def counterparty_ndf_put():
counterparty_ndf = json.loads(request.data)['counterparty_data']
with open(get_data_path('RobotFX_TradingParameters.json')) as json_file:
old_obj = json.load(json_file)
alt_obj = copy.deepcopy(old_obj)
for cter_prty in counterparty_ndf:
autoflow = cter_prty['automatic_flow']
upper_limmit_dc = cter_prty['upper_limit_dc']
validate_kyc = cter_prty['validate_kyc']
validate_kyc = validate_kyc if validate_kyc != 'NO: GOOD-TODAY' else 'YES'
validate_isda = cter_prty['validate_isda']
validate_isda = validate_isda if validate_isda != 'NO: GOOD-TODAY' else 'YES'
fxndf_obj = old_obj["CounterpartyKeys"][
cter_prty['cter_prty_id']]["FXNDF"]
fxndf_obj["AutoFlow"] = autoflow
fxndf_obj["UpperLimitDays2Maturity"] = upper_limmit_dc
fxndf_obj["ValidateKYC"] = validate_kyc
fxndf_obj["ValidateISDA"] = validate_isda
fxndf_obj2 = alt_obj["CounterpartyKeys"][
cter_prty['cter_prty_id']]["FXNDF"]
fxndf_obj2["AutoFlow"] = autoflow
fxndf_obj2["UpperLimitDays2Maturity"] = upper_limmit_dc
fxndf_obj2["ValidateKYC"] = validate_kyc
fxndf_obj2["ValidateISDA"] = validate_isda
with open(get_data_path('RobotFX_TradingParameters.json'),
"w") as json_file_out:
json_file_out.write(json.dumps(old_obj, sort_keys=True, indent=4))
databus.update_from_dict(alt_obj, 'TradingParameters')
return jsonify({'status': 'ok'})
def halt_spot():
if request.method == 'GET':
status_trading_spot = databus.get_dict('System/Status/Trading/SPOT')
status_supplier = databus.get_dict('System/Status/Quoting')
status_trading_spot.update(status_supplier)
return jsonify(status_trading_spot)
if request.method == 'PUT':
spot_key = databus.get_dict('System/Status/General/Spot')
if spot_key:
databus.update_from_dict(json.loads(request.data),
"System/Status/Trading")
return jsonify({'status': 'ok'})
else:
return jsonify({'status': 'ok - halted'})
def halt_ndf():
if request.method == 'GET':
status_trading_ndf = databus.get_dict('System/Status/Trading/NDF')
status_supplier = databus.get_dict('System/Status/Quoting')
status_trading_ndf.update(status_supplier)
return jsonify(status_trading_ndf)
if request.method == 'PUT':
ndf_key = databus.get_dict('System/Status/General/NDF')
if ndf_key:
databus.update_from_dict(json.loads(request.data),
"System/Status/Trading")
return jsonify({'status': 'ok'})
else:
return jsonify({'status': 'ok - halted'})
def halt_quoting():
if request.method == 'GET':
return jsonify(databus.get_dict('System/Status/Quoting'))
if request.method == 'PUT':
spot_key = databus.get_dict('System/Status/General/Spot')
ndf_key = databus.get_dict('System/Status/General/NDF')
data = (json.loads(request.data))['Quoting']
allow_clicking_NDF = 'Spot' not in data and 'NDF' in data and ndf_key
allow_clicking_Spot = 'Spot' in data and 'NDF' not in data and spot_key
allow_clicking_All = 'Spot' in data and 'NDF' in data and spot_key and ndf_key
if allow_clicking_NDF or allow_clicking_Spot or allow_clicking_All:
databus.update_from_dict(json.loads(request.data), "System/Status")
return jsonify({'status': 'ok'})
else:
return jsonify({'status': 'ok - halted'})
def pre_trading_ini_bal_spot_put():
pre_trading_ini_bal_spot = json.loads(request.data)['pre_trading_ini_bal']
initialized = False
log = {}
for ccy, maturity_balance in pre_trading_ini_bal_spot.items():
log[ccy] = {}
for maturity, value in maturity_balance.items():
log[ccy][maturity] = [value]
if value is not None:
initialized = True
databus.update_from_dict(pre_trading_ini_bal_spot, 'CashLimits/SPOT')
databus.update_from_dict(log, 'CashLimits/Logs')
databus.set('System/Status/Trading/SPOT/Initialized', initialized)
return jsonify({'status': 'ok'})
def set_timestamp(msg_id, msg_code, value):
if msg_code != 'Quote':
result = databus.get(f'Transactions/Metrics/{msg_id}')
if result is not None:
j = json.loads(result)
else:
j = {'timestamps': {}}
j['timestamps'][msg_code] = value
pack = json.dumps(j)
databus.update_from_dict({msg_id: pack}, 'Transactions/Metrics')
else: # for Quote is a list of timestamps
result = databus.get(f'Transactions/Metrics/{msg_id}')
j = json.loads(result)
if 'Quote' not in j['timestamps'].keys():
j['timestamps'][msg_code] = []
j['timestamps'][msg_code].append(get_local_timestamp())
pack = json.dumps(j)
databus.update_from_dict({msg_id: pack}, 'Transactions/Metrics')
r.publish('history', json.dumps({"info": "metrics", "publish_data": {'pack': pack, 'msg_id': msg_id}}))
def update_blotter(msg):
model = None
if isinstance(msg, messages.QuoteRequest):
quoterequest = msg
else:
quoterequest, _ = get_quoterequest_msg(msg.QuoteReqID)
if quoterequest.SecurityType == messages.EnumSecurityType.SPOT:
model = update_blotter_spot(msg)
if model:
cur = model["currency"]
root_key = f'Balance/SPOT/{cur}/TotalAmount/'
if model['mtype'] == "DEAL":
buy_total = sum(float(databus.get(root_key + 'BuyD' + str(i))) for i in range(3))
sell_total = sum(float(databus.get(root_key + 'SellD' + str(i))) for i in range(3))
accounting_supplier_model = {
model['currency']: {
'net': buy_total - sell_total,
'buy_total': buy_total,
'buy_d0': float(databus.get(root_key + 'BuyD0')),
'buy_d1': float(databus.get(root_key + 'BuyD1')),
'buy_d2': float(databus.get(root_key + 'BuyD2')),
'sell_total': sell_total,
'sell_d0': float(databus.get(root_key + 'SellD0')),
'sell_d1': float(databus.get(root_key + 'SellD1')),
'sell_d2': float(databus.get(root_key + 'SellD2')),
}
}
accounting_supplier_model_json = json.dumps(json.dumps(accounting_supplier_model))
r.publish('accounting_fxsupplier', accounting_supplier_model_json)
elif quoterequest.SecurityType == messages.EnumSecurityType.NDF:
model = update_blotter_ndf(msg)
if model:
model_json = json.dumps(model)
entry = {model['quote_req_id']: model_json}
databus.update_from_dict(entry, 'Blotter')
r.publish('blotter', json.dumps(model_json))
r.publish('blotter_fxsupplier', json.dumps(model_json))
def set_transaction(msg, details=None):
msg_code = msg.get_message_code()
current_status = get_transaction_status(msg.QuoteReqID)
if msg_code not in messages.Flow[current_status]:
if msg_code == messages.Code.Quote: # ignora cotação que chegar atrasada
return
raise RuntimeError(f'ID: {msg.QuoteReqID}: {msg_code} is not a valid sequence to {current_status}')
msg_id = msg.get_message_id()
msg_str = messages.serialize_to_json(msg)
pack = json.dumps({'msg': msg_str})
entry = {msg.MsgType: {msg_id: pack}}
databus.update_from_dict(entry, 'Transactions/Messages')
databus.update_from_dict({msg.QuoteReqID: msg_code}, 'Transactions/Status')
if msg_code == messages.Code.Quote:
databus.update_from_dict({msg.QuoteReqID: msg.QuoteID}, 'Transactions/LastQuoteID')
set_timestamp(msg.QuoteReqID, msg_code, get_local_timestamp())
update_blotter(msg)
r.publish('history', json.dumps({"info": "transaction", "publish_data": msg_str}))
