private bool RollOrderBooks(DateTime currentTime)
{
if (!currentTime.IsWithinCacheRangeOf(bookRollPreviousCheckTime))
{
pertinentContracts = instrumentCollection.PertinentContracts(currentTime);
ReconcileMissingContracts();
ReconcileExpiredContracts();
bookRollPreviousCheckTime = currentTime;
return true;
}
return false;
}
/// <summary>
/// Returns 'true' if the InstrumentId property of the order book is pertinent, according to the collection of pertinent instrument IDs provided as an argument.
/// </summary>
/// <param name="pertinentContracts"></param>
/// <returns></returns>
public bool IsPertinent(List<int> pertinentContracts, DateTime currentTime)
{
if (currentTime.IsWithinCacheRangeOf(previousCallTime))
{
return isPertinent;
}
isPertinent = false;
foreach (int pertinentInstrumentId in pertinentContracts)
{
if (InstrumentId == pertinentInstrumentId)
{
isPertinent = true;
break;
}
}
previousCallTime = currentTime;
return isPertinent;
}
/// <summary>
/// Returns an up-to-date list of the instrument's pertinent contracts, as defined by the instrument's configuration file.
/// </summary>
/// <param name="currentTime"></param>
/// <returns></returns>
public List<int> PertinentContracts(DateTime currentTime)
{
if (currentTime.IsWithinCacheRangeOf(previousCallTime))
{
return pertinentContracts;
}
pertinentContracts.Clear();
foreach (int x in PertinentContractMonths)
{
pertinentContracts.Add(GetMonth(x, currentTime));
}
previousCallTime = currentTime;
return pertinentContracts;
}
