EPAM B2BITS ICE Impact Handler C++  1.1.4
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IceImpact::ProductDirectory Class Reference

#include <B2BITS_IceImpactInstruments.h>

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Public Types

typedef std::map< MarketID,
std::string > 
MarketIDToSymbolMap
 
typedef std::map< std::string,
MarketID > 
SymbolToMarketIDMap
 
typedef std::map
< RequestMarketType,
MarketProductDefinitions > 
ProductsPerMarketTypeMap
 
typedef std::map< MarketID,
RequestMarketType > 
MarketIDToMarketTypeMap
 
typedef std::map< std::string,
MarketIDsSet > 
ProductToFuturesMap
 
typedef std::map< MarketID,
MarketIDsSet > 
InstrumentToOptionsMap
 
typedef std::map< MarketID,
MarketIDsSet > 
OptionsToStrategyMap
 

Public Member Functions

void assign (const ProductDirectory &productDirectory)
 
- Public Member Functions inherited from B2bits::ReferenceCounter< ProductDirectory >
 ReferenceCounter () noexcept
 
 ReferenceCounter (ReferenceCounter const &) noexcept
 
ReferenceCounter & operator= (ReferenceCounter const &) noexcept
 
void addRef () const noexcept
 
void release () const noexcept
 
u32 useCount () const noexcept
 
RefCounterPtr< ProductDirectory > shared_from_this ()
 

Public Attributes

ProductsPerMarketTypeMap productsPerMarketTypeMap
 Map from market type to product definitions list of this market type. More...
 
SymbolToMarketIDMap symbolToMarketIDMap
 Map from symbol to marketID. More...
 
MarketIDToSymbolMap marketIDToSymbolMap
 Map from marketID to symbol. More...
 
MarketIDToMarketTypeMap marketIDToMarketTypeMap
 Map from marketID to market type. More...
 
MarketProductDefinitions marketIDToProductDefinition
 Map from marketID to product definition. More...
 
ProductToFuturesMap productToFuturesMap
 Map from particular product to its futures. More...
 
InstrumentToOptionsMap instrumentToOptionsMap
 Map from particular instrument to its options. More...
 
OptionsToStrategyMap optionsToStrategyMap
 Map from Options to options strategy. More...
 

Detailed Description

Class that defines product directory This class contains several maps that help to get product definition by various criteria

Member Typedef Documentation

Member Function Documentation

void IceImpact::ProductDirectory::assign ( const ProductDirectory &  productDirectory)
inline

Member Data Documentation

InstrumentToOptionsMap IceImpact::ProductDirectory::instrumentToOptionsMap

Map from particular instrument to its options.

MarketIDToMarketTypeMap IceImpact::ProductDirectory::marketIDToMarketTypeMap

Map from marketID to market type.

MarketProductDefinitions IceImpact::ProductDirectory::marketIDToProductDefinition

Map from marketID to product definition.

MarketIDToSymbolMap IceImpact::ProductDirectory::marketIDToSymbolMap

Map from marketID to symbol.

OptionsToStrategyMap IceImpact::ProductDirectory::optionsToStrategyMap

Map from Options to options strategy.

ProductsPerMarketTypeMap IceImpact::ProductDirectory::productsPerMarketTypeMap

Map from market type to product definitions list of this market type.

ProductToFuturesMap IceImpact::ProductDirectory::productToFuturesMap

Map from particular product to its futures.

SymbolToMarketIDMap IceImpact::ProductDirectory::symbolToMarketIDMap

Map from symbol to marketID.