Added Maintenance Access Services to Greek Engine
Today I spent most of the day adding in the ability to get and set individual instrument values from the Broker API for the Greek Engine. This is really all about the end of day processing where we need to know the last trade prices of all the instruments (that's the "get"), and then match that up with prices from Bloomberg, Thompson, and other sources, to make a unified "close", or mark, for the day. Then we need to set all these values back into the engine (that's the "set") so that they have the proper, verified, close marks for the day.
It wasn't all that hard, I just needed to expand a little on a few things I've already written for the Greek Engine. I had the bulk of the setter code already done, I just needed to make it a little cleaner and make sure it didn't freeze out any instruments from receiving further updates. The getter was a little more difficult, as it is meant to be a map-of-maps, and so I need to be able to build it up a family at a time.
Again, not horrible, but it was a solid day of writing and then updating test apps to test this functionality and then fixing any little issues with the code I'd written. It was a nice thing to finish up the week on a success. I need a nice weekend to recover from the beating I'm taking at work.