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;
}
}
public void AddBloombergMapping(string platform, string bloombergRoot, string platformReceiveRoot, string platformSendRoot, decimal priceMultiplier)
{
var mapping = new FuturesSymbolMapping
{
PlatformId = platform.ToUpperInvariant(),
BloombergSymbolRoot = bloombergRoot.ToUpperInvariant(),
PlatformReceivingSymbolRoot = platformReceiveRoot.ToUpperInvariant(),
PlatformSendingSymbolRoot = platformSendRoot.ToUpperInvariant(),
PriceMultiplier = priceMultiplier
};
AddMapping(mapping);
}
internal void AddMapping(FuturesSymbolMapping mapping)
{
AddMapping(mapping, _bloombergSymbol, _sendingSymbol, _receivingSymbol);
}