def insert_QuoteRequest(j_transaction, session):
insert_transaction_message(j_transaction, session)
quote_request_msg = messages.parse_from_json(json.dumps(j_transaction))
quote_request = tables.QuoteRequest(quote_request_msg)
session.add(quote_request)
session.commit()
quote_req_id = quote_request.quote_req_id
update_transaction_with_blotter_like_info(session, quote_req_id)
def get_transaction(msg_type, msg_id):
result = databus.get(f'Transactions/Messages/{msg_type}/{msg_id}')
if result:
j = json.loads(result)
msg = messages.parse_from_json(j.get('msg'))
return msg, j.get('details')
return None, None
def insert_ExecReport(j_transaction, session):
update_transaction(j_transaction, session)
exec_report_msg = messages.parse_from_json(json.dumps(j_transaction))
exec_report = tables.ExecReport(exec_report_msg)
session.add(exec_report)
session.commit()
quote_req_id = exec_report.quote_req_id
update_transaction_with_blotter_like_info(session, quote_req_id)
def insert_NewOrder(j_transaction, session):
update_transaction(j_transaction, session)
new_order_msg = messages.parse_from_json(json.dumps(j_transaction))
new_order = tables.NewOrder(new_order_msg)
session.add(new_order)
session.commit()
quote_req_id = new_order.quote_req_id
update_transaction_with_blotter_like_info(session, quote_req_id)
def insert_QuoteCancel(j_transaction, session):
update_transaction(j_transaction, session)
quote_cancel_msg = messages.parse_from_json(json.dumps(j_transaction))
quote_cancel = tables.QuoteCancel(quote_cancel_msg)
session.add(quote_cancel)
session.commit()
quote_req_id = quote_cancel.quote_req_id
update_transaction_with_blotter_like_info(session, quote_req_id)
def insert_ExecAck(j_transaction, session):
update_transaction(j_transaction, session)
exec_ack_msg = messages.parse_from_json(json.dumps(j_transaction))
exec_ack = tables.ExecAck(exec_ack_msg)
session.add(exec_ack)
session.commit()
revenue_brl = 0.0
quote_req_id = exec_ack.quote_req_id
quote_id = exec_ack.quote_id
quote = session.query(tables.Quote).filter_by(quote_id=quote_id).first()
if quote:
revenue_brl = quote.revenue_brl
update_transaction_column(session, quote_req_id, "revenue_brl",
revenue_brl)
update_transaction_with_blotter_like_info(session, quote_req_id)
def insert_Quote(j_transaction, session):
update_transaction(j_transaction, session)
quote_msg = messages.parse_from_json(json.dumps(j_transaction))
quote = tables.Quote(quote_msg)
session.add(quote)
session.commit()