TestWriteDataAndDeleteBidAsk.py

from datetime import datetime
import Artesian
from Artesian import Query
from dateutil import tz
from Artesian import MarketData
from Artesian.Granularity import Granularity

cfg = Artesian.ArtesianConfig("https://arkive.artesian.cloud/tenantName/", "APIKey")

mkdservice = Artesian.MarketData.MarketDataService(cfg)


bidAsk = Artesian.MarketData.MarketDataEntityInput(
    "PythonSDK",
    "TestBidAskWriteAndDelete",
    Granularity.Hour,
    MarketData.MarketDataType.BidAsk,
    "CET",
    tags={"TestSDKPython": ["PythonValue2"]},
)

registered = mkdservice.readMarketDataRegistryByName(
    bidAsk.providerName, bidAsk.marketDataName
)
if registered is None:
    registered = mkdservice.registerMarketData(bidAsk)

bidAskData = {
    datetime(2020, 1, 1, h): {
        "Feb-20": MarketData.BidAskValue(bestBidPrice=15.0, lastQuantity=14.0),
        "Mar-20": MarketData.BidAskValue(bestBidPrice=25.0, lastQuantity=24.0),
    }
    for h in range(0, 23)
}

bidAsk = MarketData.UpsertData(
    Artesian.MarketData.MarketDataIdentifier(
        bidAsk.providerName, bidAsk.marketDataName
    ),
    "UTC",
    bidAsk=bidAskData,
    downloadedAt=datetime(2020, 1, 3).replace(tzinfo=tz.UTC),
)

mkdservice.upsertData(bidAsk)

query = Query.QueryService(cfg)

res = (
    query.createBidAsk()
    .forMarketData([registered.marketDataId])
    .inAbsoluteDateRange("2020-01-01", "2020-01-02")
    .forProducts(["Feb-20", "Mar-20"])
    .inTimeZone("CET")
    .execute()
)

print(res)

# Delete data between 2020-01-01 6am and 2020-01-01 6pm for product Feb-18
deleteData = Artesian.MarketData.DeleteData(
    ID=Artesian.MarketData.MarketDataIdentifier(
        registered.providerName, registered.marketDataName
    ),
    timezone="CET",
    rangeStart=datetime(2020, 1, 1, 6),
    rangeEnd=datetime(2020, 1, 1, 18),
    product=["Feb-20"],
)

mkdservice.deleteData(deleteData)

res = (
    query.createBidAsk()
    .forMarketData([registered.marketDataId])
    .inAbsoluteDateRange("2020-01-01", "2020-01-31")
    .forProducts(["Feb-20", "Mar-20"])
    .inTimeZone("CET")
    .execute()
)

print(res)

# Delete data between 2020-01-01 6am and 2020-01-01 6pm for product Feb-18 without Timezone
deleteData = Artesian.MarketData.DeleteData(
    ID=Artesian.MarketData.MarketDataIdentifier(
        registered.providerName, registered.marketDataName
    ),
    rangeStart=datetime(2020, 1, 1, 6),
    rangeEnd=datetime(2020, 1, 1, 18),
    product=["Feb-20"],
)

mkdservice.deleteData(deleteData)

res = (
    query.createBidAsk()
    .forMarketData([registered.marketDataId])
    .inAbsoluteDateRange("2020-01-01", "2020-01-31")
    .forProducts(["Feb-20", "Mar-20"])
    .inTimeZone("CET")
    .execute()
)

print(res)

# Delete the curve completely
mkdservice.deleteMarketData(registered.marketDataId)