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Refactor: change access modifier OptionCodeLookup #8676

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Merged
Martin-Molinero merged 1 commit into from
Apr 7, 2025
Merged

Refactor: change access modifier OptionCodeLookup #8676

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47 changes: 27 additions & 20 deletions Common/SymbolRepresentation.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -485,7 +485,7 @@ public static bool TryDecomposeOptionTickerOSI(string ticker, SecurityType secur
public static string GenerateOptionTicker(Symbol symbol)
{
var symbolTicker = symbol.SecurityType == SecurityType.IndexOption ? symbol.Canonical.Value.Replace("?", string.Empty) : SecurityIdentifier.Ticker(symbol.Underlying, symbol.ID.Date);
var letter = _optionSymbology.Where(x => x.Value.Item2 == symbol.ID.OptionRight && x.Value.Item1 == symbol.ID.Date.Month).Select(x => x.Key).Single();
var letter = OptionCodeLookup.Where(x => x.Value.Item2 == symbol.ID.OptionRight && x.Value.Item1 == symbol.ID.Date.Month).Select(x => x.Key).Single();
var twoYearDigit = symbol.ID.Date.ToString("yy");
return $"{symbolTicker}{twoYearDigit}{symbol.ID.Date.Day:00}{letter}{symbol.ID.StrikePrice.ToStringInvariant()}";
}
Expand All @@ -498,13 +498,13 @@ public static string GenerateOptionTicker(Symbol symbol)
/// <returns>Results containing 1) underlying name, 2) option right, 3) option strike 4) expiration date</returns>
public static OptionTickerProperties ParseOptionTickerIQFeed(string ticker)
{
var letterRange = _optionSymbology.Keys
var letterRange = OptionCodeLookup.Keys
.Select(x => x[0])
.ToArray();
var optionTypeDelimiter = ticker.LastIndexOfAny(letterRange);
var strikePriceString = ticker.Substring(optionTypeDelimiter + 1, ticker.Length - optionTypeDelimiter - 1);

var lookupResult = _optionSymbology[ticker[optionTypeDelimiter].ToStringInvariant()];
var lookupResult = OptionCodeLookup[ticker[optionTypeDelimiter].ToStringInvariant()];
var month = lookupResult.Item1;
var optionRight = lookupResult.Item2;

Expand Down Expand Up @@ -545,23 +545,30 @@ public static OptionTickerProperties ParseOptionTickerIQFeed(string ticker)
}


// This table describes IQFeed option symbology
private static Dictionary<string, Tuple<int, OptionRight>> _optionSymbology = new Dictionary<string, Tuple<int, OptionRight>>
{
{ "A", Tuple.Create(1, OptionRight.Call) }, { "M", Tuple.Create(1, OptionRight.Put) },
{ "B", Tuple.Create(2, OptionRight.Call) }, { "N", Tuple.Create(2, OptionRight.Put) },
{ "C", Tuple.Create(3, OptionRight.Call) }, { "O", Tuple.Create(3, OptionRight.Put) },
{ "D", Tuple.Create(4, OptionRight.Call) }, { "P", Tuple.Create(4, OptionRight.Put) },
{ "E", Tuple.Create(5, OptionRight.Call) }, { "Q", Tuple.Create(5, OptionRight.Put) },
{ "F", Tuple.Create(6, OptionRight.Call) }, { "R", Tuple.Create(6, OptionRight.Put) },
{ "G", Tuple.Create(7, OptionRight.Call) }, { "S", Tuple.Create(7, OptionRight.Put) },
{ "H", Tuple.Create(8, OptionRight.Call) }, { "T", Tuple.Create(8, OptionRight.Put) },
{ "I", Tuple.Create(9, OptionRight.Call) }, { "U", Tuple.Create(9, OptionRight.Put) },
{ "J", Tuple.Create(10, OptionRight.Call) }, { "V", Tuple.Create(10, OptionRight.Put) },
{ "K", Tuple.Create(11, OptionRight.Call) }, { "W", Tuple.Create(11, OptionRight.Put) },
{ "L", Tuple.Create(12, OptionRight.Call) }, { "X", Tuple.Create(12, OptionRight.Put) },

};
/// <summary>
/// A dictionary that maps option symbols to a tuple containing the option series number and the option right (Call or Put).
/// The key represents a single character option symbol, and the value contains the series number and the associated option right.
/// </summary>
/// <remarks>
/// The dictionary is designed to map each option symbol (e.g., "A", "M", "B", etc.) to an option series number and
/// the corresponding option right (either a Call or Put). The series number determines the group of options the symbol belongs to,
/// and the option right indicates whether the option is a Call (buyer has the right to buy) or Put (buyer has the right to sell).
/// </remarks>
public static IReadOnlyDictionary<string, Tuple<int, OptionRight>> OptionCodeLookup { get; } = new Dictionary<string, Tuple<int, OptionRight>>
{
{ "A", Tuple.Create(1, OptionRight.Call) }, { "M", Tuple.Create(1, OptionRight.Put) },
{ "B", Tuple.Create(2, OptionRight.Call) }, { "N", Tuple.Create(2, OptionRight.Put) },
{ "C", Tuple.Create(3, OptionRight.Call) }, { "O", Tuple.Create(3, OptionRight.Put) },
{ "D", Tuple.Create(4, OptionRight.Call) }, { "P", Tuple.Create(4, OptionRight.Put) },
{ "E", Tuple.Create(5, OptionRight.Call) }, { "Q", Tuple.Create(5, OptionRight.Put) },
{ "F", Tuple.Create(6, OptionRight.Call) }, { "R", Tuple.Create(6, OptionRight.Put) },
{ "G", Tuple.Create(7, OptionRight.Call) }, { "S", Tuple.Create(7, OptionRight.Put) },
{ "H", Tuple.Create(8, OptionRight.Call) }, { "T", Tuple.Create(8, OptionRight.Put) },
{ "I", Tuple.Create(9, OptionRight.Call) }, { "U", Tuple.Create(9, OptionRight.Put) },
{ "J", Tuple.Create(10, OptionRight.Call) }, { "V", Tuple.Create(10, OptionRight.Put) },
{ "K", Tuple.Create(11, OptionRight.Call) }, { "W", Tuple.Create(11, OptionRight.Put) },
{ "L", Tuple.Create(12, OptionRight.Call) }, { "X", Tuple.Create(12, OptionRight.Put) },
};


/// <summary>
Expand Down
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