add scenarios, tests for order-triggers-order and debug

index.js

@@ -92,14 +92,14 @@ var Market = function(options){
 	    });
 	}
     });
+    this.on('trade', this.tradeTrigger);
     this.on('trade-cleanup', function(tradespec){
 	var matches;
 	while (Math.max.apply(Math,(matches = this.stopsMatch(tradespec)))>0){
 	    this.emit('stops', tradespec.t, matches);
 	}
-	this.tradeTrigger(tradespec);
-	this.cleanup();
     });
+    this.on('trade-cleanup', this.cleanup);
     this.on('stops', this.stopsTrigger);
     this.clear();
 };
@@ -178,7 +178,9 @@ Market.prototype.triggerOrderToInbox = function(j,q,t){
 	if ((myorder[trigSliceBegin]>0) ||
 	    (myorder[trigSliceBegin+1]>0) ||
 	    (myorder[trigSliceBegin+2]>0) ||
-	    (myorder[trigSliceBegin+3]>0)){
+	    (myorder[trigSliceBegin+3]>0) ||
+	    (myorder[trigSliceBegin+4]>0) ||
+	    (myorder[trigSliceBegin+5]>0)){
 	    trigorder = [];
 	    for(ii=0,ll=trigSliceEnd-2;ii<ll;++ii)
 		trigorder[ii] = 0;

test/index.js

@@ -681,5 +681,71 @@ describe('Market', function(){
 	    assert.ok(AM.book.sellStop.idx.length === 0);
 	});
     });
+
+    describe('buy triggers another buy', function(){
+	var scenario = [
+	    orders.id2_sell_1_at_95,
+	    orders.id2_sell_1_at_105,
+	    orders.id2_sell_1_at_115,
+	    orders.id4_buy_1_at_110_triggers_buy_1_at_120
+	];
+	var AM = new Market({});
+	var trades=[], stops = [];
+	AM.on('trade', function(tradespec){ trades.push(tradespec) });
+	AM.on('stops', function(t, matches){ stops.push(matches) });
+	process(AM, scenario);
+	it('should have empty inbox', function(){
+	    assert.ok(AM.inbox.length === 0);
+	});
+	it('should not execute any stops', function(){
+	    assert.ok(stops.length === 0);
+	});
+	it('should generate 2 trades', function(){
+	    assert.equal(trades.length, 2);
+	});
+	it('should generate trade prices of 95 and 105', function(){
+	    assert.equal(trades[0].prices[0], 95);
+	    assert.equal(trades[1].prices[0], 105);
+	});
+	it('should have empty buy book', function(){
+	    assert.ok(AM.book.buy.idx.length === 0);
+	});
+	it('should have sell book with one order at 115', function(){
+	    assert.ok(AM.book.sell.idx.length === 1);
+	    assert.ok(AM.book.sell.val(0) === 115);
+	});
+    });
+
+    describe('buy triggers OCO bracket sell-to-close', function(){
+	var scenario = [
+	    orders.id2_sell_1_at_95,
+	    orders.id2_sell_1_at_105,
+	    orders.id2_sell_1_at_115,
+	    orders.id4_buy_1_at_110_triggers_sell_1_at_120_stoplimit_100
+	    ];
+	var AM = new Market({});
+	var trades=[], stops = [];
+	AM.on('trade', function(tradespec){ trades.push(tradespec) });
+	AM.on('stops', function(t, matches){ stops.push(matches) });
+	process(AM, scenario);
+	it('should have empty inbox', function(){
+	    assert.ok(AM.inbox.length === 0);
+	});
+	it('should not execute any stops', function(){
+	    assert.ok(stops.length === 0);
+	});
+	it('should generate 1 trade', function(){
+	    assert.equal(trades.length, 1);
+	});
+	it('should have empty buy book', function(){
+	    assert.equal(AM.book.buy.idx.length, 0);
+	});
+	it('should have 3 orders in sell book', function(){
+	    assert.equal(AM.book.sell.idx.length, 3);
+	});
+	it('should have 120 OCO stoplimit 100 as last sell book order', function(){
+	    omit2(AM.book.sell.idxdata(2)).should.deepEqual(orders.id4_sell_1_at_120_OCO_100);
+	});
+    }); 
 
 });

test/orders.js

@@ -150,7 +150,7 @@ module.exports = {
     id3_buystop_1_at_112: [
 	0,    // t
 	0,    // tx
-	2,    // usernum
+	3,    // usernum
 	0,    // cancelreplace
 	1,    // quantity
 	0,    // buy price
@@ -235,8 +235,61 @@ module.exports = {
 	0,    // trgger sell price
 	0,0,    // trigger buy stop
 	0,0     // trigger sell stop
-    ]
+    ],
+
+    id4_buy_1_at_110_triggers_buy_1_at_120: [
+	0,    // t
+	0,    // tx
+	4,    // usernum
+	1,    // cancelreplace
+	1,    // quantity
+	110,    // buy price
+	0,    // sell price
+	0,  // buy stop
+	0, // limit
+	0,    // sell stop
+	0,    // limit
+	120,    // trigger buy price
+	0,    // trgger sell price
+	0,0,    // trigger buy stop
+	0,0     // trigger sell stop
+    ],
+
+    id4_buy_1_at_110_triggers_sell_1_at_120_stoplimit_100: [
+	0,    // t
+	0,    // tx
+	4,    // usernum
+	0,    // cancelreplace
+	1,    // quantity
+	110,    // buy price
+	0,      // sell price
+	0,      // buy stop
+	0,      // limit
+	0,      // sell stop
+	0,      // limit
+	0,    // trigger buy price
+	120,      // trgger sell price
+	0,0,    // trigger buy stop
+	100,100     // trigger sell stop
+    ],
 
+    id4_sell_1_at_120_OCO_100: [
+	0,    // t
+	0,    // tx
+	4,    // usernum
+	0,    // cancelreplace
+	1,    // quantity
+	0,    // buy price
+	120,      // sell price
+	0,      // buy stop
+	0,      // limit
+	100,      // sell stop
+	100,      // limit
+	0,    // trigger buy price
+	0,      // trgger sell price
+	0,0,    // trigger buy stop
+	0,0     // trigger sell stop
+    ]
 
 }