lusid-sdk 2.0.50b0__py3-none-any.whl → 2.0.430__py3-none-any.whl

lusid/extensions/tcp_keep_alive_connector.py

@@ -1,7 +1,29 @@
-from ssl import SSLContext
 import aiohttp
-import asyncio
-from typing import List, Tuple, Any, Union, Optional
+from typing import List, Tuple, Any, Union
+import socket
+from urllib3 import HTTPSConnectionPool, HTTPConnectionPool
+from lusid.extensions.socket_keep_alive import TCP_KEEPALIVE_INTERVAL, TCP_KEEP_IDLE
+
+
+def adjust_connection_socket(conn):
+    """
+    Adjusts the socket settings so that the client sends a TCP keep alive probe over the connection. This is only
+    applied where possible, if the ability to set the socket options is not available, for example using Anaconda,
+    then the settings will be left as is.
+
+    :param conn: The connection to update the socket settings for
+    :param str protocol: The protocol of the connection
+
+    :return: None
+    """
+    try:
+        # set TCP keep alive interval on windows connections
+        conn.ioctl(
+            socket.SIO_KEEPALIVE_VALS,
+            (1, TCP_KEEP_IDLE * 1000, TCP_KEEPALIVE_INTERVAL * 1000),
+        )
+    except AttributeError:
+        pass
 
 
 class TcpKeepAliveConnector(aiohttp.TCPConnector):
@@ -11,56 +33,81 @@ class TcpKeepAliveConnector(aiohttp.TCPConnector):
     """
     def __init__(
         self,
-        *,
-        verify_ssl: bool = True,
-        fingerprint: Optional[bytes] = None,
-        use_dns_cache: bool = True,
-        ttl_dns_cache: Optional[int] = 10,
-        family: int = 0,
-        ssl_context: Optional[SSLContext] = None,
-        ssl: Union[None, bool, aiohttp.Fingerprint, SSLContext] = None,
-        local_addr: Optional[Tuple[str, int]] = None,
-        resolver: Optional[aiohttp.abc.AbstractResolver] = None,
-        keepalive_timeout: Union[None, float, object] = aiohttp.helpers.sentinel,
-        force_close: bool = False,
-        limit: int = 100,
-        limit_per_host: int = 0,
-        enable_cleanup_closed: bool = False,
-        loop: Optional[asyncio.AbstractEventLoop] = None,
+        connector: aiohttp.TCPConnector,
         socket_options: Union[Tuple[Any, Any, Any], Tuple[Any, Any, None, int]]
     ) -> None:
-        super().__init__(
-            verify_ssl=verify_ssl,
-            fingerprint=fingerprint,
-            use_dns_cache=use_dns_cache,
-            ttl_dns_cache=ttl_dns_cache,
-            family=family,
-            ssl_context=ssl_context,
-            ssl=ssl,
-            local_addr=local_addr,
-            resolver=resolver,
-            keepalive_timeout=keepalive_timeout,
-            force_close=force_close,
-            limit=limit,
-            limit_per_host=limit_per_host,
-            enable_cleanup_closed=enable_cleanup_closed,
-            loop=loop,
-        )
+        self.__connector = connector
         self.socket_options = socket_options or []
 
-    async def _create_connection(
+    @property
+    def _timeout_ceil_threshold(self):
+        return self.__connector._timeout_ceil_threshold
+
+    @property
+    def _loop(self):
+        return self.__connector._loop
+
+    @property
+    def closed(self):
+        return self.__connector.closed
+
+    async def close(self) -> None:
+        await self.__connector.close()
+
+    async def connect(
         self,
         req: aiohttp.ClientRequest,
         traces: List[aiohttp.tracing.Trace],
         timeout: aiohttp.ClientTimeout,
-    ) -> aiohttp.client_proto.ResponseHandler:
-        if req.proxy:
-            transport, proto = await self._create_proxy_connection(req, traces, timeout)
-        else:
-            transport, proto = await self._create_direct_connection(
-                req, traces, timeout
-            )
-        sock = transport.get_extra_info("socket")
+    ) -> aiohttp.connector.Connection:
+        """Wraps TCP connector, each new connection will have socket options
+        and windows ioctl for keep alives applied
+
+        Parameters
+        ----------
+        req : aiohttp.ClientRequest
+        traces : List[aiohttp.tracing.Trace]
+        timeout : aiohttp.ClientTimeout
+        """
+        connection = await self.__connector.connect(req, traces, timeout)
+        sock = connection.protocol.transport.get_extra_info("socket")
         for option in self.socket_options:
             sock.setsockopt(*option)
-        return proto
+        adjust_connection_socket(sock)
+        return connection
+
+
+class TCPKeepAliveHTTPSConnectionPool(HTTPSConnectionPool):
+    """
+    This class overrides the _validate_conn method in the HTTPSConnectionPool class. This is the entry point to use
+    for modifying the socket as it is called after the socket is created and before the request is made.
+    """
+
+    def _validate_conn(self, conn):
+        """
+        Called right before a request is made, after the socket is created.
+        """
+        # Call the method on the base class
+        super()._validate_conn(conn)
+
+        # Set up TCP Keep Alive probes, this is the only line added to this function
+        adjust_connection_socket(conn)
+
+
+class TCPKeepAliveHTTPConnectionPool(HTTPConnectionPool):
+    """
+    This class overrides the _validate_conn method in the HTTPSConnectionPool class. This is the entry point to use
+    for modifying the socket as it is called after the socket is created and before the request is made.
+
+    In the base class this method is passed completely.
+    """
+
+    def _validate_conn(self, conn):
+        """
+        Called right before a request is made, after the socket is created.
+        """
+        # Call the method on the base class
+        super()._validate_conn(conn)
+
+        # Set up TCP Keep Alive probes, this is the only line added to this function
+        adjust_connection_socket(conn)

lusid/models/__init__.py

@@ -32,6 +32,7 @@ from lusid.models.account import Account
 from lusid.models.account_properties import AccountProperties
 from lusid.models.accounting_method import AccountingMethod
 from lusid.models.accounts_upsert_response import AccountsUpsertResponse
+from lusid.models.accumulation_event import AccumulationEvent
 from lusid.models.action_id import ActionId
 from lusid.models.action_result_of_portfolio import ActionResultOfPortfolio
 from lusid.models.add_business_days_to_date_request import AddBusinessDaysToDateRequest
@@ -68,6 +69,7 @@ from lusid.models.annul_quotes_response import AnnulQuotesResponse
 from lusid.models.annul_single_structured_data_response import AnnulSingleStructuredDataResponse
 from lusid.models.annul_structured_data_response import AnnulStructuredDataResponse
 from lusid.models.asset_class import AssetClass
+from lusid.models.asset_leg import AssetLeg
 from lusid.models.barrier import Barrier
 from lusid.models.basket import Basket
 from lusid.models.basket_identifier import BasketIdentifier
@@ -76,13 +78,22 @@ from lusid.models.batch_upsert_instrument_properties_response import BatchUpsert
 from lusid.models.batch_upsert_portfolio_transactions_response import BatchUpsertPortfolioTransactionsResponse
 from lusid.models.batch_upsert_property_definition_properties_response import BatchUpsertPropertyDefinitionPropertiesResponse
 from lusid.models.block import Block
+from lusid.models.block_and_order_id_request import BlockAndOrderIdRequest
+from lusid.models.block_and_orders import BlockAndOrders
+from lusid.models.block_and_orders_create_request import BlockAndOrdersCreateRequest
+from lusid.models.block_and_orders_request import BlockAndOrdersRequest
 from lusid.models.block_request import BlockRequest
 from lusid.models.block_set_request import BlockSetRequest
+from lusid.models.blocked_order_request import BlockedOrderRequest
 from lusid.models.bond import Bond
+from lusid.models.bond_coupon_event import BondCouponEvent
 from lusid.models.bond_default_event import BondDefaultEvent
+from lusid.models.bond_principal_event import BondPrincipalEvent
+from lusid.models.book_transactions_request import BookTransactionsRequest
 from lusid.models.book_transactions_response import BookTransactionsResponse
 from lusid.models.bool_compliance_parameter import BoolComplianceParameter
 from lusid.models.bool_list_compliance_parameter import BoolListComplianceParameter
+from lusid.models.branch_step import BranchStep
 from lusid.models.bucketed_cash_flow_request import BucketedCashFlowRequest
 from lusid.models.bucketed_cash_flow_response import BucketedCashFlowResponse
 from lusid.models.bucketing_schedule import BucketingSchedule
@@ -93,6 +104,7 @@ from lusid.models.calendar_dependency import CalendarDependency
 from lusid.models.cap_floor import CapFloor
 from lusid.models.cash_dependency import CashDependency
 from lusid.models.cash_dividend_event import CashDividendEvent
+from lusid.models.cash_election import CashElection
 from lusid.models.cash_flow_event import CashFlowEvent
 from lusid.models.cash_flow_lineage import CashFlowLineage
 from lusid.models.cash_flow_value import CashFlowValue
@@ -109,8 +121,15 @@ from lusid.models.change_item import ChangeItem
 from lusid.models.chart_of_accounts import ChartOfAccounts
 from lusid.models.chart_of_accounts_properties import ChartOfAccountsProperties
 from lusid.models.chart_of_accounts_request import ChartOfAccountsRequest
+from lusid.models.check_step import CheckStep
+from lusid.models.cleardown_module_details import CleardownModuleDetails
+from lusid.models.cleardown_module_request import CleardownModuleRequest
+from lusid.models.cleardown_module_response import CleardownModuleResponse
+from lusid.models.cleardown_module_rule import CleardownModuleRule
+from lusid.models.cleardown_module_rules_updated_response import CleardownModuleRulesUpdatedResponse
 from lusid.models.client import Client
 from lusid.models.close_event import CloseEvent
+from lusid.models.close_period_diary_entry_request import ClosePeriodDiaryEntryRequest
 from lusid.models.complete_portfolio import CompletePortfolio
 from lusid.models.complete_relation import CompleteRelation
 from lusid.models.complete_relationship import CompleteRelationship
@@ -127,16 +146,19 @@ from lusid.models.compliance_rule_response import ComplianceRuleResponse
 from lusid.models.compliance_rule_result import ComplianceRuleResult
 from lusid.models.compliance_rule_result_detail import ComplianceRuleResultDetail
 from lusid.models.compliance_rule_result_portfolio_detail import ComplianceRuleResultPortfolioDetail
+from lusid.models.compliance_rule_result_v2 import ComplianceRuleResultV2
 from lusid.models.compliance_rule_upsert_request import ComplianceRuleUpsertRequest
 from lusid.models.compliance_rule_upsert_response import ComplianceRuleUpsertResponse
 from lusid.models.compliance_run_info import ComplianceRunInfo
 from lusid.models.compliance_run_info_v2 import ComplianceRunInfoV2
-from lusid.models.compliance_run_summary import ComplianceRunSummary
+from lusid.models.compliance_step import ComplianceStep
+from lusid.models.compliance_step_type import ComplianceStepType
 from lusid.models.compliance_summary_rule_result import ComplianceSummaryRuleResult
 from lusid.models.compliance_summary_rule_result_request import ComplianceSummaryRuleResultRequest
 from lusid.models.compliance_template import ComplianceTemplate
 from lusid.models.compliance_template_parameter import ComplianceTemplateParameter
 from lusid.models.compliance_template_variation import ComplianceTemplateVariation
+from lusid.models.component_transaction import ComponentTransaction
 from lusid.models.composite_breakdown import CompositeBreakdown
 from lusid.models.composite_breakdown_request import CompositeBreakdownRequest
 from lusid.models.composite_breakdown_response import CompositeBreakdownResponse
@@ -144,7 +166,7 @@ from lusid.models.composite_dispersion import CompositeDispersion
 from lusid.models.composite_dispersion_response import CompositeDispersionResponse
 from lusid.models.compounding import Compounding
 from lusid.models.configuration_recipe import ConfigurationRecipe
-from lusid.models.configuration_recipe_snippet import ConfigurationRecipeSnippet
+from lusid.models.constant_volatility_surface import ConstantVolatilitySurface
 from lusid.models.constituents_adjustment_header import ConstituentsAdjustmentHeader
 from lusid.models.contract_for_difference import ContractForDifference
 from lusid.models.corporate_action import CorporateAction
@@ -178,6 +200,7 @@ from lusid.models.create_relationship_definition_request import CreateRelationsh
 from lusid.models.create_relationship_request import CreateRelationshipRequest
 from lusid.models.create_sequence_request import CreateSequenceRequest
 from lusid.models.create_tax_rule_set_request import CreateTaxRuleSetRequest
+from lusid.models.create_trade_tickets_response import CreateTradeTicketsResponse
 from lusid.models.create_transaction_portfolio_request import CreateTransactionPortfolioRequest
 from lusid.models.create_unit_definition import CreateUnitDefinition
 from lusid.models.credit_default_swap import CreditDefaultSwap
@@ -214,6 +237,7 @@ from lusid.models.date_range import DateRange
 from lusid.models.date_time_comparison_type import DateTimeComparisonType
 from lusid.models.date_time_compliance_parameter import DateTimeComplianceParameter
 from lusid.models.date_time_list_compliance_parameter import DateTimeListComplianceParameter
+from lusid.models.day_month import DayMonth
 from lusid.models.day_of_week import DayOfWeek
 from lusid.models.decimal_compliance_parameter import DecimalComplianceParameter
 from lusid.models.decimal_list import DecimalList
@@ -238,10 +262,14 @@ from lusid.models.diary_entry_request import DiaryEntryRequest
 from lusid.models.discount_factor_curve_data import DiscountFactorCurveData
 from lusid.models.discounting_dependency import DiscountingDependency
 from lusid.models.discounting_method import DiscountingMethod
+from lusid.models.dividend_option_event import DividendOptionEvent
+from lusid.models.dividend_reinvestment_event import DividendReinvestmentEvent
 from lusid.models.economic_dependency import EconomicDependency
 from lusid.models.economic_dependency_type import EconomicDependencyType
 from lusid.models.economic_dependency_with_complex_market_data import EconomicDependencyWithComplexMarketData
 from lusid.models.economic_dependency_with_quote import EconomicDependencyWithQuote
+from lusid.models.election_specification import ElectionSpecification
+from lusid.models.eligibility_calculation import EligibilityCalculation
 from lusid.models.empty_model_options import EmptyModelOptions
 from lusid.models.entity_identifier import EntityIdentifier
 from lusid.models.equity import Equity
@@ -271,27 +299,38 @@ from lusid.models.field_definition import FieldDefinition
 from lusid.models.field_schema import FieldSchema
 from lusid.models.field_value import FieldValue
 from lusid.models.file_response import FileResponse
+from lusid.models.filter_predicate_compliance_parameter import FilterPredicateComplianceParameter
+from lusid.models.filter_step import FilterStep
 from lusid.models.fixed_leg import FixedLeg
 from lusid.models.fixed_leg_all_of_overrides import FixedLegAllOfOverrides
 from lusid.models.fixed_schedule import FixedSchedule
+from lusid.models.flexible_loan import FlexibleLoan
 from lusid.models.float_schedule import FloatSchedule
 from lusid.models.floating_leg import FloatingLeg
 from lusid.models.flow_convention_name import FlowConventionName
 from lusid.models.flow_conventions import FlowConventions
 from lusid.models.forward_rate_agreement import ForwardRateAgreement
+from lusid.models.from_recipe import FromRecipe
+from lusid.models.fund import Fund
+from lusid.models.fund_properties import FundProperties
+from lusid.models.fund_request import FundRequest
+from lusid.models.fund_share_class import FundShareClass
 from lusid.models.funding_leg import FundingLeg
 from lusid.models.funding_leg_options import FundingLegOptions
 from lusid.models.future import Future
 from lusid.models.futures_contract_details import FuturesContractDetails
+from lusid.models.fx_conventions import FxConventions
 from lusid.models.fx_dependency import FxDependency
 from lusid.models.fx_forward import FxForward
 from lusid.models.fx_forward_curve_by_quote_reference import FxForwardCurveByQuoteReference
 from lusid.models.fx_forward_curve_data import FxForwardCurveData
 from lusid.models.fx_forward_model_options import FxForwardModelOptions
 from lusid.models.fx_forward_pips_curve_data import FxForwardPipsCurveData
+from lusid.models.fx_forward_settlement_event import FxForwardSettlementEvent
 from lusid.models.fx_forward_tenor_curve_data import FxForwardTenorCurveData
 from lusid.models.fx_forward_tenor_pips_curve_data import FxForwardTenorPipsCurveData
 from lusid.models.fx_forwards_dependency import FxForwardsDependency
+from lusid.models.fx_linked_notional_schedule import FxLinkedNotionalSchedule
 from lusid.models.fx_option import FxOption
 from lusid.models.fx_rate_schedule import FxRateSchedule
 from lusid.models.fx_swap import FxSwap
@@ -310,10 +349,16 @@ from lusid.models.get_flow_conventions_response import GetFlowConventionsRespons
 from lusid.models.get_index_convention_response import GetIndexConventionResponse
 from lusid.models.get_instruments_response import GetInstrumentsResponse
 from lusid.models.get_quotes_response import GetQuotesResponse
+from lusid.models.get_recipe_composer_response import GetRecipeComposerResponse
 from lusid.models.get_recipe_response import GetRecipeResponse
 from lusid.models.get_reference_portfolio_constituents_response import GetReferencePortfolioConstituentsResponse
 from lusid.models.get_structured_result_data_response import GetStructuredResultDataResponse
 from lusid.models.get_virtual_document_response import GetVirtualDocumentResponse
+from lusid.models.group_by_selector_compliance_parameter import GroupBySelectorComplianceParameter
+from lusid.models.group_by_step import GroupByStep
+from lusid.models.group_filter_predicate_compliance_parameter import GroupFilterPredicateComplianceParameter
+from lusid.models.group_filter_step import GroupFilterStep
+from lusid.models.group_of_market_data_key_rules import GroupOfMarketDataKeyRules
 from lusid.models.grouped_result_of_address_key import GroupedResultOfAddressKey
 from lusid.models.holding_adjustment import HoldingAdjustment
 from lusid.models.holding_adjustment_with_date import HoldingAdjustmentWithDate
@@ -345,6 +390,7 @@ from lusid.models.instrument_definition import InstrumentDefinition
 from lusid.models.instrument_definition_format import InstrumentDefinitionFormat
 from lusid.models.instrument_delete_modes import InstrumentDeleteModes
 from lusid.models.instrument_event import InstrumentEvent
+from lusid.models.instrument_event_configuration import InstrumentEventConfiguration
 from lusid.models.instrument_event_holder import InstrumentEventHolder
 from lusid.models.instrument_event_type import InstrumentEventType
 from lusid.models.instrument_id_type_descriptor import InstrumentIdTypeDescriptor
@@ -358,14 +404,15 @@ from lusid.models.instrument_payment_diary import InstrumentPaymentDiary
 from lusid.models.instrument_payment_diary_leg import InstrumentPaymentDiaryLeg
 from lusid.models.instrument_payment_diary_row import InstrumentPaymentDiaryRow
 from lusid.models.instrument_properties import InstrumentProperties
+from lusid.models.instrument_resolution_detail import InstrumentResolutionDetail
 from lusid.models.instrument_search_property import InstrumentSearchProperty
 from lusid.models.instrument_type import InstrumentType
 from lusid.models.interest_rate_swap import InterestRateSwap
 from lusid.models.interest_rate_swaption import InterestRateSwaption
+from lusid.models.intermediate_compliance_step import IntermediateComplianceStep
 from lusid.models.ir_vol_cube_data import IrVolCubeData
 from lusid.models.ir_vol_dependency import IrVolDependency
 from lusid.models.is_business_day_response import IsBusinessDayResponse
-from lusid.models.je_lines_query_parameters import JELinesQueryParameters
 from lusid.models.journal_entry_line import JournalEntryLine
 from lusid.models.journal_entry_lines_query_parameters import JournalEntryLinesQueryParameters
 from lusid.models.label_value_set import LabelValueSet
@@ -374,12 +421,13 @@ from lusid.models.legal_entity import LegalEntity
 from lusid.models.level_step import LevelStep
 from lusid.models.life_cycle_event_lineage import LifeCycleEventLineage
 from lusid.models.life_cycle_event_value import LifeCycleEventValue
+from lusid.models.lineage_member import LineageMember
 from lusid.models.link import Link
 from lusid.models.list_aggregation_reconciliation import ListAggregationReconciliation
 from lusid.models.list_aggregation_response import ListAggregationResponse
 from lusid.models.list_complex_market_data_with_meta_data_response import ListComplexMarketDataWithMetaDataResponse
 from lusid.models.loan_period import LoanPeriod
-from lusid.models.look_up_pricing_model_options import LookUpPricingModelOptions
+from lusid.models.lock_period_diary_entry_request import LockPeriodDiaryEntryRequest
 from lusid.models.lusid_instrument import LusidInstrument
 from lusid.models.lusid_problem_details import LusidProblemDetails
 from lusid.models.lusid_trade_ticket import LusidTradeTicket
@@ -400,13 +448,17 @@ from lusid.models.market_observable_type import MarketObservableType
 from lusid.models.market_options import MarketOptions
 from lusid.models.market_quote import MarketQuote
 from lusid.models.match_criterion import MatchCriterion
+from lusid.models.maturity_event import MaturityEvent
 from lusid.models.metric_value import MetricValue
 from lusid.models.model_options import ModelOptions
 from lusid.models.model_options_type import ModelOptionsType
 from lusid.models.model_property import ModelProperty
 from lusid.models.model_schema import ModelSchema
 from lusid.models.model_selection import ModelSelection
+from lusid.models.move_orders_to_different_blocks_request import MoveOrdersToDifferentBlocksRequest
+from lusid.models.moved_order_to_different_block_response import MovedOrderToDifferentBlockResponse
 from lusid.models.movement_type import MovementType
+from lusid.models.multi_currency_amounts import MultiCurrencyAmounts
 from lusid.models.next_value_in_sequence_response import NextValueInSequenceResponse
 from lusid.models.numeric_comparison_type import NumericComparisonType
 from lusid.models.opaque_dependency import OpaqueDependency
@@ -459,6 +511,8 @@ from lusid.models.paged_resource_list_of_allocation import PagedResourceListOfAl
 from lusid.models.paged_resource_list_of_block import PagedResourceListOfBlock
 from lusid.models.paged_resource_list_of_calendar import PagedResourceListOfCalendar
 from lusid.models.paged_resource_list_of_chart_of_accounts import PagedResourceListOfChartOfAccounts
+from lusid.models.paged_resource_list_of_cleardown_module_response import PagedResourceListOfCleardownModuleResponse
+from lusid.models.paged_resource_list_of_cleardown_module_rule import PagedResourceListOfCleardownModuleRule
 from lusid.models.paged_resource_list_of_compliance_rule_response import PagedResourceListOfComplianceRuleResponse
 from lusid.models.paged_resource_list_of_compliance_run_info_v2 import PagedResourceListOfComplianceRunInfoV2
 from lusid.models.paged_resource_list_of_compliance_template import PagedResourceListOfComplianceTemplate
@@ -472,6 +526,7 @@ from lusid.models.paged_resource_list_of_data_type_summary import PagedResourceL
 from lusid.models.paged_resource_list_of_dialect_id import PagedResourceListOfDialectId
 from lusid.models.paged_resource_list_of_diary_entry import PagedResourceListOfDiaryEntry
 from lusid.models.paged_resource_list_of_execution import PagedResourceListOfExecution
+from lusid.models.paged_resource_list_of_fund import PagedResourceListOfFund
 from lusid.models.paged_resource_list_of_general_ledger_profile_response import PagedResourceListOfGeneralLedgerProfileResponse
 from lusid.models.paged_resource_list_of_instrument import PagedResourceListOfInstrument
 from lusid.models.paged_resource_list_of_instrument_event_holder import PagedResourceListOfInstrumentEventHolder
@@ -489,13 +544,14 @@ from lusid.models.paged_resource_list_of_portfolio_group_search_result import Pa
 from lusid.models.paged_resource_list_of_portfolio_search_result import PagedResourceListOfPortfolioSearchResult
 from lusid.models.paged_resource_list_of_posting_module_response import PagedResourceListOfPostingModuleResponse
 from lusid.models.paged_resource_list_of_posting_module_rule import PagedResourceListOfPostingModuleRule
+from lusid.models.paged_resource_list_of_property_definition import PagedResourceListOfPropertyDefinition
 from lusid.models.paged_resource_list_of_property_definition_search_result import PagedResourceListOfPropertyDefinitionSearchResult
 from lusid.models.paged_resource_list_of_reconciliation import PagedResourceListOfReconciliation
-from lusid.models.paged_resource_list_of_reconciliation_run import PagedResourceListOfReconciliationRun
-from lusid.models.paged_resource_list_of_reconciliation_run_break import PagedResourceListOfReconciliationRunBreak
 from lusid.models.paged_resource_list_of_reference_list_response import PagedResourceListOfReferenceListResponse
 from lusid.models.paged_resource_list_of_relationship_definition import PagedResourceListOfRelationshipDefinition
 from lusid.models.paged_resource_list_of_sequence_definition import PagedResourceListOfSequenceDefinition
+from lusid.models.paged_resource_list_of_transaction_template import PagedResourceListOfTransactionTemplate
+from lusid.models.paged_resource_list_of_transaction_template_specification import PagedResourceListOfTransactionTemplateSpecification
 from lusid.models.paged_resource_list_of_translation_script_id import PagedResourceListOfTranslationScriptId
 from lusid.models.paged_resource_list_of_virtual_row import PagedResourceListOfVirtualRow
 from lusid.models.participation import Participation
@@ -503,10 +559,12 @@ from lusid.models.participation_request import ParticipationRequest
 from lusid.models.participation_set_request import ParticipationSetRequest
 from lusid.models.performance_return import PerformanceReturn
 from lusid.models.performance_returns_metric import PerformanceReturnsMetric
+from lusid.models.period_diary_entries_reopened_response import PeriodDiaryEntriesReopenedResponse
 from lusid.models.period_type import PeriodType
 from lusid.models.perpetual_entity_state import PerpetualEntityState
 from lusid.models.perpetual_property import PerpetualProperty
 from lusid.models.person import Person
+from lusid.models.place_blocks_request import PlaceBlocksRequest
 from lusid.models.placement import Placement
 from lusid.models.placement_request import PlacementRequest
 from lusid.models.placement_set_request import PlacementSetRequest
@@ -570,14 +628,18 @@ from lusid.models.quote_instrument_id_type import QuoteInstrumentIdType
 from lusid.models.quote_series_id import QuoteSeriesId
 from lusid.models.quote_type import QuoteType
 from lusid.models.raw_vendor_event import RawVendorEvent
+from lusid.models.re_open_period_diary_entry_request import ReOpenPeriodDiaryEntryRequest
 from lusid.models.realised_gain_loss import RealisedGainLoss
+from lusid.models.recipe_block import RecipeBlock
+from lusid.models.recipe_composer import RecipeComposer
+from lusid.models.recipe_value import RecipeValue
+from lusid.models.recombine_step import RecombineStep
 from lusid.models.reconcile_date_time_rule import ReconcileDateTimeRule
 from lusid.models.reconcile_numeric_rule import ReconcileNumericRule
 from lusid.models.reconcile_string_rule import ReconcileStringRule
 from lusid.models.reconciled_transaction import ReconciledTransaction
 from lusid.models.reconciliation import Reconciliation
 from lusid.models.reconciliation_break import ReconciliationBreak
-from lusid.models.reconciliation_break_id import ReconciliationBreakId
 from lusid.models.reconciliation_configuration import ReconciliationConfiguration
 from lusid.models.reconciliation_id import ReconciliationId
 from lusid.models.reconciliation_left_right_address_key_pair import ReconciliationLeftRightAddressKeyPair
@@ -586,9 +648,6 @@ from lusid.models.reconciliation_request import ReconciliationRequest
 from lusid.models.reconciliation_response import ReconciliationResponse
 from lusid.models.reconciliation_rule import ReconciliationRule
 from lusid.models.reconciliation_rule_type import ReconciliationRuleType
-from lusid.models.reconciliation_run import ReconciliationRun
-from lusid.models.reconciliation_run_break import ReconciliationRunBreak
-from lusid.models.reconciliation_run_id import ReconciliationRunId
 from lusid.models.reconciliation_side_configuration import ReconciliationSideConfiguration
 from lusid.models.reconciliation_transactions import ReconciliationTransactions
 from lusid.models.reference_data import ReferenceData
@@ -605,6 +664,7 @@ from lusid.models.relation import Relation
 from lusid.models.relation_definition import RelationDefinition
 from lusid.models.relationship import Relationship
 from lusid.models.relationship_definition import RelationshipDefinition
+from lusid.models.relative_date_offset import RelativeDateOffset
 from lusid.models.repo import Repo
 from lusid.models.reset_event import ResetEvent
 from lusid.models.resource_id import ResourceId
@@ -615,6 +675,7 @@ from lusid.models.resource_list_of_aggregated_return import ResourceListOfAggreg
 from lusid.models.resource_list_of_aggregation_query import ResourceListOfAggregationQuery
 from lusid.models.resource_list_of_allocation import ResourceListOfAllocation
 from lusid.models.resource_list_of_block import ResourceListOfBlock
+from lusid.models.resource_list_of_block_and_orders import ResourceListOfBlockAndOrders
 from lusid.models.resource_list_of_calendar_date import ResourceListOfCalendarDate
 from lusid.models.resource_list_of_change import ResourceListOfChange
 from lusid.models.resource_list_of_change_history import ResourceListOfChangeHistory
@@ -632,6 +693,7 @@ from lusid.models.resource_list_of_get_counterparty_agreement_response import Re
 from lusid.models.resource_list_of_get_credit_support_annex_response import ResourceListOfGetCreditSupportAnnexResponse
 from lusid.models.resource_list_of_get_flow_conventions_response import ResourceListOfGetFlowConventionsResponse
 from lusid.models.resource_list_of_get_index_convention_response import ResourceListOfGetIndexConventionResponse
+from lusid.models.resource_list_of_get_recipe_composer_response import ResourceListOfGetRecipeComposerResponse
 from lusid.models.resource_list_of_get_recipe_response import ResourceListOfGetRecipeResponse
 from lusid.models.resource_list_of_holdings_adjustment_header import ResourceListOfHoldingsAdjustmentHeader
 from lusid.models.resource_list_of_i_unit_definition_dto import ResourceListOfIUnitDefinitionDto
@@ -641,6 +703,7 @@ from lusid.models.resource_list_of_instrument_id_type_descriptor import Resource
 from lusid.models.resource_list_of_legal_entity import ResourceListOfLegalEntity
 from lusid.models.resource_list_of_list_complex_market_data_with_meta_data_response import ResourceListOfListComplexMarketDataWithMetaDataResponse
 from lusid.models.resource_list_of_mapping import ResourceListOfMapping
+from lusid.models.resource_list_of_moved_order_to_different_block_response import ResourceListOfMovedOrderToDifferentBlockResponse
 from lusid.models.resource_list_of_order import ResourceListOfOrder
 from lusid.models.resource_list_of_order_instruction import ResourceListOfOrderInstruction
 from lusid.models.resource_list_of_package import ResourceListOfPackage
@@ -690,6 +753,8 @@ from lusid.models.scaling_methodology import ScalingMethodology
 from lusid.models.schedule import Schedule
 from lusid.models.schedule_type import ScheduleType
 from lusid.models.scope_definition import ScopeDefinition
+from lusid.models.script_map_reference import ScriptMapReference
+from lusid.models.security_election import SecurityElection
 from lusid.models.sequence_definition import SequenceDefinition
 from lusid.models.set_legal_entity_identifiers_request import SetLegalEntityIdentifiersRequest
 from lusid.models.set_legal_entity_properties_request import SetLegalEntityPropertiesRequest
@@ -719,6 +784,7 @@ from lusid.models.target_tax_lot import TargetTaxLot
 from lusid.models.target_tax_lot_request import TargetTaxLotRequest
 from lusid.models.tax_rule import TaxRule
 from lusid.models.tax_rule_set import TaxRuleSet
+from lusid.models.template_field import TemplateField
 from lusid.models.term_deposit import TermDeposit
 from lusid.models.total_return_swap import TotalReturnSwap
 from lusid.models.touch import Touch
@@ -730,8 +796,12 @@ from lusid.models.transaction_configuration_data_request import TransactionConfi
 from lusid.models.transaction_configuration_movement_data import TransactionConfigurationMovementData
 from lusid.models.transaction_configuration_movement_data_request import TransactionConfigurationMovementDataRequest
 from lusid.models.transaction_configuration_type_alias import TransactionConfigurationTypeAlias
+from lusid.models.transaction_currency_and_amount import TransactionCurrencyAndAmount
+from lusid.models.transaction_field_map import TransactionFieldMap
 from lusid.models.transaction_price import TransactionPrice
+from lusid.models.transaction_price_and_type import TransactionPriceAndType
 from lusid.models.transaction_price_type import TransactionPriceType
+from lusid.models.transaction_property_map import TransactionPropertyMap
 from lusid.models.transaction_property_mapping import TransactionPropertyMapping
 from lusid.models.transaction_property_mapping_request import TransactionPropertyMappingRequest
 from lusid.models.transaction_query_mode import TransactionQueryMode
@@ -743,6 +813,9 @@ from lusid.models.transaction_roles import TransactionRoles
 from lusid.models.transaction_set_configuration_data import TransactionSetConfigurationData
 from lusid.models.transaction_set_configuration_data_request import TransactionSetConfigurationDataRequest
 from lusid.models.transaction_status import TransactionStatus
+from lusid.models.transaction_template import TransactionTemplate
+from lusid.models.transaction_template_request import TransactionTemplateRequest
+from lusid.models.transaction_template_specification import TransactionTemplateSpecification
 from lusid.models.transaction_type import TransactionType
 from lusid.models.transaction_type_alias import TransactionTypeAlias
 from lusid.models.transaction_type_calculation import TransactionTypeCalculation
@@ -758,6 +831,7 @@ from lusid.models.translate_instrument_definitions_request import TranslateInstr
 from lusid.models.translate_instrument_definitions_response import TranslateInstrumentDefinitionsResponse
 from lusid.models.translate_trade_ticket_request import TranslateTradeTicketRequest
 from lusid.models.translate_trade_tickets_response import TranslateTradeTicketsResponse
+from lusid.models.translation_context import TranslationContext
 from lusid.models.translation_input import TranslationInput
 from lusid.models.translation_result import TranslationResult
 from lusid.models.translation_script import TranslationScript
@@ -766,8 +840,8 @@ from lusid.models.trial_balance import TrialBalance
 from lusid.models.trial_balance_query_parameters import TrialBalanceQueryParameters
 from lusid.models.trigger_event import TriggerEvent
 from lusid.models.typed_resource_id import TypedResourceId
-from lusid.models.underlying_leg import UnderlyingLeg
 from lusid.models.unit_schema import UnitSchema
+from lusid.models.units_ratio import UnitsRatio
 from lusid.models.unmatched_holding_method import UnmatchedHoldingMethod
 from lusid.models.update_calendar_request import UpdateCalendarRequest
 from lusid.models.update_custom_entity_definition_request import UpdateCustomEntityDefinitionRequest
@@ -787,12 +861,14 @@ from lusid.models.upsert_cds_flow_conventions_request import UpsertCdsFlowConven
 from lusid.models.upsert_complex_market_data_request import UpsertComplexMarketDataRequest
 from lusid.models.upsert_compliance_rule_request import UpsertComplianceRuleRequest
 from lusid.models.upsert_compliance_run_summary_request import UpsertComplianceRunSummaryRequest
+from lusid.models.upsert_compliance_run_summary_result import UpsertComplianceRunSummaryResult
 from lusid.models.upsert_corporate_action_request import UpsertCorporateActionRequest
 from lusid.models.upsert_corporate_actions_response import UpsertCorporateActionsResponse
 from lusid.models.upsert_counterparty_agreement_request import UpsertCounterpartyAgreementRequest
 from lusid.models.upsert_credit_support_annex_request import UpsertCreditSupportAnnexRequest
 from lusid.models.upsert_custom_entities_response import UpsertCustomEntitiesResponse
 from lusid.models.upsert_custom_entity_access_metadata_request import UpsertCustomEntityAccessMetadataRequest
+from lusid.models.upsert_dialect_request import UpsertDialectRequest
 from lusid.models.upsert_flow_conventions_request import UpsertFlowConventionsRequest
 from lusid.models.upsert_index_convention_request import UpsertIndexConventionRequest
 from lusid.models.upsert_instrument_event_request import UpsertInstrumentEventRequest
@@ -811,9 +887,8 @@ from lusid.models.upsert_portfolio_transactions_response import UpsertPortfolioT
 from lusid.models.upsert_quote_access_metadata_rule_request import UpsertQuoteAccessMetadataRuleRequest
 from lusid.models.upsert_quote_request import UpsertQuoteRequest
 from lusid.models.upsert_quotes_response import UpsertQuotesResponse
+from lusid.models.upsert_recipe_composer_request import UpsertRecipeComposerRequest
 from lusid.models.upsert_recipe_request import UpsertRecipeRequest
-from lusid.models.upsert_reconciliation_break_request import UpsertReconciliationBreakRequest
-from lusid.models.upsert_reconciliation_run_request import UpsertReconciliationRunRequest
 from lusid.models.upsert_reference_portfolio_constituents_request import UpsertReferencePortfolioConstituentsRequest
 from lusid.models.upsert_reference_portfolio_constituents_response import UpsertReferencePortfolioConstituentsResponse
 from lusid.models.upsert_result_values_data_request import UpsertResultValuesDataRequest
@@ -822,6 +897,7 @@ from lusid.models.upsert_single_structured_data_response import UpsertSingleStru
 from lusid.models.upsert_structured_data_response import UpsertStructuredDataResponse
 from lusid.models.upsert_structured_result_data_request import UpsertStructuredResultDataRequest
 from lusid.models.upsert_transaction_properties_response import UpsertTransactionPropertiesResponse
+from lusid.models.upsert_translation_script_request import UpsertTranslationScriptRequest
 from lusid.models.user import User
 from lusid.models.valuation_request import ValuationRequest
 from lusid.models.valuation_schedule import ValuationSchedule
@@ -847,5 +923,6 @@ from lusid.models.virtual_row import VirtualRow
 from lusid.models.warning import Warning
 from lusid.models.weekend_mask import WeekendMask
 from lusid.models.weighted_instrument import WeightedInstrument
+from lusid.models.weighted_instrument_in_line_lookup_identifiers import WeightedInstrumentInLineLookupIdentifiers
 from lusid.models.weighted_instruments import WeightedInstruments
 from lusid.models.yield_curve_data import YieldCurveData

lusid/models/abor.py

@@ -34,12 +34,13 @@ class Abor(BaseModel):
     id: ResourceId = Field(...)
     display_name: Optional[StrictStr] = Field(None, alias="displayName", description="The name of the Abor.")
     description: Optional[StrictStr] = Field(None, description="The description for the Abor.")
-    portfolio_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioIds", description="The list with the portfolio ids which are part of the Abor.")
+    portfolio_ids: conlist(PortfolioEntityId) = Field(..., alias="portfolioIds", description="The list with the portfolio ids which are part of the Abor. Note: These must all have the same base currency.")
     abor_configuration_id: Optional[ResourceId] = Field(None, alias="aborConfigurationId")
     properties: Optional[Dict[str, ModelProperty]] = Field(None, description="A set of properties for the Abor.")
     version: Optional[Version] = None
+    base_currency: Optional[StrictStr] = Field(None, alias="baseCurrency", description="The base currency of the abor based on contained portfolio base currencies.")
     links: Optional[conlist(Link)] = None
-    __properties = ["href", "id", "displayName", "description", "portfolioIds", "aborConfigurationId", "properties", "version", "links"]
+    __properties = ["href", "id", "displayName", "description", "portfolioIds", "aborConfigurationId", "properties", "version", "baseCurrency", "links"]
 
     class Config:
         """Pydantic configuration"""
@@ -115,6 +116,11 @@ class Abor(BaseModel):
         if self.properties is None and "properties" in self.__fields_set__:
             _dict['properties'] = None
 
+        # set to None if base_currency (nullable) is None
+        # and __fields_set__ contains the field
+        if self.base_currency is None and "base_currency" in self.__fields_set__:
+            _dict['baseCurrency'] = None
+
         # set to None if links (nullable) is None
         # and __fields_set__ contains the field
         if self.links is None and "links" in self.__fields_set__:
@@ -145,6 +151,7 @@ class Abor(BaseModel):
             if obj.get("properties") is not None
             else None,
             "version": Version.from_dict(obj.get("version")) if obj.get("version") is not None else None,
+            "base_currency": obj.get("baseCurrency"),
             "links": [Link.from_dict(_item) for _item in obj.get("links")] if obj.get("links") is not None else None
         })
         return _obj