def supplier_blotter_ndf():
json_sorted_currencies = get_currencies_sorted()
return render_template(
'supplier-blotter-ndf.html',
sorted_currencies=json_sorted_currencies,
halt="halt-quoting.html",
)
def spreads_ndf_get():
search_by_group = request.args.get('search_by', '').lower() == 'group'
key = request.args.get('key', '').upper()
sorted_currencies = json.loads(get_currencies_sorted())
with open(get_data_path('RobotFX_Client_Spreads.json')) as json_file:
all_spreads = json.load(json_file)
try:
if search_by_group:
all_spreads = all_spreads['GroupSpreads']
else:
all_spreads = all_spreads['CounterpartySpreads']
spreads_by_product = all_spreads[key]
spreads = spreads_by_product['FXNDF']
except KeyError:
spreads = {'Spreads': {}}
with open(
get_data_path('RobotFX_NDFTimeBuckets.json')) as json_file:
buckets_l = json.load(json_file).get('TimeBuckets')
buckets = [value['EndDay'] for value in buckets_l]
spreads['Buckets'] = buckets
for ccy in sorted_currencies:
spreads['Spreads'][ccy] = {'BUYSELL': [None] * len(buckets)}
result = {'spreads_catalog': spreads, 'currencies': sorted_currencies}
return jsonify(result)
def supplier_control():
with open(get_data_path('RobotFX_FXSupplierControl.json')) as json_file:
currencies_config = json.load(json_file)
json_sorted_currencies = get_currencies_sorted()
return render_template(
'supplier-control.html',
currencies_config=json.dumps(currencies_config),
sorted_currencies=json_sorted_currencies,
)
def config():
with open(get_data_path('RobotFX_SpotConfig.json')) as json_file:
spot_config = json.load(json_file)
cutoff_times = spot_config['CutOffTimes']
with open(get_data_path('RobotFX_Currencies.json')) as currencies_json_file:
cur_data = json.load(currencies_json_file)
for cur in cutoff_times['Primary']:
cutoff_times['Primary'][cur]['ViewPriority'] = cur_data[cur]['ViewPriority']
with open(get_data_path('RobotFX_NDFTimeBuckets.json')) as json_file:
time_buckets_data = json.load(json_file)
time_buckets = time_buckets_data['TimeBuckets']
counterparties = []
with open(get_data_path('RobotFX_LegalEntities.json')) as json_file:
legal_entities_data = json.load(json_file)
for (key, obj) in legal_entities_data.items():
counterparties.append(
{
'Id': len(counterparties) + 1,
'Alias': obj['Alias'],
'Counterparty': obj['CounterpartyName'],
'Cnpj': key,
'MarketType': obj['FXMarketType'],
'DefaultTransaction': obj['DefaultFXTransaction'],
'Products': obj['Products'],
}
)
counterparties = sorted(counterparties, key=lambda cparty: cparty['Alias'])
# groups = []
with open(get_data_path('RobotFX_LegalEntitiesRelationships.json')) as json_file:
groups_data = json.load(json_file)
groups_data = groups_data.get('Groups_Spreads', {})
spot_groups = groups_data.get('FXSPOT', {})
ndf_groups = groups_data.get('FXNDF', {})
spot_timeout = databus.get('TradingParameters/Engine_Global_Parameters/FXSPOT/RFQ_Timeout')
ndf_timeout = databus.get('TradingParameters/Engine_Global_Parameters/FXNDF/RFQ_Timeout')
json_sorted_currencies = get_currencies_sorted()
return render_template(
'config-main.html',
cutoff_times=json.dumps(cutoff_times),
time_buckets=json.dumps(time_buckets),
counterparties=json.dumps(counterparties),
spot_groups=json.dumps(spot_groups),
ndf_groups=json.dumps(ndf_groups),
currencies=json.dumps(cur_data),
spot_timeout=json.dumps(spot_timeout),
ndf_timeout=json.dumps(ndf_timeout),
sorted_currencies=json_sorted_currencies,
)
def trading_parameters_ndf():
trading_parameters = databus.get_dict('TradingParameters')
engine_parameters = json.dumps(
trading_parameters["Engine_Global_Parameters"]["FXNDF"])
currency_keys = json.dumps(trading_parameters["CurrencyKeys"])
counterparty_list = []
leg_entities = databus.get_dict('LegalEntities')
if leg_entities is None:
leg_entities = {}
trad_counterparties = trading_parameters['CounterpartyKeys']
common_cp_keys = tuple(k for k, v in leg_entities.items()
if 'FXNDF' in v['Products'])
for cp_key in common_cp_keys:
trad_value = trad_counterparties[cp_key]['FXNDF']
validate_kyc_rule = update_validate_rule(trad_value['ValidateKYC'],
'KYC', cp_key, True)
validate_isda_rule = update_validate_rule(trad_value['ValidateISDA'],
'ISDA', cp_key, True)
counterparty_list.append({
'cter_prty_id':
cp_key,
'counterparty':
leg_entities[cp_key]["CounterpartyName"],
'upper_limit_dc':
trad_value['UpperLimitDays2Maturity'],
'automatic_flow':
trad_value['AutoFlow'],
'validate_kyc':
validate_kyc_rule,
'validate_isda':
validate_isda_rule,
})
with open(get_data_path('RobotFX_Users.json')) as json_file:
user_data = json.load(json_file)
user_id = session.get("user_id", None)
username = get_username(user_id)
if username not in user_data:
return render_template('404.html')
response_data = user_data[username]
allow_validate = response_data['allow_validate'].lower() == 'yes'
validate_parameters = get_validate_parameters()
json_sorted_currencies = get_currencies_sorted()
return render_template(
'trading-parameters-ndf.html',
engine_parameters=engine_parameters,
currency_keys=currency_keys,
counterparty_data=json.dumps(counterparty_list),
sorted_currencies=json_sorted_currencies,
allow_validate=json.dumps(allow_validate),
validate_parameters=json.dumps(validate_parameters),
)
def statistics_spot():
fx_product = "SPOT"
session = SessionMaker()
currencies = get_currencies_sorted_list()
daily_stats_dict = get_daily_stats(session, fx_product, currencies)
session.close()
daily_stats_json = json.dumps(daily_stats_dict)
sorted_currencies = get_currencies_sorted()
return render_template("statistics-spot.html",
daily_stats=daily_stats_json,
sorted_currencies=sorted_currencies)
def spreads_spot_get():
search_by_group = request.args.get('search_by', '').lower() == 'group'
key = request.args.get('key', '').upper()
sorted_currencies = json.loads(get_currencies_sorted())
with open(get_data_path('RobotFX_Client_Spreads.json')) as json_file:
all_spreads = json.load(json_file)
all_spreads = all_spreads[
'GroupSpreads' if search_by_group else 'CounterpartySpreads']
try:
spreads = all_spreads[key]['FXSPOT']
except KeyError:
spreads = {
currency: {
'SELL': [None] * 3,
'BUY': [None] * 3
}
for currency in sorted_currencies
}
result = {'spreads': spreads, 'currencies': sorted_currencies}
return jsonify(result)
def supplier_blotter_spot():
return render_template(
'supplier-blotter-spot.html',
sorted_currencies=get_currencies_sorted(),
halt="halt-quoting.html",
)
def blotter_spot():
json_sorted_currencies = get_currencies_sorted()
return render_template('blotter-spot.html',
sorted_currencies=json_sorted_currencies)
def trading_parameters_spot():
cash_limits_initialized = databus.get(
'System/Status/Trading/SPOT/Initialized')
trading_parameters = databus.get_dict('TradingParameters')
engine_parameters = trading_parameters["Engine_Global_Parameters"][
"FXSPOT"]
currency_keys = trading_parameters["CurrencyKeys"]
leg_entities = databus.get_dict('LegalEntities')
if leg_entities is None:
leg_entities = {}
trad_counterparties = trading_parameters['CounterpartyKeys']
common_cp_keys = tuple(k for k, v in leg_entities.items()
if 'FXSPOT' in v['Products'])
counterparty_list = []
for cp_key in common_cp_keys:
trad_value = trad_counterparties[cp_key]['FXSPOT']
validate_kyc_rule = update_validate_rule(trad_value['ValidateKYC'],
'KYC', cp_key, False)
counterparty_list.append({
'cter_prty_id':
cp_key,
'counterparty':
leg_entities[cp_key]["CounterpartyName"],
'automatic_flow':
trad_value['AutoFlow'],
'validate_kyc':
validate_kyc_rule,
})
json_sorted_currencies = get_currencies_sorted()
cash_limits_logs = {}
if cash_limits_initialized:
cash_limits_logs = databus.get_dict('CashLimits/Logs')
pre_trading_ini_bal = {}
for currency, maturity_value in cash_limits_logs.items():
pre_trading_ini_bal[currency] = {}
for maturity, value in maturity_value.items():
if isinstance(value, list) and len(value) > 0:
pre_trading_ini_bal[currency][maturity] = value[0]
else:
cash_limits_logs = {}
pre_trading_ini_bal = trading_parameters['PreTradingInitialBalance']
with open(get_data_path('RobotFX_Users.json')) as json_file:
user_data = json.load(json_file)
user_id = session.get("user_id", None)
username = get_username(user_id)
if username not in user_data:
return render_template('404.html')
response_data = user_data[username]
allow_validate = response_data['allow_validate'].lower() == 'yes'
validate_parameters = get_validate_parameters()
return render_template(
'trading-parameters-spot.html',
engine_parameters=json.dumps(engine_parameters),
currency_keys=json.dumps(currency_keys),
pre_trading_ini_bal=json.dumps(pre_trading_ini_bal),
counterparty_data=json.dumps(counterparty_list),
sorted_currencies=json_sorted_currencies,
spot_initialized=cash_limits_initialized,
cash_limits_logs=cash_limits_logs,
allow_validate=json.dumps(allow_validate),
validate_parameters=json.dumps(validate_parameters),
)