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from typing import ClassVar, Literal
from dataclasses import field, dataclass
import datetime
import re
import xml.etree.ElementTree as ET
from io import BytesIO
from functools import lru_cache
from psycopg.errors import UniqueViolation
from zoneinfo import ZoneInfo
import csv
from collections import defaultdict
from serenitas.ops.trade_dataclasses import Deal
from serenitas.utils.remote import Client, SftpClient, FtpClient
from .utils import QuantifiMonitor, CitcoMonitor
class Remote:
_client: ClassVar
@classmethod
def check_cache(cls):
if cls.process.cache_info().currsize == cls.process.cache_info().maxsize:
if (cls.process.cache_info().misses / cls.process.cache_info().hits) > 0.5:
raise ValueError(
"Too many files in the SFTP compared to cache max size"
)
@classmethod
def init_client(cls, client_name, folder=None):
cls._client = Client.from_creds(client_name)
if folder:
if isinstance(cls._client, SftpClient):
cls._client.client.chdir(folder)
elif isinstance(cls._client, FtpClient):
cls._client.client.cwd(folder)
@dataclass
class QuantifiRemote(
Deal,
Remote,
deal_type=None,
table_name="quantifi_submission",
):
uploadtime: datetime
filename: str
errors: int
warnings: int
successes: int
total: int
id: int = field(default=None, metadata={"insert": False})
@classmethod
@lru_cache(1280)
def process(cls, fname):
if fname.startswith("kickout"): # We only want to process status messages here
return
buf = BytesIO()
cls._client.client.retrbinary(f"RETR /OUTGOING/status/{fname}", buf.write)
buf.seek(0)
parse = ET.parse(buf)
data = {key: value for key, value in parse.getroot().items()}
data = data | {
"uploadtime": cls.extract_ts(fname),
"filename": fname.removesuffix(".xml"),
"total": data["items"],
}
item = cls.from_dict(**data)
item.stage()
try:
item.commit()
except UniqueViolation:
item._conn.rollback()
else:
QuantifiMonitor.stage(data)
buf.seek(0)
QuantifiMonitor.email(
fname.removesuffix(".xml"), int(data["errors"]) > 0, buf.getvalue()
)
QuantifiMonitor._staging_queue.clear()
finally:
item._insert_queue.clear()
@classmethod
def init_client(cls):
super().init_client("quantifi", "/OUTGOING/status")
@staticmethod
def extract_ts(filename):
timestamp = re.search(
r"\d{4}-\d{2}-\d{2}T\d{2}_\d{2}_\d{2}\.\d+", filename
).group()
timestamp = timestamp.replace("_", ":")
timestamp = timestamp[:-3]
timestamp = datetime.datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%f")
return timestamp
@dataclass
class CitcoSubmission(Deal, Remote, deal_type=None, table_name="citco_submission2"):
identifier_type: Literal["trade", "instrument"]
citco_id: str
serenitas_id: str
submit_date: datetime.datetime
process_date: datetime.date
id: int = field(default=None, metadata={"insert": False})
@classmethod
@lru_cache(1280)
def process(cls, fname):
file_type, status, submit_date, process_date = cls.get_file_status(fname)
if status:
if file_type == "trade":
key = "Order"
elif file_type == "instrument":
key = "Security"
with cls._client.client.open(fname) as fh:
for row in csv.DictReader(fh):
trade = cls(
file_type,
row[f"Internal_{key}_Id"],
row[f"External_{key}_Id"],
submit_date,
process_date,
)
trade.stage()
else:
with cls._client.client.open(fname) as fh:
next(fh)
for row in csv.reader(fh):
id_or_error = row[2] if len(row) > 2 else row[-1]
trade = cls(
"failed",
row[-1],
id_or_error,
submit_date,
process_date,
)
trade.stage()
remote_file = cls._client.client.open(fname, "r")
buf = BytesIO(remote_file.read())
buf.seek(0)
if newvals := cls.commit():
for newval in newvals:
CitcoMonitor.stage(newval._asdict())
CitcoMonitor.email(fname, buf.getvalue())
@classmethod
def update_citco_tables(cls, newvals):
d = defaultdict(list)
for row in newvals:
if row.identifier_type == "instrument":
d[cls.instrument_table(row.serenitas_id)].append((row.serenitas_id,))
for table, v in d.items():
sql_str = f"UPDATE {table} SET committed=True, status='Acknowledged' WHERE dealid=%s"
with cls._conn.cursor() as c:
c.executemany(sql_str, v)
cls._conn.commit()
@classmethod
def commit(cls):
if not cls._insert_queue:
return
with cls._conn.cursor() as c:
c.executemany(cls._sql_insert, cls._insert_queue, returning=True)
newvals = []
while True:
if val := c.fetchone():
newvals.append(val)
if not c.nextset():
break
cls._conn.commit()
if newvals:
cls.update_citco_tables(newvals)
return newvals
@staticmethod
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"
@staticmethod
def get_file_status(s):
if m := re.match(r"([^\d]*)(\d*)-(PROCESSED|FAILED)_([^-]*)", s):
orig_name, submit_date, status, process_date = m.groups()
else:
raise ValueError(f"Can't parse status from file {s}")
zone = ZoneInfo("America/New_York")
submit_date = datetime.datetime.strptime(submit_date, "%Y%m%d%H%M%S").replace(
tzinfo=zone
)
process_date = datetime.datetime.strptime(process_date, "%Y%m%d%H%M%S").replace(
tzinfo=datetime.timezone.utc
)
if orig_name == ("innocap_serenitas_trades_"):
file_type = "trade"
elif orig_name == "i.innocap_serenitas.":
file_type = "instrument"
else:
raise ValueError(f"error with {s}")
return file_type, "PROCESSED" in s, submit_date, process_date
CitcoSubmission._sql_insert = CitcoSubmission._sql_insert.replace(
"RETURNING *",
"ON CONFLICT (identifier_type, submit_date, process_date, citco_id) DO NOTHING RETURNING *",
)
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