private void BitMex_TradesReceived(object sender, CollectionReceivedEventArgs <BitMexTrade> e)
{
var i = Instruments.FirstOrDefault(m => m.Id == e.Data[0].InstrumentId);
if (i != null)
{
i.LastError = null;
lock (Trades)
{
foreach (var m in e.Data)
{
Trades.Add(new TradeEntry(e.Action, i, m));
}
const int MAX = 100;
while (Trades.Count > 100)
{
Trades.RemoveAt(Trades.Count - 1 - MAX);
}
}
}
}
