internal void OnTrade(Trade trade)
{
var iId = trade.InstrumentId;
var pId = trade.ProviderId + 1;
this.latestTrade[iId] = trade;
this.tradeByIIdAndPId[pId] = this.tradeByIIdAndPId[pId] ?? new IdArray<Trade>(10240);
this.tradeByIIdAndPId[pId][iId] = trade;
}