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SPB_Exchange_Repo
Commit 10bfeca9 by Amelin Konstantin
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Add CL interface to Main. Add application.conf. Move source files to input.

parent f75aa9ff
Showing with 32 additions and 523 deletions
build.sbt
......@@ -7,3 +7,4 @@ scalaVersion := "2.12.6"
libraryDependencies += "org.scala-lang.modules" %% "scala-xml" % "1.1.0"
libraryDependencies += "org.scalactic" %% "scalactic" % "3.0.5"
libraryDependencies += "org.scalatest" %% "scalatest" % "3.0.5" % "test"
libraryDependencies += "com.typesafe" % "config" % "1.3.2"
src/main/resources/nsd/Repo Client equity 1.xml → input/Repo Client equity 1.xml
<?xml version="1.0" encoding="windows-1251"?>
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" fpmlVersion="5-4" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd">
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" fpmlVersion="5-4" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping ../src/main/resources/nsd/fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd">
<header>
<messageId messageIdScheme="http://repository.nsd.ru/coding-scheme/messageid(nsdrus)">BCSb458cd554d1b4b28a3dbd82dd27c5ca4</messageId>
<sentBy>RP0058900001</sentBy>
......
src/main/resources/nsd/Repo Client equity.xml → input/Repo Client equity.xml
<?xml version="1.0" encoding="windows-1251"?>
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" fpmlVersion="5-4" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd">
<nonpublicExecutionReport xmlns="http://www.fpml.org/FpML-5/recordkeeping" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:nsdext="http://www.fpml.org/FpML-5/recordkeeping/nsd-ext" fpmlVersion="5-4" xsi:schemaLocation="http://www.fpml.org/FpML-5/recordkeeping ../src/main/resources/nsd/fpml-recordkeeping-merged-schema.xsd http://www.fpml.org/FpML-5/recordkeeping/nsd-ext nsd-ext-merged-schema.xsd">
<header>
<messageId messageIdScheme="http://repository.nsd.ru/coding-scheme/messageid(nsdrus)">BCS9151431ca24348a5b4bf569ee7e9a760</messageId>
<sentBy>RP0058900001</sentBy>
......
project/plugins.sbt
addSbtPlugin("com.eed3si9n" % "sbt-assembly" % "0.14.7")
addSbtPlugin("com.eed3si9n" % "sbt-assembly" % "0.14.8")
src/main/resources/application.conf 0 → 100644
# Application settings
# Set debug mode
debug = true
\ No newline at end of file
src/main/resources/rts/Repo RTS bond.xml deleted 100644 → 0
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>Repo-20181010-15:37:33.434-1</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2018-10-10T15:37:33</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">Repo-20181010-15:37:33.434-1</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="SPB01" />
<fpml:tradeId tradeIdScheme="UTI">S9DKA7JG1J9651B357729143488154A5EB6BBBB6B1</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:tradeId>123</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="TEST" />
<fpml:tradeId>321</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_12548741" />
<fpml:role>Client</fpml:role>
<fpml:type>L</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_43382" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="TEST" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<fpml:timestamps>
<fpml:timestamp>
<fpml:type>InClearingPool</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>InPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>OutPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
</fpml:timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="TEST" />
<fpml:relatedParty>
<fpml:partyReference href="PASS_9999445555" />
<fpml:role>Client</fpml:role>
<fpml:type>TR</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_NNN" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<timestamps>
<timestamp>
<type>InClearingPool</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>InPortfolio</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>OutPortfolio</type>
<value>2018-10-10T10:00:00</value>
</timestamp>
</timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId productIdScheme="UnderlyingAsset">RU0009109391</fpml:productId>
<fpmlext:floatingRateCalculation>
<fpml:floatingRateIndex>EUR-EONIA-OIS-COMPOUND</fpml:floatingRateIndex>
</fpmlext:floatingRateCalculation>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:sellerPartyReference href="TEST" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000000</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:nominalAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000</fpml:amount>
</fpmlext:nominalAmount>
<fpmlext:assetReference href="RU0009109391" />
</fpmlext:collateral>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-08</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="TEST" />
<fpml:sellerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:forwardLeg>
<fpml:bond id="RU0009109391">
<fpml:instrumentId instrumentIdScheme="">RU0009109391</fpml:instrumentId>
</fpml:bond>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>444</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
<fpml:party id="LEI_253400S2HGY7JG1JWC41">
<fpml:partyId partyIdScheme="LEI">LEI_253400S2HGY7JG1JWC41</fpml:partyId>
<fpml:partyName>Ассоциация НП РТС</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="LEI_12548741">
<fpml:partyId partyIdScheme="LEI">LEI_12548741</fpml:partyId>
<fpml:partyName>BANK</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="TEST">
<fpml:partyId>TEST</fpml:partyId>
<fpml:partyName>ООО ТЕСТ</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>BR</fpml:organizationType>
</fpml:party>
<fpml:party id="PASS_9999445555">
<fpml:partyId partyIdScheme="PASS">PASS_9999445555</fpml:partyId>
<fpml:partyName>Иванов</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="vvv">
<fpml:partyId partyIdScheme="LEI">vvv</fpml:partyId>
</fpml:party>
<fpml:party id="43382">
<fpml:partyId partyIdScheme="LEI">43382</fpml:partyId>
</fpml:party>
<fpml:party id="NNN">
<fpml:partyId partyIdScheme="LEI">NNN</fpml:partyId>
</fpml:party>
</fpml:nonpublicExecutionReport>
\ No newline at end of file
src/main/resources/rts/Repo RTS equity 1.xml deleted 100644 → 0
<?xml version="1.0" encoding="utf-8"?>
<signedDocument xmlns="http://www.fpml.ru/repository">
<document>
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping"
xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2016-06-28T11:00:00</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme=""
>NFKSP-TO-SPB01-REPO-602-2016-06-28</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="NFKSP"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:tradeId>604(1)-0416-ДИЛ-П/604(2)-0416-ДИЛ-П</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01"/>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type"
>OTC</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method"
>E</fpml:category>
<fpml:executionDateTime>2016-04-20T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>false</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="NFKSP"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="ITN_7718173549"/>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId>Equity:Repo:EquityRepo</fpml:productId>
<fpml:productId>RU000A0JV8K5</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:dayCountFraction>1/1</fpmlext:dayCountFraction>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="ITN_7718173549"/>
<fpml:sellerPartyReference href="NFKSP"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>1371</fpmlext:numberOfUnits>
<fpmlext:unitPrice>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>86800.40286</fpml:amount>
</fpmlext:unitPrice>
<fpmlext:assetReference href="RU000A0JV8K5"/>
</fpmlext:collateral>
<rtsrep:deliveryMethod>FreeOfPayment</rtsrep:deliveryMethod>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2016-04-21</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="NFKSP"/>
<fpml:sellerPartyReference href="ITN_7718173549"/>
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2017-04-20</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>119003352.32</fpml:amount>
</fpml:settlementAmount>
</fpmlext:forwardLeg>
<fpml:equity id="RU000A0JV8K5">
<fpml:instrumentId instrumentIdScheme="">RU000A0JV8K5</fpml:instrumentId>
<fpml:description>ПТК-Холдинг, ПАО ao01</fpml:description>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>MA-20160628-00000001</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="NFKSP">
<fpml:partyId>NFKSP</fpml:partyId>
<fpml:partyName>ООО «НФК-Сбережения»</fpml:partyName>
</fpml:party>
<fpml:party id="ITN_7718173549">
<fpml:partyId partyIdScheme="ITN">ITN_7718173549</fpml:partyId>
<fpml:partyName>ЗАО "Дельта Инвестмент"</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
</fpml:nonpublicExecutionReport>
</document>
</signedDocument>
src/main/resources/rts/Repo RTS equity 2.xml deleted 100644 → 0
<fpml:nonpublicExecutionReport xmlns:fpml="http://www.fpml.org/FpML-5/recordkeeping" xmlns:fpmlext="http://www.fpml.org/FpML-5/ext" xmlns:rtsrep="http://www.fpml.ru/repository" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" fpmlVersion="5-7">
<fpml:header>
<fpml:messageId>Repo-20181010-13:28:57.551-1</fpml:messageId>
<fpml:sentBy>NFKSP</fpml:sentBy>
<fpml:sendTo>SPB01</fpml:sendTo>
<fpml:creationTimestamp>2018-10-10T13:28:57</fpml:creationTimestamp>
<fpml:implementationSpecification>
<fpml:version>2</fpml:version>
</fpml:implementationSpecification>
</fpml:header>
<fpml:isCorrection>false</fpml:isCorrection>
<fpml:correlationId correlationIdScheme="">Repo-20181010-13:28:57.552-1</fpml:correlationId>
<fpml:trade>
<fpml:tradeHeader>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="SPB01" />
<fpml:tradeId tradeIdScheme="UTI">S9DKA7JG1J9651B357729143488154A5EB6BBBB6B1</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:tradeId>123</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeIdentifier>
<fpml:partyReference href="TEST" />
<fpml:tradeId>321</fpml:tradeId>
</fpml:partyTradeIdentifier>
<fpml:partyTradeInformation>
<fpml:partyReference href="SPB01" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_vvv" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-type">ОТС</fpml:category>
<fpml:category categoryScheme="http://www.fpml.ru/repository/trade-settlement-method">C</fpml:category>
<fpml:executionDateTime>2018-10-05T00:00:00</fpml:executionDateTime>
<fpml:reportingRegime>
<fpml:name>RussianFederation</fpml:name>
<fpml:mandatorilyClearable>true</fpml:mandatorilyClearable>
</fpml:reportingRegime>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:relatedParty>
<fpml:partyReference href="LEI_12548741" />
<fpml:role>Client</fpml:role>
<fpml:type>L</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_43382" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="TEST" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<fpml:timestamps>
<fpml:timestamp>
<fpml:type>InClearingPool</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>InPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
<fpml:timestamp>
<fpml:type>OutPortfolio</fpml:type>
<fpml:value>2018-10-09T09:00:00</fpml:value>
</fpml:timestamp>
</fpml:timestamps>
<fpml:collateralizationType>Uncollateralized</fpml:collateralizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
<fpml:partyTradeInformation>
<fpml:partyReference href="TEST" />
<fpml:relatedParty>
<fpml:partyReference href="PASS_9999445555" />
<fpml:role>Client</fpml:role>
<fpml:type>TR</fpml:type>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_NNN" />
<fpml:role>ClearingOrganization</fpml:role>
</fpml:relatedParty>
<fpml:relatedParty>
<fpml:partyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:role>Party</fpml:role>
</fpml:relatedParty>
<timestamps>
<timestamp>
<type>InClearingPool</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>InPortfolio</type>
<value>2018-10-09T09:00:00</value>
</timestamp>
<timestamp>
<type>OutPortfolio</type>
<value>2018-10-10T10:00:00</value>
</timestamp>
</timestamps>
<fpml:collatealizationType>Uncollateralized</fpml:collatealizationType>
<fpml:collateralPortfolio>Fully</fpml:collateralPortfolio>
</fpml:partyTradeInformation>
</fpml:tradeHeader>
<fpmlext:repo xsi:type="rtsrep:Repo">
<fpml:productId productIdScheme="UnderlyingAsset">RU0009109391</fpml:productId>
<fpmlext:fixedRateSchedule>
<fpml:initialValue>0.1025</fpml:initialValue>
</fpmlext:fixedRateSchedule>
<fpmlext:spotLeg xsi:type="rtsrep:RepoTransactionLeg">
<fpml:buyerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpml:sellerPartyReference href="TEST" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<fpml:settlementAmount>
<fpml:currency>RUB</fpml:currency>
<fpml:amount>1000000</fpml:amount>
</fpml:settlementAmount>
<fpmlext:collateral xsi:type="rtsrep:CollateralValuation">
<fpmlext:numberOfUnits>100</fpmlext:numberOfUnits>
<fpmlext:assetReference href="RU0009109391" />
</fpmlext:collateral>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-08</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:spotLeg>
<fpmlext:forwardLeg xsi:type="rtsrep:ForwardRepoTransactionLeg">
<fpml:buyerPartyReference href="TEST" />
<fpml:sellerPartyReference href="LEI_253400S2HGY7JG1JWC41" />
<fpmlext:settlementDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</fpmlext:settlementDate>
<rtsrep:deliveryDate>
<fpml:adjustableDate>
<fpml:unadjustedDate>2018-10-09</fpml:unadjustedDate>
</fpml:adjustableDate>
</rtsrep:deliveryDate>
</fpmlext:forwardLeg>
<fpml:equity id="RU0009109391">
<fpml:instrumentId instrumentIdScheme="">RU0009109391</fpml:instrumentId>
</fpml:equity>
</fpmlext:repo>
<fpml:documentation>
<fpml:masterAgreement>
<fpml:masterAgreementId>444</fpml:masterAgreementId>
</fpml:masterAgreement>
</fpml:documentation>
</fpml:trade>
<fpml:party id="SPB01">
<fpml:partyId>SPB01</fpml:partyId>
<fpml:partyName>ПАО «Санкт-Петербургская биржа»</fpml:partyName>
</fpml:party>
<fpml:party id="LEI_253400S2HGY7JG1JWC41">
<fpml:partyId partyIdScheme="LEI">LEI_253400S2HGY7JG1JWC41</fpml:partyId>
<fpml:partyName>Ассоциация НП РТС</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>Other</fpml:organizationType>
</fpml:party>
<fpml:party id="LEI_12548741">
<fpml:partyId partyIdScheme="LEI">LEI_12548741</fpml:partyId>
<fpml:partyName>BANK</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="TEST">
<fpml:partyId>TEST</fpml:partyId>
<fpml:partyName>ООО ТЕСТ</fpml:partyName>
<fpml:country>RU</fpml:country>
<fpml:organizationType>BR</fpml:organizationType>
</fpml:party>
<fpml:party id="PASS_9999445555">
<fpml:partyId partyIdScheme="PASS">PASS_9999445555</fpml:partyId>
<fpml:partyName>Иванов</fpml:partyName>
<fpml:country>RU</fpml:country>
</fpml:party>
<fpml:party id="vvv">
<fpml:partyId partyIdScheme="LEI">vvv</fpml:partyId>
</fpml:party>
<fpml:party id="43382">
<fpml:partyId partyIdScheme="LEI">43382</fpml:partyId>
</fpml:party>
<fpml:party id="NNN">
<fpml:partyId partyIdScheme="LEI">NNN</fpml:partyId>
</fpml:party>
</fpml:nonpublicExecutionReport>
\ No newline at end of file
src/main/scala/Main.scala
import xmlvalid._
import scala.util.{Failure, Success, Try}
import com.typesafe.config.{Config, ConfigFactory}
import scala.xml._
import java.nio.file.{Files, Path, Paths}
import scala.util.{Failure, Success, Try}
import xmlvalid._
import templates._
object Main extends App {
object Main {
val conf: Config = ConfigFactory.load
val debugMode: Boolean = conf.getBoolean("debug")
implicit def templateFactory(source: Node): Template with Logger = {
(source \ "trade").head.child
......@@ -16,9 +20,18 @@ object Main extends App {
}
}
val sourceName = "Repo NSD bond"
def main(args: Array[String]): Unit = {
if (args.length != 2) println("Error: Undefined INPUT/OUTPUT directory. Usage: app INPUT OUTPUT")
else if (!Files.exists(Paths.get(args(0)))) println("Error: INPUT directory doesn`t exist")
else if (!Files.exists(Paths.get(args(1)))) println("Error: OUTPUT directory doesn`t exist")
else {
val p = new PrettyPrinter(140, 2)
val sourceXml = XML.loadFile("src/main/resources/nsd/" + sourceName + ".xml")
for (v <- Files.walk(Paths.get(args(0))).toArray) {
val f = v.asInstanceOf[Path]
if (!Files.isDirectory(f)) {
val fName= f.getFileName.toString.split('.')
val sourceXml = XML.loadFile(f.toString)
val template = Template(sourceXml)
val outputXml = XML.loadString(p.format(template.render))
//val outputXml = template.template
......@@ -39,6 +52,9 @@ object Main extends App {
case Failure(ex) => println(s"Output xml isn`t wellformed or invalid: ${ex.getMessage}")
}
XML.save("output/" + sourceName + "_RTS.xml", outputXml, xmlDecl = true)
XML.save(Paths.get(args(1), fName(0) + "_RTS." + fName(1)).toString, outputXml, xmlDecl = true)
}
}
}
}
}
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