The ACCOUNT_HISTORY message is issued on initial load of the account history, followed by each addition of a new closed order or credit movement. You need to request account history; it is not issued automatically.
By the time that your message handler receives ACCOUNT_HISTORY, the Framework.TradeHistory collection will already have been updated with the changes.
You can inspect which transactions are being added by looking at the history[] array in the FXB.Message object. Like the Framework.TradeHistory collection, each item in the history[] array is an FXB.Order object describing the closed trade/order or credit movement.