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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
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 "swaptions"
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):
table = instrument_table(instrument_id)
instrument_table_sql = f"UPDATE {table} SET committed=True 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, (instrument_id,))
c.execute(
submission_sql,
(
identifier,
instrument_id,
),
)
conn.commit()
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 parse_errors(fh):
errors = []
for row in reader(fh):
if len(row) == 1:
errors.append(f"{row[-1]}")
else:
errors.append(f"{row[2]}: {row[-1]}")
return errors
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 update_submission_table(conn, identifier_type, serenitas_id, identifier):
if identifier_type == "trade":
update_trade(conn, serenitas_id, identifier)
else:
update_instrument(conn, serenitas_id, identifier)
def run():
from lru import LRU
_cache = LRU(128)
sftp = SftpClient.from_creds("citco")
while True:
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:
print(fname_short)
if is_processed:
reader = DictReader(fh)
for line in reader:
(
identifier_type,
serenitas_id,
identifier,
) = get_data(line)
_insert_queue.append(
[
fname_short,
identifier_type,
identifier,
serenitas_id,
]
)
if resp := insert_todb(conn, _insert_queue):
update_submission_table(
conn, identifier_type, serenitas_id, identifier
)
em.send_email(
subject=f"(CITCO) Successfully Processed {f.filename}",
body="",
to_recipients=("fyu@lmcg.com",),
)
else:
_insert_queue.append(
[fname_short, "failed", "FAILED", "FAILED"]
)
if resp := insert_todb(conn, _insert_queue):
em.send_email(
subject=f"(CITCO) Failed Upload Selene {f.filename}",
body="\n".join(parse_errors(fh)),
to_recipients=("fyu@lmcg.com",),
)
_cache[fname_short] = None
# except (SSHException, OSError):
# breakpoint()
# sftp.client.close()
# sftp = SftpClient.from_creds("bbg")
# time.sleep(60)
if __name__ == "__main__":
run()
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