logging
from paramiko.ssh_exception import SSHException
from serenitas.utils.db import dbconn
from csv import DictReader, reader
from serenitas.utils.exchange import ExchangeMessage, FileAttachment
from psycopg2.errors import UniqueViolation
from io import StringIO
import pandas as pd
import warnings
logger = logging.getLogger(__name__)
def get_citco_property(s):
is_processed, fname_short = s.rsplit("_", 1)
is_processed = (
is_processed.rsplit("-")[1] == "PROCESSED"
) # We have separate process for processed files and failed files
fname_short = fname_short.removesuffix(".csv")
return is_processed, fname_short
def insert_todb(conn, queue):
sql = "INSERT INTO citco_submission (fname, identifier_type, identifier, serenitas_id) VALUES (%s, %s, %s, %s)"
with conn.cursor() as c:
try:
c.executemany(sql, queue)
except UniqueViolation as e:
logger.warning(e)
conn.rollback()
return False # Committed
else:
conn.commit()
return True
def instrument_table(instrument_id):
if instrument_id.startswith("IRS"):
return "citco_irs"
elif instrument_id.startswith("SWPO_") or instrument_id.startswith("BNDO_"):
return "citco_swaption"
elif instrument_id.startswith("CDS_"):
return "citco_tranche"
elif instrument_id.startswith("TRS"):
return "citco_trs"
# Not needed for now, but maybe in the future, please leave
def trade_table(trade_id):
if trade_id.startswith("IRS"):
return "irs"
elif trade_id.startswith("SWPTN"):
return "swaption"
elif trade_id.startswith("SCCDS"):
return "cds"
elif trade_id.startswith("TRS"):
return "trs"
elif trade_id.startswith("SC_"):
return "bonds"
def update_instrument(conn, instrument_id, identifier, acked):
if table := instrument_table(instrument_id):
instrument_table_sql = (
f"UPDATE {table} SET committed=%s, status=%s where dealid=%s"
)
submission_sql = f"UPDATE citco_submission_status SET committed=True, identifier=%s where serenitas_id=%s and identifier is NULL and identifier_type='instrument'"
with conn.cursor() as c:
c.execute(
instrument_table_sql,
(
acked,
"Acknowledged" if acked else "Failed",
instrument_id,
),
)
c.execute(
submission_sql,
(
identifier,
instrument_id,
),
)
conn.commit()
else:
breakpoint()
print(instrument_id)
def update_trade(conn, trade_id, identifier):
submission_sql = f"UPDATE citco_submission_status SET committed=True, identifier=%s where serenitas_id=%s and identifier is NULL and identifier_type='trade'"
with conn.cursor() as c:
c.execute(
submission_sql,
(
identifier,
trade_id,
),
)
conn.commit()
def get_data(line):
if line["Internal_Order_Id"]: # This is a trade
identifier_type = "trade"
serenitas_id = line["External_Order_Id"]
identifier = line["Internal_Order_Id"]
else:
identifier_type = "instrument"
serenitas_id = line["External_Security_Id"]
identifier = line["Internal_Security_Id"]
return identifier_type, serenitas_id, identifier
def get_failed_data(line):
if len(line) == 1:
return ("failed", line[-1])
elif line[1]: # Trade upload
return ("trade", line[2])
elif (
not line[1] and line[2]
): # Instrument upload, just mark as failed if it's a single error message
return ("instrument", line[2])
else:
return ("failed", line[-1])
def update_submission_table(
conn, identifier_type, serenitas_id, identifier, acked=True
):
if identifier_type == "trade":
update_trade(conn, serenitas_id, identifier)
elif identifier_type == "failed":
warnings.warn(f"failed: {serenitas_id}")
else:
update_instrument(conn, serenitas_id, identifier, acked)
def process_failed_files(fh, _insert_queue, fname_short):
csv_reader = reader(fh)
errors = []
for line in csv_reader:
if "header line" in line[-1]:
continue
instrument, serenitas_id = get_failed_data(line)
_insert_queue.append(
[
fname_short,
instrument,
"failed",
serenitas_id,
]
)
errors.append(f"{serenitas_id}: {line[-1]}")
return errors
def process_processed_file(fh, _insert_queue, fname_short):
dict_reader = DictReader(fh)
for line in dict_reader:
(
identifier_type,
serenitas_id,
identifier,
) = get_data(line)
_insert_queue.append(
[
fname_short,
identifier_type,
identifier,
serenitas_id,
]
)
return identifier
def _update_table(conn, _insert_queue, is_processed):
resp = []
for row in _insert_queue:
if "header line" in row or (
row[2] != "failed" and not is_processed
): # short file
continue
update_submission_table(conn, row[1], row[3], row[2], is_processed)
resp.append(f"{row[1]}: {row[2]}, {row[3]}{'' if is_processed else row[-1]}")
return resp
def file_process(
fh,
fname_short,
is_processed,
conn,
):
em = ExchangeMessage()
_insert_queue = []
if is_processed:
process_processed_file(fh, _insert_queue, fname_short)
else:
errors = process_failed_files(fh, _insert_queue, fname_short)
if insert_todb(conn, _insert_queue):
if resp := _update_table(conn, _insert_queue, is_processed):
em.send_email(
f"(CITCO) UPLOAD {'success' if is_processed else 'fail'}",
"\n".join(resp if is_processed else errors),
("fyu@lmcg.com",),
)
def run():
from lru import LRU
_cache = LRU(128)
sftp = SftpClient.from_creds("citco")
while True:
try:
conn = dbconn("dawndb")
em = ExchangeMessage()
sftp.client.chdir("/outgoing/notifications")
for f in sftp.client.listdir_iter():
if S_ISREG(f.st_mode):
is_processed, fname_short = get_citco_property(f.filename)
if fname_short not in _cache:
_insert_queue = []
with sftp.client.open(f.filename) as fh:
file_process(fh, fname_short, is_processed, conn)
_cache[fname_short] = None
except (SSHException, OSError):
sftp.client.close()
sftp = SftpClient.from_creds("citco")
time.sleep(60)
if __name__ == "__main__":
run()
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