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Merged
jackhai9 merged 2 commits into from
Aug 27, 2026
Merged

perf: accelerate ladder order replacement #190

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82e8925
perf: accelerate ladder order replacement
jackhai9 Aug 27, 2026
006eb2d
test: preserve ladder action slots while running
jackhai9 Aug 27, 2026
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24 changes: 20 additions & 4 deletions e2e/binance-orderbook/specs/control-flows.pw.js
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Original file line number Diff line number Diff line change
Expand Up @@ -139,7 +139,7 @@ test('precision refresh explains when the complete visible trade list still lack
expect(errors).toEqual([]);
});

test('starting a ladder disables every start action and exposes one stop control', async ({ page }) => {
test('starting a ladder preserves action slots and turns only the active action into stop', async ({ page }) => {
const scenario = createCancelScenario({
ui: { tradeMode: 'OPEN', orderbookPrecision: '0.1' },
});
Expand All @@ -155,15 +155,31 @@ test('starting a ladder disables every start action and exposes one stop control
await expect(stop).toHaveCount(0);
const startLongRect = await readRect(startLong);
const startShortRect = await readRect(startShort);
const startShortTone = await startShort.evaluate((button) => {
const style = getComputedStyle(button);
return {
backgroundColor: style.backgroundColor,
borderColor: style.borderColor,
color: style.color,
};
});
const cancelRect = await readRect(cancel);
await installInteractionProbe(page, '[data-ladder-action="OPEN_LONG"]');
await startLong.click();
await expect(startLong).toHaveCount(0);
await expect(startShort).toHaveCount(0);
await expect(startShort).toBeDisabled();
await expect(stop).toBeEnabled();
const stopRect = await readRect(stop);
expect(stopRect.x).toBe(startLongRect.x);
expect(stopRect.x + stopRect.width).toBe(startShortRect.x + startShortRect.width);
expect(stopRect).toEqual(startLongRect);
expect(await readRect(startShort)).toEqual(startShortRect);
expect(await startShort.evaluate((button) => {
const style = getComputedStyle(button);
return {
backgroundColor: style.backgroundColor,
borderColor: style.borderColor,
color: style.color,
};
})).toEqual(startShortTone);
expect(await readRect(cancel)).toEqual(cancelRect);
const submissionsBeforeStop = (await readFixtureState(page)).events
.filter((event) => event.type === 'order-submitted').length;
Expand Down
149 changes: 124 additions & 25 deletions scripts/binance-orderbook-trade.user.js
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@
// @namespace binance.orderbook.trade
// @icon data:image/svg+xml,%3Csvg%20xmlns%3D%22http%3A%2F%2Fwww.w3.org%2F2000%2Fsvg%22%20viewBox%3D%220%200%2064%2064%22%3E%3Crect%20width%3D%2264%22%20height%3D%2264%22%20rx%3D%2214%22%20fill%3D%22%23f0b90b%22%2F%3E%3Ctext%20x%3D%2232%22%20y%3D%2249%22%20text-anchor%3D%22middle%22%20font-family%3D%22Arial%2C%20sans-serif%22%20font-size%3D%2242%22%20font-weight%3D%22800%22%20fill%3D%22%23111827%22%3EJ%3C%2Ftext%3E%3C%2Fsvg%3E
// @icon64 data:image/svg+xml,%3Csvg%20xmlns%3D%22http%3A%2F%2Fwww.w3.org%2F2000%2Fsvg%22%20viewBox%3D%220%200%2064%2064%22%3E%3Crect%20width%3D%2264%22%20height%3D%2264%22%20rx%3D%2214%22%20fill%3D%22%23f0b90b%22%2F%3E%3Ctext%20x%3D%2232%22%20y%3D%2249%22%20text-anchor%3D%22middle%22%20font-family%3D%22Arial%2C%20sans-serif%22%20font-size%3D%2242%22%20font-weight%3D%22800%22%20fill%3D%22%23111827%22%3EJ%3C%2Ftext%3E%3C%2Fsvg%3E
// @version 2.7.128
// @version 2.7.129
// @author jackhai9
// @description 单击订单簿价格，按当前开仓/平仓 tab 自动填数量并执行下单，内置数量倍率面板
// @match https://www.binance.com/*/futures/*
Expand Down Expand Up @@ -1918,6 +1918,8 @@
let tradeButtonCache = { mode: null, expiresAt: 0, buttons: [] };
let tradeScopeCache = { activeTab: null, expiresAt: 0, scopes: [] };
let ladderTask = null;
let activeLadderActionType = null;
let activeLadderPanelContext = null;
let cancelCurrentSymbolOpenOrdersTask = null;
let cancelCurrentSymbolOpenOrdersBlocksLadderActions = false;
let cancelNoOrdersFeedbackActive = false;
Expand Down Expand Up @@ -1964,7 +1966,7 @@
style.id = styleId;
style.textContent = `
button[${NATIVE_ACTION_DISABLED_ATTR}="true"],
#${PANEL_ID} button:disabled {
#${PANEL_ID} button:disabled:not([data-ladder-preserve-tone="true"]) {
background: ${DISABLED_CONTROL_BG} !important;
color: ${DISABLED_CONTROL_TEXT} !important;
border-color: ${DISABLED_CONTROL_BORDER} !important;
Expand Down Expand Up @@ -3641,11 +3643,21 @@
return;
}
const spec = getLadderActionSpec2(actionType);
if (!spec) {
setLadderStatus("未知阶梯动作");
return;
}
if (spec?.mode === "CLOSE" && !isCloseSnapshotReady(actionSymbol)) {
setLadderStatus("仓位确认中");
return;
}
ladderStopRequested = false;
activeLadderActionType = actionType;
activeLadderPanelContext = {
mode: spec.mode,
symbol: actionSymbol,
precision: readCurrentOrderbookPrecisionValue()
};
const feedbackStartedAt = performance.now();
setLadderStatus(`${spec?.label || "阶梯"} 准备中`);
const executionTask = (async () => {
Expand Down Expand Up @@ -3692,6 +3704,8 @@
setLadderStatus(e?.message || "执行失败", e?.statusTitle);
}).finally(() => {
ladderTask = null;
activeLadderActionType = null;
activeLadderPanelContext = null;
ladderStopRequested = false;
scheduleRenderPanel();
});
Expand Down Expand Up @@ -4122,6 +4136,77 @@
function countOpenOrderRowsByKey(root, symbol, key) {
return readCurrentSymbolOpenOrderRows(root, symbol).filter((row) => row.key === key).length;
}
function readOpenOrderRowCancellationOutcome(symbol, key, previousCount, dialogsBefore) {
if (!isCurrentObservedSymbol(symbol)) return { status: "symbol_changed" };
const dialog = findNewVisibleDialog(dialogsBefore);
if (dialog) return { status: "dialog_open", dialog };
const activeRoot = getActiveOpenOrdersScope2();
if (activeRoot && countOpenOrderRowsByKey(activeRoot, symbol, key) < previousCount) {
return { status: "row_removed" };
}
return null;
}
async function waitForOpenOrderRowCancellationOutcome(symbol, key, previousCount, dialogsBefore) {
const deadline = Date.now() + LADDER_REPLACE_OPEN_ORDERS_CLEAR_TIMEOUT_MS;
while (true) {
const currentOutcome = readOpenOrderRowCancellationOutcome(
symbol,
key,
previousCount,
dialogsBefore
);
if (currentOutcome) return currentOutcome;
const remainingMs = deadline - Date.now();
if (remainingMs <= 0) return { status: "timeout" };
const observationRoot = getAccountOrdersObservationRoot() || document.body;
const accountSignal = createAccountOrdersMutationSignal(observationRoot);
const dialogSignal = createDialogMutationSignal(document);
if (!accountSignal || !dialogSignal) {
accountSignal?.dispose();
dialogSignal?.dispose();
throw new Error("Row-cancellation observer root is unavailable");
}
try {
const observedAccountVersion = accountSignal.version;
const observedDialogVersion = dialogSignal.version;
const observedOutcome = readOpenOrderRowCancellationOutcome(
symbol,
key,
previousCount,
dialogsBefore
);
if (observedOutcome) return observedOutcome;
await Promise.race([
accountSignal.waitForChange(observedAccountVersion, remainingMs),
dialogSignal.waitForChange(observedDialogVersion, remainingMs)
]);
} finally {
accountSignal.dispose();
dialogSignal.dispose();
}
}
}
async function confirmOpenOrderRowKeyCountBelow(symbol, key, previousCount) {
const deadline = Date.now() + LADDER_REPLACE_ROW_SETTLE_MS;
const observationRoot = getAccountOrdersObservationRoot() || document.body;
const mutationSignal = createAccountOrdersMutationSignal(observationRoot);
if (!mutationSignal) throw new Error("Account-orders observer root is unavailable");
try {
while (true) {
const observedVersion = mutationSignal.version;
if (!isCurrentObservedSymbol(symbol)) return false;
const activeRoot = getActiveOpenOrdersScope2();
if (!activeRoot || countOpenOrderRowsByKey(activeRoot, symbol, key) >= previousCount) {
return false;
}
const remainingMs = deadline - Date.now();
if (remainingMs <= 0) return true;
await mutationSignal.waitForChange(observedVersion, remainingMs);
}
} finally {
mutationSignal.dispose();
}
}
async function waitForOpenOrderRowKeyCountBelow(symbol, key, previousCount) {
const deadline = Date.now() + LADDER_REPLACE_OPEN_ORDERS_CLEAR_TIMEOUT_MS;
const observationRoot = getAccountOrdersObservationRoot() || document.body;
Expand Down Expand Up @@ -4173,18 +4258,33 @@
throw new Error("当前币挂单撤单入口点击失败，已停止重挂");
}
waitForTradeUiMutation({ timeoutMs: 800 });
const dialog = await waitForNewVisibleDialog(dialogsBefore);
if (dialog) {
const outcome = await waitForOpenOrderRowCancellationOutcome(
plan.symbol,
row.key,
previousKeyCount,
dialogsBefore
);
if (outcome.status === "symbol_changed") {
throw new Error("逐行撤单时交易对已变化");
}
if (outcome.status === "timeout") {
throw new Error(`${plan.symbol} 当前币挂单仍存在，已停止重挂`);
}
if (outcome.status === "dialog_open") {
const { dialog } = outcome;
setLadderStatus(`${plan.symbol} 单行撤单确认弹窗已打开`);
const dialogClosed = await waitForDialogToClose(dialog);
if (!dialogClosed) {
const error = new Error(`${plan.symbol} 单行撤单确认弹窗仍未关闭，未恢复页面状态`);
error.name = "DialogNotClosedError";
throw error;
}
if (!await waitForOpenOrderRowKeyCountBelow(plan.symbol, row.key, previousKeyCount)) {
throw new Error(`${plan.symbol} 当前币挂单仍存在，已停止重挂`);
}
}
if (!await waitForOpenOrderRowKeyCountBelow(plan.symbol, row.key, previousKeyCount)) {
throw new Error(`${plan.symbol} 当前币挂单仍存在，已停止重挂`);
if (!await confirmOpenOrderRowKeyCountBelow(plan.symbol, row.key, previousKeyCount)) {
throw new Error(`${plan.symbol} 当前币挂单状态不稳定，已停止重挂`);
}
cancelQty = addDecimalStrings(cancelQty, row.qty);
}
Expand Down Expand Up @@ -4259,13 +4359,6 @@
}
return null;
}
async function waitForNewVisibleDialog(dialogsBefore) {
return waitForDialogMutationState(
document,
() => findNewVisibleDialog(dialogsBefore),
1800
);
}
async function waitForDialogToClose(dialog, timeoutMs = ROW_CANCEL_DIALOG_CLOSE_TIMEOUT_MS) {
return Boolean(await waitForDialogMutationState(
document,
Expand Down Expand Up @@ -5554,12 +5647,19 @@
"</div>"
].join("");
}
function ladderActionButton(actionType, label, tone, disabled = false) {
function ladderActionButton(actionType, label, tone, disabled = false, preserveTone = false) {
const isBuyTone = tone === "BUY";
const borderColor = isBuyTone ? "var(--color-Buy)" : "var(--color-Sell)";
const background = isBuyTone ? "var(--color-GreenAlpha01)" : "var(--color-RedAlpha01)";
const disabledAttrs = disabled ? ' disabled aria-disabled="true"' : "";
return `<button type="button" data-ladder-action="${actionType}"${disabledAttrs} style="height:${LADDER_CONTROL_BUTTON_HEIGHT}px;border:1px solid ${borderColor};border-radius:6px;background:${background};color:${borderColor};font-size:${LADDER_CONTROL_BUTTON_FONT_SIZE}px;font-weight:${CONTROL_FONT_WEIGHT};line-height:${LADDER_CONTROL_BUTTON_HEIGHT - 2}px;cursor:pointer;opacity:1;">${label}</button>`;
const disabledAttrs = disabled ? ` disabled aria-disabled="true"${preserveTone ? ' data-ladder-preserve-tone="true"' : ""}` : "";
const cursor = disabled ? "not-allowed" : "pointer";
return `<button type="button" data-ladder-action="${actionType}"${disabledAttrs} style="height:${LADDER_CONTROL_BUTTON_HEIGHT}px;border:1px solid ${borderColor};border-radius:6px;background:${background};color:${borderColor};font-size:${LADDER_CONTROL_BUTTON_FONT_SIZE}px;font-weight:${CONTROL_FONT_WEIGHT};line-height:${LADDER_CONTROL_BUTTON_HEIGHT - 2}px;cursor:${cursor};opacity:1;">${label}</button>`;
}
function ladderExecutionButton(actionType, label, tone, disabled = false) {
if (activeLadderActionType !== actionType) {
return ladderActionButton(actionType, label, tone, disabled, Boolean(activeLadderActionType));
}
return `<button type="button" data-ladder-stop="true" data-ladder-action-origin="${actionType}" style="height:${LADDER_CONTROL_BUTTON_HEIGHT}px;border:1px solid var(--color-PrimaryYellow);border-radius:6px;background:var(--color-BadgeBg);color:#9a6700;font-size:${LADDER_CONTROL_BUTTON_FONT_SIZE}px;font-weight:${CONTROL_FONT_WEIGHT};line-height:${LADDER_CONTROL_BUTTON_HEIGHT - 2}px;cursor:pointer;">${PANEL_COPY.action.stopLadder}</button>`;
}
function getLadderControlSections(tradeMode, closeContext, symbol, precision) {
const ladderRunning = !!ladderTask;
Expand All @@ -5584,8 +5684,8 @@
ladderOptionRow(PANEL_COPY.field.interval, PANEL_COPY.tooltip.interval, LADDER_STEP_OPTIONS, getLadderStep(tradeMode, symbol, precision), "step", "")
],
actionButtons: [
ladderActionButton("OPEN_LONG", PANEL_COPY.action.openLong, "BUY", actionDisabled),
ladderActionButton("OPEN_SHORT", PANEL_COPY.action.openShort, "SELL", actionDisabled)
ladderExecutionButton("OPEN_LONG", PANEL_COPY.action.openLong, "BUY", actionDisabled),
ladderExecutionButton("OPEN_SHORT", PANEL_COPY.action.openShort, "SELL", actionDisabled)
]
};
}
Expand All @@ -5606,17 +5706,17 @@
ladderOptionRow(PANEL_COPY.field.interval, PANEL_COPY.tooltip.interval, LADDER_STEP_OPTIONS, getLadderStep(tradeMode, symbol, precision), "step", "")
],
actionButtons: [
ladderActionButton("CLOSE_LONG", PANEL_COPY.action.closeLong, "SELL", closeLongDisabled),
ladderActionButton("CLOSE_SHORT", PANEL_COPY.action.closeShort, "BUY", closeShortDisabled)
ladderExecutionButton("CLOSE_LONG", PANEL_COPY.action.closeLong, "SELL", closeLongDisabled),
ladderExecutionButton("CLOSE_SHORT", PANEL_COPY.action.closeShort, "BUY", closeShortDisabled)
]
};
}
function refreshLadderPanel(panel, tradeMode, closeContext) {
const body = panel.querySelector(`#${LADDER_BODY_ID}`);
const status = panel.querySelector(`#${LADDER_STATUS_ID}`);
const mode = ["OPEN", "CLOSE"].includes(tradeMode) ? tradeMode : null;
const symbol = getCurrentSymbol();
const precision = readCurrentOrderbookPrecisionValue();
const mode = activeLadderPanelContext?.mode || (["OPEN", "CLOSE"].includes(tradeMode) ? tradeMode : null);
const symbol = activeLadderPanelContext?.symbol || getCurrentSymbol();
const precision = activeLadderPanelContext?.precision || readCurrentOrderbookPrecisionValue();
if (body) {
const ladderRunning = !!ladderTask;
const cancelRunning = !!cancelCurrentSymbolOpenOrdersTask;
Expand All @@ -5626,12 +5726,11 @@
noOrdersFeedback: cancelNoOrdersFeedbackActive
});
const controlSections = getLadderControlSections(mode, closeContext, symbol, precision);
const primaryActions = ladderRunning ? [`<button type="button" data-ladder-stop="true" style="grid-column:span 2;height:${LADDER_CONTROL_BUTTON_HEIGHT}px;border:1px solid var(--color-PrimaryYellow);border-radius:6px;background:var(--color-BadgeBg);color:#9a6700;font-size:${LADDER_CONTROL_BUTTON_FONT_SIZE}px;font-weight:${CONTROL_FONT_WEIGHT};line-height:${LADDER_CONTROL_BUTTON_HEIGHT - 2}px;cursor:pointer;">${PANEL_COPY.action.stopLadder}</button>`] : controlSections.actionButtons;
const bodyHtml = [
...controlSections.optionRows,
`<div id="${ORDERBOOK_PRECISION_RECOMMENDATION_ID}" data-panel-group="precision"></div>`,
'<div style="display:grid;grid-template-columns:repeat(3,minmax(0,1fr));gap:4px;margin-top:12px;">',
...primaryActions,
...controlSections.actionButtons,
`<button type="button" data-ladder-cancel-symbol="true" style="height:${LADDER_CONTROL_BUTTON_HEIGHT}px;border:1px solid ${CONTROL_BORDER_COLOR};border-radius:6px;font-size:${LADDER_CONTROL_BUTTON_FONT_SIZE}px;line-height:${LADDER_CONTROL_BUTTON_HEIGHT - 2}px;${NEUTRAL_CONTROL_STYLE}">${PANEL_COPY.action.cancel}</button>`,
"</div>"
].join("");
Expand Down
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