def supplier_control_limits_put():
currencies_config = request.json['data']
def is_brl_ok(config):
return is_positive_number(config.get('SettlementRate', None))
def is_ccy_ok(ccy, config):
return (is_positive_number(config.get('SettlementRate', None))
and is_positive_number(config.get('MaxQuantity', None))
and is_positive_number(config.get('MarkupBUY', None), ge=True)
and is_positive_number(config.get('MarkupSELL', None),
ge=True))
ccy_valid = False
system_currencies = databus.get('Currencies')
if set(system_currencies) != set(currencies_config.keys()):
return jsonify({'status': 'error - invalid_uploaded_data'
}) # TODO: melhorar mensagem
for ccy, config in currencies_config.items():
if ccy.lower() == 'brl':
ccy_valid = is_brl_ok(config)
else:
ccy_valid = is_ccy_ok(ccy, config)
if not ccy_valid:
return jsonify({'status': 'error - invalid_uploaded_data'})
with open(get_data_path('RobotFX_FXSupplierControl.json'),
'w') as json_file_out:
json_file_out.write(json.dumps(currencies_config, indent=2))
databus.update_from_file(get_data_path('RobotFX_FXSupplierControl.json'),
'FXSupplierControl')
return jsonify({'status': 'ok'})
def engine_parameters_ndf_put():
engine_parameters = json.loads(request.data)
status = 'ok'
try:
datetime.datetime.strptime(
engine_parameters['engine_parameters']['EngineOnlineEndTime'],
"%H:%M")
except ValueError:
status = 'ok - Not a valid date.'
if status == 'ok':
with open(
get_data_path('RobotFX_TradingParameters.json')) as json_file:
old_obj = json.load(json_file)
old_obj["Engine_Global_Parameters"]["FXNDF"] = engine_parameters[
'engine_parameters']
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_file(
get_data_path('RobotFX_TradingParameters.json'),
'TradingParameters')
return jsonify({'status': status})
def group_put():
try:
json_req_data = json.loads(request.data)
group = json_req_data['group']
alias = json_req_data['alias']
with open(get_data_path('RobotFX_LegalEntitiesRelationships.json')) as json_file:
groups_data = json.load(json_file)
work_data = groups_data["Groups_Spreads"]['FX' + group['Type']]
# Se for o update de um grupo existente
if group['Alias'] == alias:
work_data[alias]["Name"] = group["Name"]
else:
alias = group['Alias']
work_data[alias] = {'Name': group['Name']}
groups_data["Groups_Spreads"]['FX' + group['Type']] = work_data
with open(get_data_path('RobotFX_LegalEntitiesRelationships.json'), "w") as json_file_out:
json_file_out.write(json.dumps(groups_data, indent=2))
databus.update_from_file(get_data_path('RobotFX_LegalEntitiesRelationships.json'), 'LegalEntitiesRelationships')
return jsonify({'status': 'ok'})
except KeyError:
exc_info = sys.exc_info()
return jsonify({'status': 'error', 'exception': ''.join(traceback.format_exception(*exc_info))})
def put_time_buckets():
time_buckets = request.json['time_buckets']
with open(get_data_path('RobotFX_NDFTimeBuckets.json')) as json_file:
time_buckets_data = json.load(json_file)
time_buckets_data['TimeBuckets'] = time_buckets
with open(get_data_path('RobotFX_NDFTimeBuckets.json'), 'w') as json_file_out:
json_file_out.write(json.dumps(time_buckets_data, indent=2))
databus.update_from_file(get_data_path('RobotFX_NDFTimeBuckets.json'), 'NDFTimeBuckets')
return jsonify({'status': 'ok'})
def cutoff_times_spot_put():
json_data = json.loads(request.data)
cutoff_times_spot = json_data['cutoff_times']
with open(get_data_path('RobotFX_SpotConfig.json')) as json_file:
old_obj = json.load(json_file)
old_obj["CutOffTimes"] = cutoff_times_spot
with open(get_data_path('RobotFX_SpotConfig.json'), "w") as json_file_out:
json_file_out.write(json.dumps(old_obj, indent=2))
databus.update_from_file(get_data_path('RobotFX_SpotConfig.json'),
'SpotConfig')
return jsonify({'status': 'ok'})
def currency_keys_spot_put():
currency_keys = json.loads(request.data)
with open(get_data_path('RobotFX_TradingParameters.json')) as json_file:
old_obj = json.load(json_file)
old_obj["CurrencyKeys"] = currency_keys['currency_keys']
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_file(get_data_path('RobotFX_TradingParameters.json'),
'TradingParameters')
return jsonify({'status': 'ok'})
def currencies_put():
try:
currencies = json.loads(request.data)['currencies']
with open(get_data_path('RobotFX_Currencies.json'), "w") as json_file_out:
json_file_out.write(json.dumps(currencies, indent=2))
databus.update_from_file(get_data_path('RobotFX_Currencies.json'), 'Currencies')
return jsonify({'status': 'ok'})
except KeyError:
exc_info = sys.exc_info()
return jsonify({'status': 'error', 'exception': ''.join(traceback.format_exception(*exc_info))})
except json.decoder.JSONDecodeError:
return jsonify({'status': 'fail'})
def engine_parameters_spot_put():
try:
engine_parameters = json.loads(request.data)
with open(
get_data_path('RobotFX_TradingParameters.json')) as json_file:
old_obj = json.load(json_file)
old_obj["Engine_Global_Parameters"]["FXSPOT"] = engine_parameters[
'engine_parameters']
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_file(
get_data_path('RobotFX_TradingParameters.json'),
'TradingParameters')
return jsonify({'status': 'ok'})
except json.decoder.JSONDecodeError: # caso uso do comando: curl...
return jsonify({'status': 'fail'})
except Exception:
return jsonify({'status': 'fail'})
def casado_data_put():
casado_config = request.json['data']
if not casado_config or not is_positive_number(casado_config):
return jsonify({'status': 'error - invalid_uploaded_data'})
with open(get_data_path('RobotFX_FXSupplierCasado.json')) as json_file:
casado_data = json.load(json_file)
try:
casado_data['Price'] = float(casado_config)
except ValueError:
return jsonify(
{'status': "error: casado price's data is invalid!"})
with open(get_data_path('RobotFX_FXSupplierCasado.json'),
'w') as json_file_out:
json_file_out.write(json.dumps(casado_data, indent=2))
databus.update_from_file(get_data_path('RobotFX_FXSupplierCasado.json'),
'FXSupplierCasado')
return jsonify({'status': 'ok'})
def counterparty_config_put():
try:
cp = json.loads(request.data)['counterparty']
cnpj = cp['Cnpj']
del cp['Cnpj']
sel_spot = json.loads(request.data)['selected_spot']
sel_ndf = json.loads(request.data)['selected_ndf']
update_case = json.loads(request.data)['update_case']
if "FXSPOT" not in cp['Products']:
cp['FXMarketType'] = 1
cp['DefaultFXTransaction'] = ''
sel_spot = ''
if "FXNDF" not in cp['Products']:
sel_ndf = ''
with open(get_data_path('RobotFX_LegalEntities.json')) as json_file:
old_obj = json.load(json_file)
if not update_case and cnpj in old_obj:
return jsonify({'status': 'already_taken'})
old_obj[cnpj] = cp
with open(get_data_path('RobotFX_LegalEntities.json'), "w") as json_file_out:
json_file_out.write(json.dumps(old_obj, indent=2))
databus.update_from_file(get_data_path('RobotFX_LegalEntities.json'), 'LegalEntities')
with open(get_data_path('RobotFX_TradingParameters.json')) as json_file:
old_obj = json.load(json_file)
cp = old_obj['CounterpartyKeys']
with open(get_data_path('RobotFX_TradingParameters.json'), "w") as json_file_out:
new_counterparty_default = {
cnpj: {
"FXSPOT": {"ValidateKYC": "YES", "AutoFlow": "ENABLED"},
"FXNDF": {
"UpperLimitDays2Maturity": 720,
"AutoFlow": "ENABLED",
"ValidateKYC": "YES",
"ValidateISDA": "YES",
},
}
}
cp.update(new_counterparty_default)
old_obj['CounterpartyKeys'] = cp
json_file_out.write(json.dumps(old_obj, sort_keys=True, indent=4))
databus.update_from_file(get_data_path('RobotFX_TradingParameters.json'), 'TradingParameters')
currencies = list(databus.get_dict('Currencies').keys())
currencies.remove('BRL')
time_buckets = []
with open(get_data_path('RobotFX_NDFTimeBuckets.json')) as json_file:
old_obj = json.load(json_file)
tb = old_obj['TimeBuckets']
for elem in tb:
time_buckets.append(elem['EndDay'])
with open(get_data_path('RobotFX_Client_Spreads.json')) as json_file:
old_client_spreads = json.load(json_file)
old_client_spreads['CounterpartySpreads'][cnpj] = {
'FXSPOT': {},
'FXNDF': {'Buckets': time_buckets, 'Spreads': {}},
}
for cur in currencies:
old_client_spreads['CounterpartySpreads'][cnpj]['FXSPOT'][cur] = {'BUY': [None] * 3, 'SELL': [None] * 3}
old_client_spreads['CounterpartySpreads'][cnpj]['FXNDF']['Spreads'][cur] = {
'BUYSELL': [None] * len(time_buckets)
}
with open(get_data_path('RobotFX_Client_Spreads.json'), 'w') as json_file_out:
json_file_out.write(json.dumps(old_client_spreads, indent=2))
databus.update_from_file(get_data_path('RobotFX_Client_Spreads.json'), 'ClientSpreads')
with open(get_data_path('RobotFX_LegalEntitiesRelationships.json')) as json_file:
groups_data = json.load(json_file)
groups_data["Groups_Spreads_FXSPOT_Memberships"][cnpj] = sel_spot
groups_data["Groups_Spreads_FXNDF_Memberships"][cnpj] = sel_ndf
with open(get_data_path('RobotFX_LegalEntitiesRelationships.json'), "w") as json_file_out:
json_file_out.write(json.dumps(groups_data, indent=2))
databus.update_from_file(get_data_path('RobotFX_LegalEntitiesRelationships.json'), 'LegalEntitiesRelationships')
return jsonify({'status': 'ok'})
except KeyError:
exc_info = sys.exc_info()
return jsonify({'status': 'error', 'exception': ''.join(traceback.format_exception(*exc_info))})
except json.decoder.JSONDecodeError:
return jsonify({'status': 'fail because JSONDecoderError!'})
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 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'})