MarketEventSymbols Struct Reference

Helper class to compose and parse symbols for market events. More...

#include <MarketEventSymbols.hpp>

Static Public Member Functions
static bool	hasExchangeCode (const StringLike &symbol) noexcept
	Returns true if the specified symbol has the exchange code specification.
static char	getExchangeCode (const StringLike &symbol) noexcept
	Returns exchange code of the specified symbol or ‘’\0'` if none is defined.
static std::string	changeExchangeCode (const StringLike &symbol, char exchangeCode) noexcept
	Changes exchange code of the specified symbol or removes it if the new exchange code is ‘’\0'`.
static std::string	getBaseSymbol (const StringLike &symbol) noexcept
	Returns base symbol without exchange code and attributes.
static std::string	changeBaseSymbol (const StringLike &symbol, const StringLike &baseSymbol) noexcept
	Changes base symbol while leaving exchange code and attributes intact.
static std::optional< std::string >	getAttributeStringByKey (const StringLike &symbol, const StringLike &key) noexcept
	Returns value of the attribute with the specified key.
static std::string	changeAttributeStringByKey (const StringLike &symbol, const StringLike &key, const StringLike &value) noexcept
	Changes the value of one attribute value while leaving exchange code and other attributes intact.
static std::string	removeAttributeStringByKey (const StringLike &symbol, const StringLike &key) noexcept
	Removes one attribute with the specified key while leaving exchange code and other attributes intact.

Detailed Description

Helper class to compose and parse symbols for market events.

Regional symbols

Regional symbol subscription receives events only from a designated exchange, marketplace, or venue instead of receiving composite events from all venues (by default). Regional symbol is composed of a base symbol, ampersand character ('&'), and an exchange code character. For example,

• "SPY" is the symbol for composite events for SPDR S&P 500 ETF from all exchanges,
• "SPY&N" is the symbol for event for SPDR S&P 500 ETF that originates only from the NYSE marketplace.

Symbol attributes

Market event symbols can have a number of attributes attached to them in curly braces with <key>=<value> paris separated by commas. For example,

• "SPY{price=bid}" is the market symbol "SPY" with an attribute key "price" set to value "bid".
• "SPY(=5m,tho=true}" is the market symbol "SPY" with two attributes. One has an empty key and value "5m", while the other has key "tho" and value "true".

The methods in this class always maintain attribute keys in alphabetic order.

Member Function Documentation

changeAttributeStringByKey()

static std::string MarketEventSymbols::changeAttributeStringByKey ( const StringLike & symbol, const StringLike & key, const StringLike & value )

inlinestaticnoexcept

Changes the value of one attribute value while leaving exchange code and other attributes intact.

Parameters

symbol	old symbol.
key	attribute key.
value	attribute value.

Returns

new symbol with a key attribute with the specified value and everything else from the old symbol.

changeBaseSymbol()

static std::string MarketEventSymbols::changeBaseSymbol ( const StringLike & symbol, const StringLike & baseSymbol )

inlinestaticnoexcept

Changes base symbol while leaving exchange code and attributes intact.

Parameters

symbol	old symbol.
baseSymbol	new base symbol.

Returns

new symbol with new base symbol and old symbol's exchange code and attributes.

changeExchangeCode()

static std::string MarketEventSymbols::changeExchangeCode ( const StringLike & symbol, char exchangeCode )

inlinestaticnoexcept

Changes exchange code of the specified symbol or removes it if the new exchange code is ‘’\0'`.

Parameters

symbol	The old symbol.
exchangeCode	The new exchange code.

Returns

new symbol with the changed exchange code.

getAttributeStringByKey()

static std::optional< std::string > MarketEventSymbols::getAttributeStringByKey ( const StringLike & symbol, const StringLike & key )

inlinestaticnoexcept

Returns value of the attribute with the specified key.

The result is std::nullopt if the attribute with the specified key is not found.

Parameters

symbol	symbol.
key	attribute key.

Returns

value of the attribute with the specified key | std::nullopt if the attribute with the specified key is not found.

getBaseSymbol()

static std::string MarketEventSymbols::getBaseSymbol ( const StringLike & symbol )

inlinestaticnoexcept

Returns base symbol without exchange code and attributes.

Parameters

symbol

symbol.

Returns

base symbol without exchange code and attributes.

getExchangeCode()

static char MarketEventSymbols::getExchangeCode ( const StringLike & symbol )

inlinestaticnoexcept

Returns exchange code of the specified symbol or ‘’\0'` if none is defined.

Parameters

symbol

The symbol.

Returns

exchange code of the specified symbol or ‘’\0'` if none is defined.

Referenced by CandleExchange::getAttributeForSymbol().

hasExchangeCode()

static bool MarketEventSymbols::hasExchangeCode ( const StringLike & symbol )

inlinestaticnoexcept

Returns true if the specified symbol has the exchange code specification.

Parameters

symbol

The symbol.

Returns

true if the specified symbol has the exchange code specification.

removeAttributeStringByKey()

static std::string MarketEventSymbols::removeAttributeStringByKey ( const StringLike & symbol, const StringLike & key )

inlinestaticnoexcept

Removes one attribute with the specified key while leaving exchange code and other attributes intact.

Parameters

symbol	old symbol.
key	attribute key.

Returns

new symbol without the specified key and everything else from the old symbol.