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EPAM B2BITS ICE Impact Handler C++
1.1.4
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#include <B2BITS_IceImpactInstruments.h>


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... | |
Class that defines product directory This class contains several maps that help to get product definition by various criteria
| typedef std::map<MarketID, MarketIDsSet> IceImpact::ProductDirectory::InstrumentToOptionsMap |
| typedef std::map<MarketID, RequestMarketType> IceImpact::ProductDirectory::MarketIDToMarketTypeMap |
| typedef std::map<MarketID, std::string> IceImpact::ProductDirectory::MarketIDToSymbolMap |
| typedef std::map<MarketID, MarketIDsSet> IceImpact::ProductDirectory::OptionsToStrategyMap |
| typedef std::map<RequestMarketType, MarketProductDefinitions> IceImpact::ProductDirectory::ProductsPerMarketTypeMap |
| typedef std::map<std::string, MarketIDsSet> IceImpact::ProductDirectory::ProductToFuturesMap |
| typedef std::map<std::string, MarketID> IceImpact::ProductDirectory::SymbolToMarketIDMap |
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inline |
| 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.
1.8.5