internal static void AddMapping(FuturesSymbolMapping mapping, IDictionary <FuturesSymbolKey, FuturesSymbolMapping> bloombergSymbol, IDictionary <FuturesSymbolKey, FuturesSymbolMapping> sendingSymbol, IDictionary <FuturesSymbolKey, FuturesSymbolMapping> receivingSymbol)
{
// only the bloomberg symbol is required
if (!string.IsNullOrEmpty(mapping.PlatformReceivingSymbolRoot))
{
var receivingKey = new FuturesSymbolKey(mapping.PlatformId, mapping.PlatformReceivingSymbolRoot);
receivingSymbol.Add(receivingKey, mapping);
}
// only the bloomberg symbol is required
if (!string.IsNullOrEmpty(mapping.PlatformSendingSymbolRoot))
{
var sendingKey = new FuturesSymbolKey(mapping.PlatformId, mapping.PlatformSendingSymbolRoot);
sendingSymbol.Add(sendingKey, mapping);
}
var bloombergKey = new FuturesSymbolKey(mapping.PlatformId, mapping.BloombergSymbolRoot);
if (!bloombergSymbol.ContainsKey(bloombergKey))
{
bloombergSymbol.Add(bloombergKey, mapping);
}
else
{
bloombergSymbol[bloombergKey] = mapping;
}
}
/// <summary>
/// return the RIC root to a Bloomberg root
/// </summary>
/// <param name="ricRoot"></param>
/// <returns></returns>
public string ConvertRicRoot(string ricRoot)
{
// we are going to cheat and use the TradingScreen platform mappings
var sendingKey = new FuturesSymbolKey("TRADS", ricRoot);
lock (_sendingSymbol) {
return(_sendingSymbol.ContainsKey(sendingKey) ? _sendingSymbol[sendingKey].BloombergSymbolRoot : null);
}
}
public decimal LookupToBloombergPriceMultiplier(string platform, string bloombergRoot)
{
var bloombergKey = new FuturesSymbolKey(platform, bloombergRoot);
lock (_bloombergSymbol) {
return(_bloombergSymbol.ContainsKey(bloombergKey)
? _bloombergSymbol[bloombergKey].PriceMultiplier
: decimal.One);
}
}
public string LookupPlatformRoot(string platform, string bloombergRoot, bool returnRoot)
{
var bloombergKey = new FuturesSymbolKey(platform, bloombergRoot);
lock (_bloombergSymbol) {
if (_bloombergSymbol.ContainsKey(bloombergKey))
{
return(_bloombergSymbol[bloombergKey].PlatformReceivingSymbolRoot);
}
}
return(returnRoot ? bloombergRoot : null);
}
public string ConvertPlatformReceiving(string platform, string receivingRoot, bool returnRoot)
{
var receivingKey = new FuturesSymbolKey(platform, receivingRoot);
lock (_receivingSymbol) {
if (_receivingSymbol.ContainsKey(receivingKey))
{
return(_receivingSymbol[receivingKey].BloombergSymbolRoot);
}
}
return(returnRoot ? receivingRoot : null);
}
