Curve Service

The curve resource contains all your managed forward curve configurations

Curve REST API

The Curve REST API is a full CRUD API allowing you to search and filter curve configurations and build information.

It is accessed through the following URL:

https://api.opendatadsl.com/api/curve

The API is broken into these sections:

info - curve management configuration
build - curve build information
group - curve group information

General

Method	Path	Example	Description
GET			Get the build information for this service

Curve info API

Method	Path	Example	Description
GET	{release}/info	v1/info	List all the curve management configurations
GET	{release}/info/{key}	v1/info/TEST:CURVE	Retrieve a single curve configuration using it’s unique id
PUT	{release}/info/tag/{tag}	v1/info/tag/PROD	Tag multiple curves with the same tag - body is a list of curve ids
POST	{release}/info	v1/info	Create or update a curve configuration, the curve configuration is the JSON body of the POST request
POST	{release}/info/{curve}	v1/info/TEST:CURVE	Manage a curve - no json body, info is generated from the real curve
DELETE	{release}/info/{key}	v1/info/TEST:CURVE	Delete (unmanage) a curve configuration

Curve build API

Method	Path	Example	Description
GET	{release}/build	v1/build	List all the curve build information for the current ondate
GET	{release}/build/{key}	v1/build/TEST:CURVE:2024-06-12	Retrieve a single curve build information for the specified ondate
GET	{release}/build/{ondate}	v1/build/2024-06-12	List all curve build information for the specified ondate
POST	{release}/build	v1/build	Update build information, the curve build information is the JSON body of the POST request - used for updates from external build applications
DELETE	{release}/build/{key}	v1/build/TEST:CURVE:2024-06-12	Delete the curve build information

Group API

The curve management group API contains an extra url path section called type - referring to the group type, one of:

build
quality
approval
export

Method	Path	Example	Description
GET	{release}/group/{type}	v1/group/build	List all the groups of the supplied type
GET	{release}/group/{type}/{key}	v1/group/build/default	Retrieve a group
PUT	{release}/group/{type}/{key}	v1/group/build/default	Add curves to this group, body is an array of curve ids
POST	{release}/group/{type}	v1/group/build	Create/Update group information, the group information is the JSON body of the POST request
DELETE	{release}/group/{type}/{key}	v1/group/build/default	Delete the named group

Curve Approval API

This API is used to approve/unapprove curves

Method	Path	Example	Description
GET	{release}/approval/{ondate}	v1/approval/2024-06-12	List all the curves I need to approve for the supplied ondate
POST	{release}/approval	v1/approval	Approve curves, body is an array of either string ids or objects with {curve, message}
POST	{release}/rejection	v1/rejection	Unapprove curves, body is an array of either string ids or objects with {curve, message}

Curve management entities

Curve management Configuration

Name	Description	Type
_id	Unique id for the curve configuration	String
_type	The type of the curve	String
children	The list of child curves	List
parents	The list of parent curves	List
name	The name of the curve	String
description	The description of the curve	String
buildGroup	The name of the build group this curve belongs to	String
qualityGroup	The name of the quality group this curve belongs to	String
approvalGroup	The name of the approval group this curve belongs to	String
exportGroups	The names of the export groups this curve belongs to	List

Curve build information

Name	Description	Type
_id	Unique id for the curve build information (obj:curve:date)	String
curve	The curve management id	String
ondate	The curve build ondate	String
message	The status message	String
score	A number representing the score for the day 4=No Issues, 3=Failed Checks, 2=Curve was substituted, 1=Curve Failed, 0=Holiday	Integer
scoreInfo	Info about the score	String
status	An object of status information approval/build/quality	String
timestamp	The last time this build was updated	String
timeline	A log of all actions taken on this build	List
builds	A list of all the build attempts for this curve	Object(build)
lastBuildId	The id of the last build attempt	String
checks	A list of the quality checks performed	Object(check)

Curve build group

Name	Description	Type
type	Always 'build'	String
name	Unique name for the curve build group	String
description	Description of this group	String
cron	The cron expression defining the cut-off time for curves in this group	Cron String
offset	The day offset from the cron to the ondate (0=same day, -1=previous day)	Integer
useLatest	A boolean indicating to use the latest valid build, false indicates to use the script instead to generate a substitute curve	Boolean
script	The ODSL script name to use if `useLatest=false`	String
calendar	The holiday calendar for the curves	String
timezone	The timezone of the curves	String

Curve quality group

Name	Description	Type
type	Always 'quality'	String
name	Unique name for the curve quality group	String
description	Description of this group	String
script	The name of the script containing the checks to perform	String
checks	A list of check functions to run - objects as {expression,name}	List(Object)

Curve approval group

Name	Description	Type
type	Always 'approval'	String
name	Unique name for the curve approval group	String
description	Description of this group	String
approvers	A list of user emails that can approve these curves	List(String)
version	A name to tag the curve version with after being approved	String

Curve export group

Name	Description	Type
type	Always 'export'	String
name	Unique name for the curve export group	String
description	Description of this group	String
cron	The cron expression defining when to run the export group script	Cron String
offset	The day offset from the cron to the ondate (0=same day, -1=previous day)	Integer
script	The ODSL script name to use	String
expression	The expression to execute - usually a function call in the script e.g. export()	String
calendar	The holiday calendar for the curves	String

Functions

Function	Example	Description
initialise	v1/2024-06-12	Initialise curves for the specified ondate, ignores any curves already initialised
initialise	v1/2024-06-12/TEST:CURVE	Initialise specified curve for the specified ondate
build	v1/TEST:CURVE:2024-06-12	Build a curve
build	v1/TEST:CURVE with query param _range=between(2023-10-15,2023-10-20)	Build a curve for a range of dates
check	v1/TEST:CURVE:2024-06-12	Quality check a curve
check	v1/default/2024-06-12	Run all quality checks for the named quality group
export	v1/ETRM/2024-06-12	Export all curves in the named export group
cutoff	v1/Oil/2024-06-12	Run the build cut-off - substitute missing curves
cutoff	v1/TEST:CURVE:2024-06-12	Run the build cut-off for the named curve

Examples

In the following examples {{url}} is the curve management REST URL:

https://api.opendatadsl.com/api/curve

Curve Info

### Get curve infos
GET {{url}}/curve/v1/info
Authorization: Bearer {{token}}

### Get curve info for a specific curve
GET {{url}}/curve/v1/info/AAA:EC
Authorization: Bearer {{token}}

### Generate curve info from a curve
POST {{url}}/curve/v1/info/AAA:ECS
Authorization: Bearer {{token}}

### Update curve info
POST {{url}}/curve/v1/info
Authorization: Bearer {{token}}

{
    "_id":"#CLALIT.AMF.AVGAUC.WP:PRICE",
    "name": "Anhydrous Milk Fat Average Auction Winning Price Curve Biweekly Italy",
    "description":"Anhydrous Milk Fat Average Auction Winning Price Curve Biweekly Italy"
}

### Update multi curve info
POST {{url}}/curve/v1/info
Authorization: Bearer {{token}}

[
    {
        "_id":"IPEX.EL.IT.BL.MTE:ALL_TRADERS",
        "tags": ["trader","smart"],
        "description": "Combination of all MTE trader curves"
    },
    {
        "_id":"IPEX.EL.IT.BL.MTE:COMBINED",
        "tags": ["smart"]
    }
]

### Bulk update tags
PUT {{url}}/curve/v1/info/tag/PROD
Authorization: Bearer {{token}}

[ "AAA:EC","AAA:ECS" ]

### Delete a curve info
DELETE {{url}}/curve/v1/info/%23CLALIT.AMF.AVGAUC.WP:PRICE
Authorization: Bearer {{token}}

Curve Build

### Get build infos for current ondate
GET {{url}}/curve/v1/build
Authorization: Bearer {{token}}

### Get build infos for specific ondate
GET {{url}}/curve/v1/build/2023-10-23
Authorization: Bearer {{token}}

### Get build infos for specific ondate - filtered
GET {{url}}/curve/v1/build/2023-10-23
    ?_filter={"$and":[{"status.build":{"$exists":true,"$in":["built"]}}]}
    &_sort={"_timestamp":-1}
    &_limit=-1
Authorization: Bearer {{token}}

### Get curve build info
GET {{url}}/curve/v1/build/2023-10-24/AAA:EC
Authorization: Bearer {{token}}

### Update curve build
POST {{url}}/curve/v1/build
Authorization: Bearer {{token}}

{
    "_id":"IPEX.EL.IT.BL.MTE:MONTHLY:2023-09-21",
    "notes": "Built by hand"
}

### Update curve build from external build application
POST {{url}}/curve/v1/build
Authorization: Bearer {{token}}

{
    "_id":"AAA:MATLAB:2023-10-24",
    "builds": {
        "af1b4366-8752-4446-90c5-ca176eccec6f":{
            "log":["complete"],
            "message": "Built by MATLAB",
            "status": "built"
        }
    },
    "status": {
        "build": "built",
        "buildMessage": "Built by MATLAB"
    }
}

### Update multi curve builds
POST {{url}}/curve/v1/build
Authorization: Bearer {{token}}

[
    {
        "_id":"IPEX.EL.IT.BL.MTE:ALL_TRADERS:2023-09-21",
        "tags": ["trader","smart"]
    },
    {
        "_id":"IPEX.EL.IT.BL.MTE:MONTHLY:2023-09-21",
        "tags": ["smart"]
    }
]

### Add a comment on a build
POST {{url}}/curve/v1/build
Authorization: Bearer {{token}}

{
    "_id":"AAA:MATLAB:2023-11-24",
    "warning":"Jeff was off work, so couldn't provide data"
}

Build Groups

### Add a Build group
POST {{url}}/curve/v1/group/build
Authorization: Bearer {{token}}

{
    "type": "build",
    "name": "default",
    "description": "Default Build Group",
    "calendar": "BUSINESS",
    "cron": "45 23 ? * MON-FRI * EU1",
    "offset": 0,
    "timezone": "Europe/London",
    "useLatest": true,
}

### Get all build groups
GET {{url}}/curve/v1/group/build
Authorization: Bearer {{token}}

### Get a build group
GET {{url}}/curve/v1/group/build/default
Authorization: Bearer {{token}}

### Delete a build group
DELETE {{url}}/curve/v1/group/build/default
Authorization: Bearer {{token}}

### Bulk set group
PUT {{url}}/curve/v1/group/build/default
Authorization: Bearer {{token}}

[ "AAA:EC","AAA:ECS" ]

Quality Groups

### Add a quality group
POST {{url}}/curve/v1/group/quality
Authorization: Bearer {{token}}

{
    "name":"default",
    "script":"QualityCheckCurves",
    "checks": [
        {"name":"missing","expression":"missingCheck()"}
    ]
}

### Get all quality groups
GET {{url}}/curve/v1/group/quality
Authorization: Bearer {{token}}

### Get a quality group
GET {{url}}/curve/v1/group/quality/default
Authorization: Bearer {{token}}

### Delete a quality group
DELETE {{url}}/curve/v1/group/quality/default
Authorization: Bearer {{token}}

### Bulk set group
PUT {{url}}/curve/v1/group/quality/Agriculture
Authorization: Bearer {{token}}

[
"#MATBAROFEX.AR.CRN.CME.FUT:LAST",
"#MATBAROFEX.AR.CRN.CME.FUT:OI"
]

Approval Groups

### Add a approval group
POST {{url}}/curve/v1/group/approval
Authorization: Bearer {{token}}

{
    "name":"default",
    "versionName":"APPROVED",
    "approvers": [
        "colin.hartley@opendatadsl.com",
        "39c6cccd-d6ea-4ac1-b564-8e4d1e28d75d"
    ]
}

### Get all approval groups
GET {{url}}/curve/v1/group/approval
Authorization: Bearer {{token}}

### Get a approval group
GET {{url}}/curve/v1/group/approval/default
Authorization: Bearer {{token}}

### Delete a approval group
DELETE {{url}}/curve/v1/group/approval/default
Authorization: Bearer {{token}}

### Bulk set group
PUT {{url}}/curve/v1/group/approval/default
Authorization: Bearer {{token}}

[ "AAA:EC","AAA:ECS" ]

Approvals

### Add an approval group to a curve info
POST {{url}}/curve/v1/info
Authorization: Bearer {{token}}

{
    "_id":"IPEX.EL.IT.BL.MTE:ALL_TRADERS",
    "approvalGroup": "default"
}

### Get my curves to approve
GET {{url}}/curve/v1/approval/2023-11-09
Authorization: Bearer {{token}}

### Approve curves
POST {{url}}/curve/v1/approval
Authorization: Bearer {{token}}

[
    {
        "curve":"IPEX.EL.IT.BL.MTE:ALL_TRADERS:2023-10-09",
        "message": "Approved message"
    }
]

### Approve curves
POST {{url}}/curve/v1/approval
Authorization: Bearer {{token}}

["IPEX.EL.IT.BL.MTE:ALL_TRADERS:2023-10-09"]

### Reject curves
POST {{url}}/curve/v1/rejection
Authorization: Bearer {{token}}

[
    {
        "curve":"AAA:MATLAB:2023-11-13",
        "message": "Incorrect Data"
    }
]

Export Groups

### Add a export group
POST {{url}}/curve/v1/group/export
Authorization: Bearer {{token}}

{
    "name":"default",
    "cron":"00 02 ? * MON-FRI *",
    "script":"daily_export_report",
    "expression":"exportCSV()"
}

### Get all export groups
GET {{url}}/curve/v1/group/export
Authorization: Bearer {{token}}

### Get an export group
GET {{url}}/curve/v1/group/export/SAP
Authorization: Bearer {{token}}

### Delete an export group
DELETE {{url}}/curve/v1/group/export/default
Authorization: Bearer {{token}}

### Bulk set group
PUT {{url}}/curve/v1/group/export/SAP
Authorization: Bearer {{token}}

[ "AAA:EC","AAA:ECS" ]

### Remove export groups from a curve
POST {{url}}/curve/v1/info
Authorization: Bearer {{token}}

{
    "_id": "SMART_TEST:CURVE",
    "exportGroups": null
}

Functions

### Initialise ondate
GET {{url}}/curve/v1/2023-10-26
    ?_function=initialise
Authorization: Bearer {{token}}

### Initialise ondate for a specific curve
GET {{url}}/curve/v1/2023-11-28/EEX.EM.FEUA.FUT:SC_BST_SETTLE
    ?_function=initialise
Authorization: Bearer {{token}}

### Substitute a curve
GET {{url}}/curve/v1/AAA:CURVE:2023-11-10
    ?_function=substitute
Authorization: Bearer {{token}}

### Build a curve
GET {{url}}/curve/v1/CORN_TEST_TYPE:CLOSE:2023-11-30
    ?_function=build
Authorization: Bearer {{token}}

### Build curve history
GET {{url}}/curve/v1/AAA:ECS
    ?_function=build
    &_range=between(2023-10-15,2023-10-20)
Authorization: Bearer token

### Check a curve
GET {{url}}/curve/v1/ODSL.TRADER.AR.CRN.CME.FUT.TRADES:CURVE:2023-12-07
    ?_function=check
Authorization: Bearer {{token}}

### Check a group of curves
GET {{url}}/curve/v1/default/2023-11-16
    ?_function=check
Authorization: Bearer {{token}}

### Approve a group of curves
GET {{url}}/curve/v1/default/2023-11-16
    ?_function=approve
Authorization: Bearer {{token}}

### Export curves
GET {{url}}/curve/v1/ETRM/2023-11-10
    ?_function=export
Authorization: Bearer {{token}}

### Individual curve export
GET {{url}}/curve/v1/ETRM/EEX.EM.FEUA.FUT:HIGH:2024-01-03
    ?_function=export
Authorization: Bearer {{token}}

### Build group cut-off
GET {{url}}/curve/v1/Oil/2023-12-07
    ?_function=cutoff
Authorization: Bearer {{token}}

### Individual curve cut-off
GET {{url}}/curve/v1/EEX.EM.FEUA.FUT:HIGH:2024-01-03
    ?_function=cutoff
Authorization: Bearer {{token}}

Curve REST API​

General​

Curve info API​

Curve build API​

Group API​

Curve Approval API​

Curve management entities​

Curve management Configuration​

Curve build information​

Curve build group​

Curve quality group​

Curve approval group​

Curve export group​

Functions​

Examples​

Curve Info​

Curve Build​

Build Groups​

Quality Groups​

Approval Groups​

Approvals​

Export Groups​

Functions​

Curve REST API

General

Curve info API

Curve build API

Group API

Curve Approval API

Curve management entities

Curve management Configuration

Curve build information

Curve build group

Curve quality group

Curve approval group

Curve export group

Functions

Examples

Curve Info

Curve Build

Build Groups

Quality Groups

Approval Groups

Approvals

Export Groups

Functions