I really would like to have a giant math collection which is sorted according to the Mathematics Subject Classification, but with more then 3 levels, and it should contain all known theorems and also many current open questions.
Is there a good reason why one should not construct such an online collection of math theorems and open questions?
You do realize how big of a topic math is right? This book, if written in a normal font, just the theorems would take over 1,000 pages. Open questions are literally infinite, it's just whether or not anyone has asked them. There are apparently over 100,000 papers published[1] in the year 2013. If you insist the best there likely is is either the internet or a math dictionary. (I personally like the Collin's Dictionary of Mathematics. The Princeton Companion to Mathematics is good too.) Be aware, a math dictionary will likely be very bulky, only scratch the surface of math, or both.