from derivitec.tradables.types import TradablesType
from derivitec.core.response import ApiBaseResponse
[docs]
class ApiGetEqFuturesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
eq_futures=None,
error_messages=None,
is_success=None):
"""
:param eq_futures: The eq futures
:param error_messages: The error messages
:param is_success: The is success
"""
self.eq_futures = eq_futures
super(ApiGetEqFuturesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'eq_futures',
]
params += super(ApiGetEqFuturesResponse, self).json_params()
return params
[docs]
class ApiGetFxFuturesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
fx_futures=None,
error_messages=None,
is_success=None):
"""
:param fx_futures: The fx futures
:param error_messages: The error messages
:param is_success: The is success
"""
self.fx_futures = fx_futures
super(ApiGetFxFuturesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'fx_futures',
]
params += super(ApiGetFxFuturesResponse, self).json_params()
return params
[docs]
class ApiGetDateCouponMapResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
date_coupon_map=None,
error_messages=None,
is_success=None):
"""
:param date_coupon_map: The date coupon map
:param error_messages: The error messages
:param is_success: The is success
"""
self.date_coupon_map = date_coupon_map
super(ApiGetDateCouponMapResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'date_coupon_map',
]
params += super(ApiGetDateCouponMapResponse, self).json_params()
return params
[docs]
class ApiGetVolResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
strike_type=None,
vols=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param strike_type: The strike type
:param vols: The vols
"""
self.strike_type = strike_type
self.vols = vols
super(ApiGetVolResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'strike_type',
'vols',
]
params += super(ApiGetVolResponse, self).json_params()
return params
[docs]
class ApiGetTradableIdsFromContractsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
results=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param results: The results
"""
self.results = results
super(ApiGetTradableIdsFromContractsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'results',
]
params += super(ApiGetTradableIdsFromContractsResponse, self).json_params()
return params
[docs]
class ApiGetCouponsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
coupon_dates=None,
coupons=None,
error_messages=None,
is_success=None):
"""
:param coupon_dates: The coupon dates
:param coupons: The coupons
:param error_messages: The error messages
:param is_success: The is success
"""
self.coupon_dates = coupon_dates
self.coupons = coupons
super(ApiGetCouponsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'coupon_dates',
'coupons',
]
params += super(ApiGetCouponsResponse, self).json_params()
return params
[docs]
class ApiGetNextTradeEventDatesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
next_trade_date=None,
pricing_date=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param next_trade_date: The next trade date
:param pricing_date: The pricing date
"""
self.next_trade_date = next_trade_date
self.pricing_date = pricing_date
super(ApiGetNextTradeEventDatesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'next_trade_date',
'pricing_date',
]
params += super(ApiGetNextTradeEventDatesResponse, self).json_params()
return params
[docs]
class ApiGetBondFuturesPricesFromRepoRatesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
prices=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param prices: The prices
"""
self.prices = prices
super(ApiGetBondFuturesPricesFromRepoRatesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'prices',
]
params += super(ApiGetBondFuturesPricesFromRepoRatesResponse, self).json_params()
return params
[docs]
class ApiGetForwardResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
forwards=None,
is_success=None):
"""
:param error_messages: The error messages
:param forwards: The forwards
:param is_success: The is success
"""
self.forwards = forwards
super(ApiGetForwardResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'forwards',
]
params += super(ApiGetForwardResponse, self).json_params()
return params
[docs]
class ApiGetCmdtyFuturesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
cmdty_futures=None,
error_messages=None,
is_success=None):
"""
:param cmdty_futures: The cmdty futures
:param error_messages: The error messages
:param is_success: The is success
"""
self.cmdty_futures = cmdty_futures
super(ApiGetCmdtyFuturesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'cmdty_futures',
]
params += super(ApiGetCmdtyFuturesResponse, self).json_params()
return params
[docs]
class ApiGetContractsFromTradableIdsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
contracts=None,
error_messages=None,
is_success=None):
"""
:param contracts: The contracts
:param error_messages: The error messages
:param is_success: The is success
"""
self.contracts = contracts
super(ApiGetContractsFromTradableIdsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'contracts',
]
params += super(ApiGetContractsFromTradableIdsResponse, self).json_params()
return params
[docs]
class ApiGetFlattenedContractsFromTradableIdsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
contracts=None,
error_messages=None,
is_success=None):
"""
:param contracts: The contracts
:param error_messages: The error messages
:param is_success: The is success
"""
self.contracts = contracts
super(ApiGetFlattenedContractsFromTradableIdsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
[docs]
class ApiGetCashFlowsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
cash_flows=None,
error_messages=None,
is_success=None):
"""
:param cash_flows: The cash flows
:param error_messages: The error messages
:param is_success: The is success
"""
self.cash_flows = cash_flows
super(ApiGetCashFlowsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'cash_flows',
]
params += super(ApiGetCashFlowsResponse, self).json_params()
return params
[docs]
class ApiGetBondsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
bonds=None,
error_messages=None,
is_success=None):
"""
:param bonds: The bonds
:param error_messages: The error messages
:param is_success: The is success
"""
self.bonds = bonds
super(ApiGetBondsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bonds',
]
params += super(ApiGetBondsResponse, self).json_params()
return params
[docs]
class ApiGetNextTradeEventsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
next_trade_events=None,
pricing_date=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param next_trade_events: The next trade events
:param pricing_date: The pricing date
"""
self.next_trade_events = next_trade_events
self.pricing_date = pricing_date
super(ApiGetNextTradeEventsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'next_trade_events',
'pricing_date',
]
params += super(ApiGetNextTradeEventsResponse, self).json_params()
return params
[docs]
class ApiGetFuturesPriceResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
futures_prices=None,
is_success=None,
validation_errors=None):
"""
:param error_messages: The error messages
:param futures_prices: The futures prices
:param is_success: The is success
:param validation_errors: The validation errors
"""
self.futures_prices = futures_prices
self.validation_errors = validation_errors
super(ApiGetFuturesPriceResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'futures_prices',
'validation_errors',
]
params += super(ApiGetFuturesPriceResponse, self).json_params()
return params
[docs]
class ApiGetTradeEventPositionEffectsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
position_effects=None,
pricing_date=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param position_effects: The position effects
:param pricing_date: The pricing date
"""
self.position_effects = position_effects
self.pricing_date = pricing_date
super(ApiGetTradeEventPositionEffectsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'position_effects',
'pricing_date',
]
params += super(ApiGetTradeEventPositionEffectsResponse, self).json_params()
return params
[docs]
class ApiGetContractsFromPortfolioResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
contracts=None,
error_messages=None,
is_success=None):
"""
:param contracts: The contracts
:param error_messages: The error messages
:param is_success: The is success
"""
self.contracts = contracts
super(ApiGetContractsFromPortfolioResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'contracts',
]
params += super(ApiGetContractsFromPortfolioResponse, self).json_params()
return params
[docs]
class ApiGetConvertibleBondsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
convertible_bonds=None,
error_messages=None,
is_success=None):
"""
:param convertible_bonds: The convertible bonds
:param error_messages: The error messages
:param is_success: The is success
"""
self.convertible_bonds = convertible_bonds
super(ApiGetConvertibleBondsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'convertible_bonds',
]
params += super(ApiGetConvertibleBondsResponse, self).json_params()
return params
[docs]
class ApiGetFlattenedConvertibleBondsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
convertible_bonds=None,
error_messages=None,
is_success=None):
"""
:param convertible_bonds: The convertible bonds
:param error_messages: The error messages
:param is_success: The is success
"""
self.convertible_bonds = convertible_bonds
super(ApiGetFlattenedConvertibleBondsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'convertible_bonds',
]
params += super(ApiGetFlattenedConvertibleBondsResponse, self).json_params()
return params
[docs]
class ApiGetConvertibleBondsGridPricerDetailsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
time_grids=None,
spot_grids=None,
hazard_rates=None,
error_messages=None,
is_success=None):
"""
:param time_grids: The time grids.
:param spot_grids: The spot grids.
:param hazard_rates: The hazard rates.
"""
self.time_grids = time_grids
self.spot_grids = spot_grids
self.hazard_rates = hazard_rates
super(ApiGetConvertibleBondsGridPricerDetailsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'time_grids',
'spot_grids',
'hazard_rates'
]
params += super(ApiGetConvertibleBondsGridPricerDetailsResponse, self).json_params()
return params
[docs]
class ApiGetTradableIdsFromPortfolioResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
tradable_ids=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param tradable_ids: The tradable ids
"""
self.tradable_ids = tradable_ids
super(ApiGetTradableIdsFromPortfolioResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'tradable_ids',
]
params += super(ApiGetTradableIdsFromPortfolioResponse, self).json_params()
return params
[docs]
class ApiGetBondFuturesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
bond_futures=None,
error_messages=None,
is_success=None):
"""
:param bond_futures: The bond futures
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_futures = bond_futures
super(ApiGetBondFuturesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_futures',
]
params += super(ApiGetBondFuturesResponse, self).json_params()
return params
[docs]
class ApiGetIRFuturesResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
ir_futures=None,
error_messages=None,
is_success=None):
"""
:param ir_futures: The ir futures
:param error_messages: The error messages
:param is_success: The is success
"""
self.ir_futures = ir_futures
super(ApiGetIRFuturesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'ir_futures',
]
params += super(ApiGetIRFuturesResponse, self).json_params()
return params
[docs]
class ApiGetPriceResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
prices=None,
pricing_errors=None,
market_data_errors=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param prices: The prices
"""
self.prices = prices
self.pricing_errors = pricing_errors
self.market_data_errors = market_data_errors;
super(ApiGetPriceResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'prices',
'pricing_errors',
'market_data_errors'
]
params += super(ApiGetPriceResponse, self).json_params()
return params
[docs]
class ApiPricingDetailsForContractResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
pricing_details=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param pricing_details: The pricing details
"""
self.pricing_details = pricing_details
super(ApiPricingDetailsForContractResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'pricing_details',
]
params += super(ApiPricingDetailsForContractResponse, self).json_params()
return params
[docs]
class ApiPricingDetailsForContractsResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
pricing_details=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param pricing_details: The pricing details
"""
self.pricing_details = pricing_details
super(ApiPricingDetailsForContractsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'pricing_details',
]
params += super(ApiPricingDetailsForContractsResponse, self).json_params()
return params
[docs]
class ApiGetBlackScholesImpliedVolResponse(ApiBaseResponse, TradablesType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
implied_vol=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param implied_vol: The implied vol
"""
self.implied_vol = implied_vol
super(ApiGetBlackScholesImpliedVolResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'implied_vol',
]
params += super(ApiGetBlackScholesImpliedVolResponse, self).json_params()
return params