def book_transfer(self, asset_manager_id, asset_id, source_book_id, target_book_id, wash_book_id, quantity, price,
currency):
"""
A method for moving between books. The convention is always *from* the source, *to* the target.
Two transactions are booked - one against each
:param asset_manager_id: The owning asset manager id.
:param asset_id: The asset being transferred.
:param source_book_id: The book id of the source.
:param target_book_id: The book id of the target.
:param wash_book_id: The book id of the wash book which will be the counterparty for the two sides.
:param quantity: The quantity to transfer.
:param price: The price at which to make the transfer. Typically T-1 EOD price or current market price.
:param currency: The currency for the transfer price.
:return:
"""
url = '%s/book_transfer/%s' % (self.endpoint, asset_manager_id)
body = {'asset_id': asset_id, 'source_book_id': source_book_id, 'target_book_id': target_book_id,
'wash_book_id': wash_book_id, 'quantity': quantity, 'price': price, 'currency': currency}
response = self.session.post(url, data=json.dumps(body, default=json_handler), headers=self.json_header)
if response.ok:
deliver_json, receive_json = response.json()
return json_to_transaction(deliver_json), json_to_transaction(receive_json),
else:
self.logger.error(response.text)
response.raise_for_status()
def retrieve_netting_set(self, asset_manager_id, transaction_id):
"""
Returns all the transaction_ids associated with a single netting set. Pass in the ID for any transaction in
the set.
:param asset_manager_id: The asset_manager_id for the netting set owner.
:param transaction_id: A transaction_id of an entry within the netting set.
:return:
"""
self.logger.info(
'Retrieve Netting Set - Asset Manager: %s - Transaction ID: %s',
asset_manager_id, transaction_id)
url = '%s/netting/%s/%s' % (self.endpoint, asset_manager_id,
transaction_id)
response = self.session.get(url)
if response.ok:
net_transaction_id, netting_set_json = next(
iter(response.json().items()))
netting_set = [
json_to_transaction(net_transaction)
for net_transaction in netting_set_json
]
self.logger.info('Returned %s Transactions in Netting Set.',
len(netting_set))
return net_transaction_id, netting_set
else:
self.logger.error(response.text)
response.raise_for_status()
def net_transactions(self,
asset_manager_id,
transaction_ids,
netting_type='Net'):
"""
:param asset_manager_id: The asset_manager_id of the netting set owner
:param transaction_ids: A list of transaction_ids to net
:param netting_type:
:return:
"""
self.logger.info(
'Net Transactions - Asset Manager: %s - Transaction IDs: %s',
asset_manager_id, transaction_ids)
url = '%s/netting/%s' % (self.endpoint, asset_manager_id)
params = {'netting_type': netting_type}
response = self.session.post(url, params=params, json=transaction_ids)
if response.ok:
net_transaction = json_to_transaction(response.json())
self.logger.info('Net Created - Transaction: %s',
net_transaction.transaction_id)
return net_transaction
else:
self.logger.error(response.text)
response.raise_for_status()
def allocate_transaction(self, asset_manager_id, transaction_id,
allocation_type, allocation_dicts):
"""
:param asset_manager_id:
:param transaction_id:
:param allocation_type:
:param allocation_dicts:
:return:
"""
self.logger.info(
'Allocate Transaction - Asset Manager: %s - Transaction ID: %s',
asset_manager_id, transaction_id)
url = '%s/allocations/%s/%s' % (self.endpoint, asset_manager_id,
transaction_id)
params = {'allocation_type': allocation_type}
response = self.session.post(url,
params=params,
data=json.dumps(allocation_dicts,
default=json_handler),
headers=self.json_header)
if response.ok:
allocations = [
json_to_transaction(json_allocation)
for json_allocation in response.json()
]
allocation_ids = [
allocation.transaction_id for allocation in allocations
]
self.logger.info('%s Allocations Created - Transactions: %s',
len(allocations), allocation_ids)
return allocations
else:
self.logger.error(response.text)
response.raise_for_status()
def create_many(self, transactions):
if type(transactions) is not list:
raise ValueError(
'Error - create_many takes in a list of transactions instead of single transaction'
)
transactions_json = []
# check to ensure all transactions have the same asset_manager_id
asset_manager_id = transactions[0].asset_manager_id
for transaction in transactions:
transactions_json.append(transaction.to_interface())
if transaction.asset_manager_id != asset_manager_id:
raise AttributeError(
'Check failed - Not all transactions have the same asset manager ID.'
)
self.logger.info('Multple new Transactions - Asset Manager: %s',
asset_manager_id)
url = '%s/transactions/%s' % (self.endpoint, asset_manager_id)
response = self.session.post(url, json=transactions_json)
if response.ok:
transactions = []
for transaction_json in response.json():
transactions.append(json_to_transaction(transaction_json))
return transactions
else:
self.logger.error(response.text)
response.raise_for_status()
def transactions_by_asset_manager(self, asset_manager_id):
self.logger.info('Retrieve Transactions by Asset Manager: %s', asset_manager_id)
url = '%s/transactions/%s' % (self.endpoint, asset_manager_id)
response = self.session.get(url)
if response.ok:
transactions = [json_to_transaction(json_transaction) for json_transaction in response.json()]
self.logger.info('Returned %s Transactions.', len(transactions))
return transactions
else:
self.logger.error(response.text)
response.raise_for_status()
def partial(self, asset_manager_id, transaction_id, updates):
self.logger.info('Partial Amend Transaction - Asset Manager: %s - Transaction ID: %s', asset_manager_id,
transaction_id)
url = '%s/transactions/%s/%s' % (self.endpoint, asset_manager_id, transaction_id)
response = self.session.patch(url, data=json.dumps(updates, default=json_handler), headers=self.json_header)
if response.ok:
transaction = json_to_transaction(response.json())
return transaction
else:
self.logger.error(response.text)
response.raise_for_status()
def amend(self, transaction):
self.logger.info('Amend Transaction - Asset Manager: %s - Transaction ID: %s', transaction.asset_manager_id,
transaction.transaction_id)
url = '%s/transactions/%s/%s' % (self.endpoint, transaction.asset_manager_id, transaction.transaction_id)
response = self.session.put(url, json=transaction.to_interface())
if response.ok:
transaction = json_to_transaction(response.json())
return transaction
else:
self.logger.error(response.text)
response.raise_for_status()
def retrieve(self, asset_manager_id, transaction_id, version=None):
self.logger.info('Retrieve Transaction - Asset Manager: %s - Transaction ID: %s', asset_manager_id,
transaction_id)
url = '%s/transactions/%s/%s' % (self.endpoint, asset_manager_id, transaction_id)
if version:
url += '?version=%d' % int(version)
response = self.session.get(url)
if response.ok:
return json_to_transaction(response.json())
else:
self.logger.error(response.text)
response.raise_for_status()
def search(self, asset_manager_id, transaction_ids=[], transaction_statuses=[],
asset_book_ids=[], counterparty_book_ids=[], asset_ids=[], transaction_date_start=None,
transaction_date_end=None, code_types=[], code_values=[], link_types=[], linked_transaction_ids=[],
party_types=[], party_ids=[], reference_types=[], reference_values=[], client_ids=[],
page_no=None, page_size=None):
self.logger.info('Search Transactions - Asset Manager: %s', asset_manager_id)
search_params = {}
# Potentially roll this into a loop through args rather than explicitly named - depends on additional validation
if transaction_ids:
search_params['transaction_ids'] = ','.join(transaction_ids)
if transaction_statuses:
search_params['transaction_statuses'] = ','.join(transaction_statuses)
if asset_book_ids:
search_params['asset_book_ids'] = ','.join(asset_book_ids)
if counterparty_book_ids:
search_params['counterparty_book_ids'] = ','.join(counterparty_book_ids)
if asset_ids:
search_params['asset_ids'] = ','.join(asset_ids)
if transaction_date_start:
search_params['transaction_date_start'] = transaction_date_start
if transaction_date_end:
search_params['transaction_date_end'] = transaction_date_end
if code_types:
search_params['code_types'] = ','.join(code_types)
if code_values:
search_params['code_values'] = ','.join(code_values)
if link_types:
search_params['link_types'] = ','.join(link_types)
if linked_transaction_ids:
search_params['linked_transaction_ids'] = ','.join(linked_transaction_ids)
if party_types:
search_params['party_types'] = ','.join(party_types)
if party_ids:
search_params['party_ids'] = ','.join(party_ids)
if reference_types:
search_params['reference_types'] = ','.join(reference_types)
if reference_values:
search_params['reference_values'] = ','.join(reference_values)
if client_ids:
search_params['client_ids'] = ','.join(client_ids)
if page_no is not None:
search_params['page_no'] = page_no
if page_size:
search_params['page_size'] = page_size
url = '%s/transactions/%s' % (self.endpoint, asset_manager_id)
response = self.session.get(url, params=search_params)
if response.ok:
transactions = [json_to_transaction(json_transaction) for json_transaction in response.json()]
self.logger.info('Returned %s Transactions.', len(transactions))
return transactions
else:
self.logger.error(response.text)
response.raise_for_status()
def get_pnl_transactions(self, book_id, asset_manager_id, start_date, end_date):
self.logger.info('Retrieving transactions for PnL - Asset Manager: %s - Book ID: %s'%(asset_manager_id, book_id))
url = '%s/pnl_transactions/%s' % (self.endpoint, asset_manager_id)
search_params = {'asset_manager_id': asset_manager_id,
'start_date': start_date,
'book_id': book_id,
'end_date': end_date}
response = self.session.get(url, params=search_params)
if response.ok:
transactions = [json_to_transaction(json_transaction) for json_transaction in response.json()]
self.logger.info('Returned %s Transactions.', len(transactions))
return transactions
else:
self.logger.error(response.text)
response.raise_for_status()
def retrieve_transaction_allocations(self, asset_manager_id, transaction_id):
"""
:param asset_manager_id:
:param transaction_id:
:return:
"""
self.logger.info('Retrieve Allocations - Asset Manager: %s - Transaction ID: %s', asset_manager_id,
transaction_id)
url = '%s/allocations/%s/%s' % (self.endpoint, asset_manager_id, transaction_id)
response = self.session.get(url)
if response.ok:
allocations = [json_to_transaction(json_allocation) for json_allocation in response.json()]
self.logger.info('Returned %s Allocations.', len(allocations))
return allocations
else:
self.logger.error(response.text)
response.raise_for_status()
def test_JsonToTransaction(self):
transaction = generate_transaction()
json_transaction = transaction.to_json()
gen_transaction = json_to_transaction(json_transaction)
self.assertEqual(gen_transaction, transaction)