change .cancel(id)'s search to a reverse-order search with early term…

…ination on order[cancelCol]

README.md

@@ -79,6 +79,7 @@ Emits: trade, trade-cleanup, after-trade
 
 requires:  options.idCol, options.qCol
 
+optional:  options.cancelCol (shortens search if a previous cancel/replace found)
     MarketEngine.prototype.expire(ts)
 
 requires: options.txCol, options.qCol

index.js

@@ -99,15 +99,19 @@ MarketEngine.prototype.cancel = function(id){
     var i,l,order,countCancelled=0;
     var idCol = this.o.idCol, qCol = this.o.qCol;
     var a=this.a, trash=this.trash;
+    var cancelCol = this.o.cancelCol;
     if (!a) return;
-    for(i=0,l=a.length;i<l;++i){
+    i = a.length;
+    while(i-->0){ 
 	order = a[i];
 	if (order && (id===order[idCol])){
 	    countCancelled++;
 	    if (trash)
 		trash.push(i);
 	    if (qCol)
 		order[qCol]=0;
+	    if (cancelCol && order[cancelCol])
+		i = 0; // skip because earlier cancel cancelled others
 	}
     }
     return countCancelled;

test/index.js

@@ -422,7 +422,7 @@ describe('MarketEngine', function(){
 	    assert.ok(X.a[4][4]===0);
 	    assert.ok(X.a[5][4]===1);
 	    assert.ok(X.a[6][4]===5);
-	    X.trash.should.eql([2,4]);
+	    X.trash.should.eql([4,2]);
 	});
 
 	it('cancel(4) should still work if .trash does not exist', function(){
@@ -482,7 +482,7 @@ describe('MarketEngine', function(){
 	    X.push([3000,6000,5,11]);
 	    X.cancel(4);
 	    X.expire(5000);
-	    X.trash.should.eql([2,4,0,2,5]);
+	    X.trash.should.eql([4,2,0,2,5]);
 	    X.emptyTrash().should.eql([0,2,4,5]);
 	});
 
@@ -497,7 +497,7 @@ describe('MarketEngine', function(){
 	    X.push([3000,6000,5,11]);
 	    X.cancel(4);
 	    X.expire(5000);
-	    X.trash.should.eql([2,4,0,2,5]);
+	    X.trash.should.eql([4,2,0,2,5]);
 	    X.emptyTrash().should.eql([0,2,4,5]);
 	    assert.ok(X.a.length===3);
 	    X.a[0].slice(2).should.eql([1200,7000,5,3]);