def persist_fx_rates(self,
asset_manager_id,
business_date,
fx_rates,
update_existing_rates=True):
"""
:param asset_manager_id:
:param business_date: The business date for which these are rates. Not really needed, could be derived...
:param fx_rates:
:param update_existing_rates:
:return:
"""
self.logger.info(
'Persist FX Rates - Asset Manager: %s - Business Date: %s',
asset_manager_id, business_date)
url = '%s/fx-rates/%s/%s' % (self.endpoint, asset_manager_id,
business_date.isoformat())
params = {'update_existing_rates': update_existing_rates}
fx_rates_json = [fx_rate.to_interface() for fx_rate in fx_rates]
response = self.session.post(url, params=params, json=fx_rates_json)
if response.ok:
fx_rates = [
json_to_fx_rate(fx_rate) for fx_rate in response.json()
]
return fx_rates
else:
self.logger.error(response.text)
response.raise_for_status()
def retrieve_fx_rates(self, asset_manager_id, business_date, asset_ids=None):
self.logger.info('Retrieve FX Rates - Asset Manager: %s - Business Date: %s', asset_manager_id, business_date)
url = '%s/fx-rates/%s/%s' % (self.endpoint, asset_manager_id, business_date.isoformat())
params = {'asset_ids': ','.join(asset_ids)} if asset_ids else {}
response = self.session.get(url=url, params=params)
if response.ok:
fx_rates = [json_to_fx_rate(fx_rate) for fx_rate in response.json()]
self.logger.info('Returned %s FX Rates.', len(fx_rates))
return fx_rates
else:
self.logger.error(response.text)
response.raise_for_status()
def search_fx_rates(self,
asset_manager_id,
client_ids=None,
asset_ids=None,
rate_types=None,
rate_statuses=None,
business_date_start=None,
business_date_end=None,
rate_timestamp_start=None,
rate_timestamp_end=None):
self.logger.info('Search FX Rates - Asset Manager: %s',
asset_manager_id)
url = '%s/fx-rates/%s' % (self.endpoint, asset_manager_id)
params = {}
if client_ids:
params['client_ids'] = ','.join(client_ids)
if asset_ids:
params['asset_ids'] = ','.join(asset_ids)
if rate_types:
params['rate_types'] = ','.join(rate_types)
if rate_statuses:
params['rate_statuses'] = ','.join(rate_statuses)
if business_date_start:
params['business_date_start'] = business_date_start.date(
).isoformat()
if business_date_end:
params['business_date_end'] = business_date_end.date().isoformat()
if rate_timestamp_start:
params['rate_timestamp_start'] = rate_timestamp_start.strftime(
'%H:%m:%s')
if rate_timestamp_end:
params['rate_timestamp_end'] = rate_timestamp_end.strftime(
'%H:%m:%s')
response = self.session.get(url=url, params=params)
if response.ok:
fx_rates = [
json_to_fx_rate(fx_rate) for fx_rate in response.json()
]
self.logger.info('Returned %s FX Rates.', len(fx_rates))
return fx_rates
else:
self.logger.error(response.text)
response.raise_for_status()
