ores.ore

Table of Contents

1. Summary

ores.ore is the boundary between the Open Source Risk Engine's file formats and the ORES domain model. It parses and regenerates ORE XML documents, reads ORE market data text files, plans and executes a directory import into the trading and reference data model, and owns the series key shape reference entity.

It is a composite of three sub-components with no code of its own: every generated and hand-written artefact lives under one of the sub-components below, never directly under this directory.

The XML bindings for ORE's full vocabulary are produced by xsdcpp from the vendored schemas under external/ore/xsd/. That generator is out of band and is not part of ores.codegen; see the design and documentation survey linked below.

2. Sub-components

Sub-component Brief
ores.ore.api The shared contract: the series key shape entity, plus the ORE import, saga-step and storage protocols.
ores.ore.core The ORE document engine: the xsdcpp XML bindings, the instrument mappers, the importer and exporter, the round trip, the market data readers, the import planner and scanner, and the generated entity repository.
ores.ore.service The runnable host: the import worklist handlers, the execute and rollback handlers, the report package handler, and the registrar that wires them.

3. Entity modules

Module Brief
ores.ore.series_key_shape The series key shape reference entity: how an ORE market data series key decomposes into a series type, a qualifier depth and a point.

4. See also

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