Implement basic capped trade tracker

lib/rex/book.rb

@@ -6,6 +6,7 @@ require_relative "book/order"
 require_relative "book/limit_order_book"
 require_relative "book/matcher"
 require_relative "book/limit_volume_tracker"
+require_relative "book/trade_tracker"
 
 module Rex
   module Book

lib/rex/book/trade_tracker.rb

@@ -0,0 +1,29 @@
+module Rex
+  module Book
+    class TradeTracker
+      DEFAULT_TRADE_HISTORY_LIMIT = 200
+
+      attr_reader :trades
+
+      def initialize(limit: DEFAULT_TRADE_HISTORY_LIMIT)
+        @limit = limit
+        @trades = []
+      end
+
+      def add(trade)
+        @trades.push(trade)
+        cap
+      end
+
+      def fetch_trades(limit)
+        @trades.last(limit)
+      end
+
+      private
+
+      def cap
+        @trades = @trades.last(@limit)
+      end
+    end
+  end
+end

spec/book/trade_tracker_spec.rb

@@ -0,0 +1,24 @@
+# frozen_string_literal: true
+
+RSpec.describe Rex::Book::TradeTracker do
+  let(:n) { 1 }
+  subject(:instance) { described_class.new(limit: n) }
+
+  before do
+    instance.add(10)
+    instance.add(11)
+  end
+
+  describe "#trades" do
+    it "returns only the last n trades" do
+      expect(instance.trades).to eq([11])
+    end
+  end
+
+  describe "#fetch_trades" do
+    let(:n) { 3 }
+    it "returns only the last n trades" do
+      expect(instance.fetch_trades(1)).to eq([11])
+    end
+  end
+end