def update_balance_ndf(ccy, amount_ccy, amount_pv, amount_brl, revenue_brl, side, dc):
def incr_by(key, value):
db_key = f'Balance/NDF/{ccy}/{key}'
databus.increase_by_float(db_key, value)
incr_by('TotalAmount', amount_ccy)
incr_by('NetPV', amount_pv)
incr_by('NetPV_BRL', amount_brl)
incr_by('NetAmount', amount_ccy if side.lower() == 'buy' else -amount_ccy)
incr_by('Revenue_BRL', revenue_brl)
incr_by(f'{side}/TotalPV', amount_pv)
incr_by(f'{side}/TotalAmount', abs(amount_ccy))
partial_pv_key = f'Balance/NDF/{ccy}/{side}/PartialPV'
partial_pv_list = databus.get(partial_pv_key)
tuple_partial_pvs_max_dcs = (1, 31, 61, 91, 181, 361, 721)
idx = bisect.bisect_right(tuple_partial_pvs_max_dcs, dc) - 1
partial_pv_list[idx] += amount_pv
databus.set(partial_pv_key, partial_pv_list)
partial_amount_key = f'Balance/NDF/{ccy}/{side}/PartialAmount'
partial_amount_list = databus.get(partial_amount_key)
idx = bisect.bisect_right(tuple_partial_pvs_max_dcs, dc) - 1
partial_amount_list[idx] += abs(amount_ccy)
databus.set(partial_amount_key, partial_amount_list)
def update_validate_rule(validate_rule, system_keyword, cnpj, is_ndf):
rfq_type = "NDF" if is_ndf else "SPOT"
if validate_rule.startswith('NO: GOOD-TODAY'):
rule_date_str = validate_rule.split("|")[1]
rule_date = np.datetime64(rule_date_str)
today_str = get_today_str()
today = np.datetime64(today_str)
if rule_date != today:
databus_key = f"TradingParameters/CounterpartyKeys/{cnpj}/FX{rfq_type}/Validate{system_keyword}"
databus.set(databus_key, 'YES')
return 'YES'
else:
return 'NO: GOOD-TODAY'
else:
return validate_rule
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 pre_trading_balance_update():
"""
@login_required(roles=['e-sales spot'])
atualiza o CashLimits adicionando ou removendo + dinheiro.
"""
balance_update = json.loads(request.data)
balance_update = balance_update.get('balance_update', None)
if balance_update is not None:
for ccy, limits in balance_update.items():
for maturity, value in limits.items():
if value is None:
continue
value = float(value)
n = int(maturity[1])
if n not in [0, 1]:
continue
if databus.get(f'CashLimits/SPOT/{ccy}/{maturity}') is None:
databus.set(f'CashLimits/SPOT/{ccy}/{maturity}', 0.0)
if value > 0:
success, error_msg = increase_cash_limits_spot(
ccy, value, n)
else:
success, error_msg = decrease_cash_limits_spot(ccy,
value,
n,
reset=True)
ccy_logs = databus.get(f'CashLimits/Logs/{ccy}/{maturity}')
if isinstance(ccy_logs, list):
ccy_logs.append(value)
databus.set(f'CashLimits/Logs/{ccy}/{maturity}', ccy_logs)
if not success:
return jsonify({'status': 'fail', 'reason': error_msg})
return jsonify({'status': 'ok'})
def login():
if request.method == 'POST':
req_data = request.form
username = req_data.get('username', '').lower()
if not username:
session["login_error_msg"] = "Incorrect username or password."
return redirect(url_for("auth_bp.login"))
# hidden_login_code = req_data.get('hidden_login_code', '')
# hidden_login_code_databus_key = "HiddenLoginCode"
# hidden_login_code_in_databus = databus.get(hidden_login_code_databus_key)
# if hidden_login_code != hidden_login_code_in_databus:
# session["login_error_msg"] = "Incorrect username or password."
# return redirect(url_for("auth_bp.login"))
try:
with open('/home/duanribeiro/PycharmProjects/exemplo_flask_decorator/data/RobotFX_Users.json') as json_file:
file_dict = json.load(json_file)
if username not in file_dict:
session["login_error_msg"] = "Incorrect username or password."
return redirect(url_for("auth_bp.login"))
user_data = file_dict[username]
hash_pwd = user_data['password']
password = req_data.get('password', '')
if not check_password_hash(hash_pwd, password):
session["login_error_msg"] = "Incorrect username or password."
return redirect(url_for("auth_bp.login"))
redirct_url_dic = {
"e-sales ndf": "fxndf_bp.blotter_ndf",
"e-sales spot": "fxspot_bp.blotter_spot",
"ti": "log_bp.log",
"si": "auth_bp.user_management",
"fx-supplier": "fxsupplier_bp.supplier_control",
"supervisor": "fxspot_bp.statistics_spot",
}
user_id = str(uuid.uuid4())
user_id_databus_key = f"ActiveUsers/{user_id}"
databus.set(user_id_databus_key, user_id)
session["user_id"] = user_id
user_role = user_data["role"]
user_role_databus_key = f"ActiveUsers/{user_id}/Role"
databus.set(user_role_databus_key, user_role)
session["role"] = user_role
username_databus_key = f"ActiveUsers/{user_id}/Username"
databus.set(username_databus_key, username)
session["username"] = username
# databus.delete(hidden_login_code_databus_key)
# return redirect(url_for(redirct_url_dic[user_role]))
return {"user_id": user_id}
except Exception:
session["login_error_msg"] = "Incorrect username or password."
return redirect(url_for('auth_bp.login'))
hidden_login_code = str(uuid.uuid4())
# hidden_login_code = '123'
# hidden_login_code_databus_key = "HiddenLoginCode"
# databus.set(hidden_login_code_databus_key, hidden_login_code)
login_error_msg = session.get('login_error_msg', None)
session.pop('login_error_msg', None)
return render_template('login.html', hidden_login_code=hidden_login_code, login_error_msg=login_error_msg)
def spreads_spot_put():
now = get_local_time()
type_update = request.args.get('type', '').lower()
update_group = type_update == 'group'
key = request.args.get('key', '').upper()
status = request.json['status']
currency = status['currency']
spotDay = status['spotday']
side = status['side']
spread = status['spread']
if spread != '-':
spread = int(
Decimal(spread) *
10_000) # Solucao de caso de spread igual a: 12, 24 ou 48.
basic_key = 'SpreadRegistry/SPOT/' + type_update
if databus.exists(basic_key):
data_list = databus.get(basic_key)
else:
data_list = []
user_id = session.get("user_id", None)
username = get_username(user_id)
element = {
'target': key,
'ts': now.strftime('%Y-%m-%d %H:%M:%S'),
'user': str(username),
'ccy': str(currency),
'spotday': str(spotDay),
'side': str(side),
'spread': str(spread),
}
if not update_group:
element['counterparty'] = databus.get(
'LegalEntities/{cnpj}/CounterpartyName'.format(cnpj=key))
basic_group_key = 'LegalEntitiesRelationships/Groups_Spreads_'
if databus.exists((basic_group_key +
'FX{type}_Memberships/{cnpj}').format(cnpj=key,
type='SPOT')):
element['group'] = databus.get(
(basic_group_key + 'FX{type}_Memberships/{cnpj}').format(
cnpj=key, type="SPOT"))
else:
element['group'] = '-'
data_list.append(element)
databus.set(basic_key, data_list)
manage_spreads_tables(1, is_ndf=False)
with open(get_data_path('RobotFX_Client_Spreads.json')) as json_file:
all_spreads = json.load(json_file)
entity_type = 'GroupSpreads' if update_group else 'CounterpartySpreads'
if key not in all_spreads[entity_type]:
all_spreads[entity_type][key] = {}
all_spreads[entity_type][key]['FXSPOT'] = request.json['spreads']
with open(get_data_path('RobotFX_Client_Spreads.json'),
'w') as json_file_out:
json_file_out.write(json.dumps(all_spreads, indent=2))
databus.update_from_file(get_data_path('RobotFX_Client_Spreads.json'),
'ClientSpreads')
return jsonify({'status': 'ok'})
def set_local_datetime(new_datetime):
now = datetime.now()
delta = now - new_datetime
databus.set("TodayDelta", delta.total_seconds())
def spreads_ndf_put():
now = get_local_time()
print('ndf put.....')
type_update = request.args.get('type', '').lower()
update_group = type_update == 'group'
key = request.args.get('key', '').upper()
if 'status' not in request.json:
return jsonify({
'status':
'error',
'exception':
'Status data is not in Request\'s JSON\'s Content.'
})
status = request.json['status']
if ('currency' in status) and ('bucket' in status) and ('spread'
in status):
currency = status['currency']
bucket = status['bucket']
spread = status['spread']
if spread is None:
spread = '-'
if spread != '-':
spread = int(
Decimal(spread) *
10_000) # Solucao de caso de spread igual a: 12, 24 ou 48.
basic_key = 'SpreadRegistry/NDF/' + type_update
if databus.exists(basic_key):
data_list = databus.get(basic_key)
else:
data_list = []
user_id = session.get("user_id", None)
username = get_username(user_id)
element = {
'target': key,
'ts': now.strftime('%Y-%m-%d %H:%M:%S'),
'user': str(username),
'ccy': str(currency),
'bucket': str(bucket),
'spread': str(spread),
}
if not update_group:
element['counterparty'] = databus.get(
'LegalEntities/{cnpj}/CounterpartyName'.format(cnpj=key))
basic_group_key = 'LegalEntitiesRelationships/Groups_Spreads_'
if databus.exists(
(basic_group_key + 'FX{type}_Memberships/{cnpj}').format(
cnpj=key, type='NDF')):
element['group'] = databus.get(
(basic_group_key + 'FX{type}_Memberships/{cnpj}').format(
cnpj=key, type="NDF"))
else:
element['group'] = '-'
data_list.append(element)
databus.set(basic_key, data_list)
manage_spreads_tables(1, is_ndf=True)
with open(get_data_path('RobotFX_Client_Spreads.json')) as json_file:
all_spreads = json.load(json_file)
entity_type = 'GroupSpreads' if update_group else 'CounterpartySpreads'
if key not in all_spreads[entity_type]:
all_spreads[entity_type][key] = {}
all_spreads[entity_type][key]['FXNDF'] = request.json[
'spreads_catalog']
with open(get_data_path('RobotFX_Client_Spreads.json'),
'w') as json_file_out:
json_file_out.write(json.dumps(all_spreads, indent=2))
databus.update_from_file(get_data_path('RobotFX_Client_Spreads.json'),
'ClientSpreads')
return jsonify({'status': 'ok'})