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import csv
import datetime
import pathlib
from csv_headers.citco import GTL, GIL
from serenitas.utils.remote import FtpClient, SftpClient
from serenitas.utils.exchange import ExchangeMessage, FileAttachment
from io import StringIO
from pickle import dumps
from typing import Tuple, Union
from serenitas.utils.env import DAILY_DIR
from .file_gen import build_line
from .trade_dataclasses import DealKind
from .headers import get_headers, MTM_HEADERS
class Fund:
staging_queue = []
_registry = {}
filepath_pattern = None
def __class_getitem__(cls, fund_name: str):
return cls._registry[fund_name]
def __init_subclass__(cls, fund_name: str):
cls.name = fund_name
cls._registry[fund_name] = cls
@classmethod
def build_buffer(cls, trade_type):
buf = StringIO()
csvwriter = csv.writer(buf)
cls.set_headers(trade_type)
csvwriter.writerow(cls.headers)
csvwriter.writerows(
[[obj.get(h) for h in cls.headers] for obj in cls.staging_queue]
)
buf = buf.getvalue().encode()
dest = cls.get_filepath(DAILY_DIR, trade_type)
dest.parent.mkdir(exist_ok=True)
dest.write_bytes(buf)
return buf, dest
@classmethod
def set_headers(cls, trade_type):
cls.headers = get_headers(trade_type, cls.name)
@classmethod
def stage(cls, trade, *, trade_type, **kwargs):
cls.staging_queue.append(build_line(trade, trade_type, cls.name))
@classmethod
def get_filepath(
cls,
base_dir: pathlib.Path,
trade_type: Union[str, Tuple[str, str]],
) -> pathlib.Path:
d = {
"bond": "Mortgages",
"cds": "CreditDefaultSwapDeal",
"swaption": "SwaptionDeal",
"future": "Future",
"wire": "CashFlowDeal",
"spot": "SpotDeal",
"fx_swap": "FxSwapDeal",
"capfloor": "CapFloor",
"repo": "RepoDeal",
"iam": "IamDeal",
"trs": "TRSDeal",
"irs": "IRSDeal",
}
if cls is MTM:
trade_tag = "TRN" if trade_type == "cds" else "CDISW"
else:
if isinstance(trade_type, tuple):
trade_tag = d[trade_type[0]] + trade_type[1]
else:
trade_tag = d[trade_type]
timestamp = datetime.datetime.now()
return (
base_dir
/ str(timestamp.date())
/ cls.filepath_pattern.format(timestamp=timestamp, trade_tag=trade_tag)
)
class Serenitas(Fund, fund_name="SERCGMAST"):
filepath_pattern = "Serenitas.ALL.{timestamp:%Y%m%d.%H%M%S}.{trade_tag}.csv"
@staticmethod
def upload(buf, dest):
ftp = FtpClient.from_creds("globeop", folder="incoming")
ftp.put(buf, dest)
class Brinker(Fund, fund_name="BRINKER"):
filepath_pattern = "LMCG_BBH_SWAP_TRADES_P.{timestamp:%Y%m%d%H%M%S}.csv"
@staticmethod
def upload(buf, dest):
sftp = SftpClient.from_creds("bbh")
sftp.put(buf, dest)
class Bowdst(Fund, fund_name="BOWDST"):
filepath_pattern = "Bowdst.ALL.{timestamp:%Y%m%d.%H%M%S}.{trade_tag}.csv"
@staticmethod
def upload(buf, dest):
sftp = SftpClient.from_creds("hm_globeop", folder="incoming")
sftp.put(buf, dest)
em = ExchangeMessage()
recipients = ("hm-operations@bnymellon.com",)
em.send_email(
"Trade file",
"",
to_recipients=recipients,
cc_recipients=("bowdoin-ops@lmcg.com",),
attach=(FileAttachment(name=dest, content=buf),),
)
class Selene(Fund, fund_name="ISOSEL"):
filepath_pattern = "innocap_serenitas_trades_{timestamp:%Y%m%d%H%M%S}.csv"
headers = GTL
@classmethod
def set_headers(cls, trade_type):
if trade_type == "product":
cls.headers = GIL
cls.filepath_pattern = "i.innocap_serenitas.{timestamp:%Y%m%d%H%M%S}.csv"
@staticmethod
def upload(buf, dest):
sftp = SftpClient.from_creds("citco", folder="incoming")
sftp.put(buf, dest)
@classmethod
def stage(cls, trade, *, trade_type, redis_pipeline, **kwargs):
obj = DealKind[trade_type].from_dict(**trade)
if (
(trade_type not in ("cds", "irs", "swaption", "trs"))
or (trade_type == "cds" and obj.attach is None)
or obj.product.status == "Acknowledged"
):
cls.staging_queue.append(obj.to_citco(trade["action"]))
else:
redis_pipeline.rpush("product_queue", dumps((trade_type, trade)))
class MTM(Fund, fund_name="MTM"):
filepath_pattern = "MTM.{timestamp:%Y%m%d.%H%M%S}.{trade_tag}.csv"
@classmethod
def set_headers(cls, trade_type):
cls.headers = MTM_HEADERS[trade_type]
@classmethod
def stage(cls, trade, *, trade_type, **kwargs):
obj = DealKind[trade_type].from_dict(**trade)
cls.staging_queue.append(obj.to_markit())
@staticmethod
def upload(buf, dest):
sftp = SftpClient.from_creds("mtm")
sftp.put(buf, dest)
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