public void Load_Otc_Instrument_Transaction()
{
var effectiveDate = new DateTimeOffset(2018, 1, 1, 0, 0, 0, TimeSpan.Zero);
// create the portfolio
var portfolioCode = _testDataUtilities.CreateTransactionPortfolio(TestDataUtilities.TutorialScope);
// swap definition, this is uploaded in a client custom format
var swapDefinition = new InstrumentDefinition(
name: "10mm 5Y Fixed",
identifiers: new Dictionary <string, InstrumentIdValue>
{
["ClientInternal"] = new InstrumentIdValue(value: "SW-1")
},
definition: new ExoticInstrument(
instrumentFormat: new InstrumentDefinitionFormat("CustomSource", "CustomFormat", "0.1.2"),
content: "<customFormat>the definition of the swap uploaded in custom Xml or Json format. One would expect that it should contain the full custom swap detail.</customFormat>",
instrumentType: LusidInstrument.InstrumentTypeEnum.ExoticInstrument
));
// create the swap
var createSwapResponse = _instrumentsApi.UpsertInstruments(new Dictionary <string, InstrumentDefinition>
{
["correlationId"] = swapDefinition
});
var swapId = createSwapResponse.Values.Values.Select(i => i.LusidInstrumentId).FirstOrDefault();
// create the transaction request
var transaction = new TransactionRequest(
// unique transaction id
transactionId: Guid.NewGuid().ToString(),
// instruments must already exist in LUSID and have a valid LUSID instrument id
instrumentIdentifiers: new Dictionary <string, string>
{
[TestDataUtilities.LusidInstrumentIdentifier] = swapId
},
type: "Buy",
totalConsideration: new CurrencyAndAmount(0.0M, "GBP"),
transactionPrice: new TransactionPrice(0.0M),
transactionDate: effectiveDate,
settlementDate: effectiveDate,
units: 1,
source: "Custodian");
// add the transaction
_transactionPortfoliosApi.UpsertTransactions(TestDataUtilities.TutorialScope, portfolioCode, new List <TransactionRequest> {
transaction
});
// get the transaction
var transactions = _transactionPortfoliosApi.GetTransactions(TestDataUtilities.TutorialScope, portfolioCode);
Assert.That(transactions.Values, Has.Count.EqualTo(1));
Assert.That(transactions.Values[0].TransactionId, Is.EqualTo(transaction.TransactionId));
Assert.That(transactions.Values[0].InstrumentUid, Is.EqualTo(swapId));
}
private void UpsertOtcToLusid(LusidInstrument instrument, string name, string idUniqueToInstrument)
{
// PACKAGE instrument for upsert
var instrumentDefinition = new InstrumentDefinition(
name: name,
identifiers: new Dictionary <string, InstrumentIdValue>
{
["ClientInternal"] = new InstrumentIdValue(value: idUniqueToInstrument)
},
definition: instrument
);
// put instrument into Lusid
var response = _instrumentsApi.UpsertInstruments(new Dictionary <string, InstrumentDefinition>
{
["someId1"] = instrumentDefinition
});
// Check the response succeeded and has no errors.
Assert.That(response.Failed.Count, Is.EqualTo(0));
Assert.That(response.Values.Count, Is.EqualTo(1));
}
/// <summary>
/// Given a list of instruments and the name of an equity (if any), this method upsert these instruments
/// to LUSID and return their response value.
/// </summary>
/// <returns></returns>
private Dictionary <string, Instrument> UpsertInstrumentSetAndReturnResponseValues(
List <LusidInstrument> instruments,
string equityIdentifier = null)
{
// CREATE instrument upsert request
var instrumentUpsertRequest = CreateInstrumentUpsertRequest(instruments);
// CREATE upsert equity instrument request, if equityIdentifier is provided
if (!equityIdentifier.IsNullOrEmpty())
{
// MERGE into one upsert dictionary of instruments to upsert
var equityRequest = CreateEquityUpsertRequest(equityIdentifier);
equityRequest.ToList().ForEach(r => instrumentUpsertRequest.Add(r.Key, r.Value));
}
// UPSERT and check the response succeeded with no errors.
var response = _instrumentsApi.UpsertInstruments(instrumentUpsertRequest);
Assert.That(response.Failed.Count, Is.EqualTo(0));
Assert.That(response.Values.Count, Is.EqualTo(instrumentUpsertRequest.Count));
return(response.Values);
}
private void SeedInstrumentMaster()
{
var upsertInstrumentsResponse = _instrumentsApi.UpsertInstruments(new Dictionary <string, InstrumentDefinition>
{
["correlationId1"] = new InstrumentDefinition(
name: "VODAFONE GROUP PLC",
/*
* Instruments are created with a set of identifiers
* each under a different scheme
*/
identifiers: new Dictionary <string, InstrumentIdValue>
{
[FigiScheme] = new InstrumentIdValue("BBG000C6K6G9"),
[CustomInternalScheme] = new InstrumentIdValue("INTERNAL_ID_1"),
[IsinScheme] = new InstrumentIdValue("GB00BH4HKS39"),
[SedolScheme] = new InstrumentIdValue("BH4HKS3")
}
),
["correlationId2"] = new InstrumentDefinition(
name: "BARCLAYS PLC",
/*
* Instruments are created with a set of identifiers
* each under a different scheme
*/
identifiers: new Dictionary <string, InstrumentIdValue>
{
[FigiScheme] = new InstrumentIdValue("BBG000C04D57"),
[CustomInternalScheme] = new InstrumentIdValue("INTERNAL_ID_2"),
[IsinScheme] = new InstrumentIdValue("GB0031348658"),
[SedolScheme] = new InstrumentIdValue("3134865")
}
),
["correlationId3"] = new InstrumentDefinition(
name: "NATIONAL GRID PLC",
/*
* Instruments are created with a set of identifiers
* each under a different scheme
*/
identifiers: new Dictionary <string, InstrumentIdValue>
{
[FigiScheme] = new InstrumentIdValue("BBG000FV67Q4"),
[CustomInternalScheme] = new InstrumentIdValue("INTERNAL_ID_3"),
[IsinScheme] = new InstrumentIdValue("GB00BDR05C01"),
[SedolScheme] = new InstrumentIdValue("BDR05C0")
}
),
["correlationId4"] = new InstrumentDefinition(
name: "SAINSBURY (J) PLC",
/*
* Instruments are created with a set of identifiers
* each under a different scheme
*/
identifiers: new Dictionary <string, InstrumentIdValue>
{
[FigiScheme] = new InstrumentIdValue("BBG000BF0KW3"),
[CustomInternalScheme] = new InstrumentIdValue("INTERNAL_ID_4"),
[IsinScheme] = new InstrumentIdValue("GB00B019KW72"),
[SedolScheme] = new InstrumentIdValue("B019KW7")
}
),
["correlationId5"] = new InstrumentDefinition(
name: "TAYLOR WIMPEY PLC",
/*
* Instruments are created with a set of identifiers
* each under a different scheme
*/
identifiers: new Dictionary <string, InstrumentIdValue>
{
[FigiScheme] = new InstrumentIdValue("BBG000BF4KL1"),
[CustomInternalScheme] = new InstrumentIdValue("INTERNAL_ID_5"),
[IsinScheme] = new InstrumentIdValue("GB0008782301"),
[SedolScheme] = new InstrumentIdValue("0878230")
}
)
});
Assert.That(upsertInstrumentsResponse.Values, Has.Count.EqualTo(5));
}
