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Fix Binance ladder input settling #197

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Merged
jackhai9 merged 1 commit into from
Aug 27, 2026
Merged

Fix Binance ladder input settling #197

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145 changes: 108 additions & 37 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 2.7.135
// @version 2.7.136
// @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 @@ -1211,6 +1211,22 @@
}
return matches.length === 1 ? matches[0] : null;
}
function createBoundedInputWriter({ writeValue, maxWriteAttempts }) {
if (typeof writeValue !== "function") {
throw new Error("Bounded input writer dependency is invalid");
}
if (!Number.isInteger(maxWriteAttempts) || maxWriteAttempts < 1) {
throw new Error("Trade input write attempts must be a positive integer");
}
const attemptsByInput = /* @__PURE__ */ new WeakMap();
return (input, value) => {
const attempts = attemptsByInput.get(input) || 0;
if (attempts >= maxWriteAttempts) return false;
attemptsByInput.set(input, attempts + 1);
writeValue(input, value);
return true;
};
}
function createTradeInputStateReader({
resolveInputs,
expectedPrice,
Expand All @@ -1219,21 +1235,52 @@
normalizeValue,
compareValues,
writeValue,
requiredStableMismatchFrames = 2
requiredStableMismatchFrames = 2,
requiredStableMatchFrames = 1,
maxWriteAttempts = 2,
isRecoveryWriteAllowed = () => true
}) {
if (typeof resolveInputs !== "function" || typeof normalizeValue !== "function" || typeof compareValues !== "function" || typeof writeValue !== "function") {
if (typeof resolveInputs !== "function" || typeof normalizeValue !== "function" || typeof compareValues !== "function" || typeof writeValue !== "function" || typeof isRecoveryWriteAllowed !== "function") {
throw new Error("Trade input synchronizer dependencies are invalid");
}
if (!Number.isInteger(requiredStableMismatchFrames) || requiredStableMismatchFrames < 1) {
throw new Error("Trade input rollback stability must be a positive integer");
}
if (!Number.isInteger(requiredStableMatchFrames) || requiredStableMatchFrames < 1) {
throw new Error("Trade input accepted stability must be a positive integer");
}
if (!Number.isInteger(maxWriteAttempts) || maxWriteAttempts < 1) {
throw new Error("Trade input write attempts must be a positive integer");
}
const createSyncSlot = () => {
let root = null;
let input = null;
let writeCount = 0;
let rollbackValue = null;
let recoveryEligible = false;
let stableRollbackFrames = 0;
let stableMatchFrames = 0;
const clearRecovery = () => {
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
};
const writeExpectedValue = (currentInput, expectedValue, submittedValue) => {
const wrote = writeValue(currentInput, expectedValue);
if (wrote === false) {
writeCount = maxWriteAttempts;
clearRecovery();
stableMatchFrames = 0;
return;
}
writeCount += 1;
const postWriteValue = normalizeValue(currentInput.value);
const rejected = compareValues(expectedValue, postWriteValue) !== 0;
recoveryEligible = rejected && writeCount < maxWriteAttempts;
rollbackValue = rejected ? postWriteValue : submittedValue;
stableRollbackFrames = 0;
stableMatchFrames = 0;
};
return ({
currentRoot,
currentInput,
Expand All @@ -1245,39 +1292,44 @@
root = currentRoot;
input = currentInput;
writeCount = 0;
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
clearRecovery();
stableMatchFrames = 0;
}
if (matchesExpected) {
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
return;
stableMatchFrames += 1;
return stableMatchFrames >= requiredStableMatchFrames;
}
if (writeCount === 0) {
writeCount = 1;
writeValue(currentInput, expectedValue);
const postWriteValue = normalizeValue(currentInput.value);
recoveryEligible = compareValues(expectedValue, postWriteValue) !== 0;
rollbackValue = recoveryEligible ? postWriteValue : null;
if (stableMatchFrames > 0) {
stableMatchFrames = 0;
recoveryEligible = rollbackValue === submittedValue && writeCount < maxWriteAttempts;
stableRollbackFrames = 0;
return;
if (!recoveryEligible) clearRecovery();
}
if (writeCount === 0) {
writeExpectedValue(currentInput, expectedValue, submittedValue);
return false;
}
if (writeCount >= 2 || !recoveryEligible) return;
if (writeCount >= maxWriteAttempts || !recoveryEligible) return false;
if (rollbackValue !== submittedValue) {
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
return;
clearRecovery();
return false;
}
if (!isRecoveryWriteAllowed({
currentRoot,
currentInput,
expectedValue,
rollbackValue,
writeCount
})) {
clearRecovery();
return false;
}
stableRollbackFrames += 1;
if (stableRollbackFrames < requiredStableMismatchFrames) return;
writeCount = 2;
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
writeValue(currentInput, expectedValue);
if (stableRollbackFrames < requiredStableMismatchFrames) return false;
writeExpectedValue(currentInput, expectedValue, submittedValue);
return false;
};
};
const syncQty = createSyncSlot();
Expand All @@ -1287,27 +1339,27 @@
if (!inputs?.qtyInput || includePrice && !inputs.priceInput) return null;
const submittedQty = normalizeValue(inputs.qtyInput.value);
const qtyMatches = compareValues(expectedQty, submittedQty) === 0;
syncQty({
const qtyStable = syncQty({
currentRoot: inputs.root,
currentInput: inputs.qtyInput,
expectedValue: expectedQty,
submittedValue: submittedQty,
matchesExpected: qtyMatches
});
if (!qtyMatches) return null;
if (!qtyMatches || !qtyStable) return null;
if (!includePrice) {
return { ...inputs, submittedQty };
}
const submittedPrice = normalizeValue(inputs.priceInput.value);
const priceMatches = compareValues(expectedPrice, submittedPrice) === 0;
syncPrice({
const priceStable = syncPrice({
currentRoot: inputs.root,
currentInput: inputs.priceInput,
expectedValue: expectedPrice,
submittedValue: submittedPrice,
matchesExpected: priceMatches
});
if (!priceMatches) return null;
if (!priceMatches || !priceStable) return null;
return { ...inputs, submittedPrice, submittedQty };
};
}
Expand Down Expand Up @@ -2028,6 +2080,9 @@
const LADDER_OPEN_QTY_READY_TIMEOUT_MS = 1200;
const TRADE_INPUT_SYNC_TIMEOUT_MS = 350;
const TRADE_INPUT_SYNC_STABLE_FRAMES = 2;
const LADDER_INPUT_SETTLE_TIMEOUT_MS = 1200;
const LADDER_INPUT_SETTLE_MISMATCH_FRAMES = 12;
const LADDER_INPUT_SETTLE_MAX_WRITES = 5;
const ORDERBOOK_PRECISION_READY_POLL_MS = 100;
const ORDERBOOK_PRECISION_READY_TIMEOUT_MS = 5e3;
const ORDERBOOK_PRECISION_OPTION_WAIT_MS = 1200;
Expand Down Expand Up @@ -3615,6 +3670,15 @@
async function syncTradeInputs(expectedPrice, expectedQty, options = null) {
const priceLabel = options?.priceLabel || "点击价";
const qtyLabel = options?.qtyLabel || "目标量";
const settleControlledForm = options?.settleControlledForm === true;
const syncTimeoutMs = settleControlledForm ? LADDER_INPUT_SETTLE_TIMEOUT_MS : TRADE_INPUT_SYNC_TIMEOUT_MS;
const stableMismatchFrames = settleControlledForm ? LADDER_INPUT_SETTLE_MISMATCH_FRAMES : TRADE_INPUT_SYNC_STABLE_FRAMES;
const maxWriteAttempts = settleControlledForm ? LADDER_INPUT_SETTLE_MAX_WRITES : 2;
const isRecoveryWriteAllowed = settleControlledForm ? ({ rollbackValue }) => rollbackValue === "" : () => true;
const writeTradeInputValue = settleControlledForm ? createBoundedInputWriter({
writeValue: setInputValueReact,
maxWriteAttempts
}) : setInputValueReact;
let inputs = findTradeInputs();
if (!inputs) throw new Error("未找到唯一的当前交易表单输入框");
let observationRoot = inputs.root;
Expand All @@ -3624,14 +3688,17 @@
includePrice: false,
normalizeValue: normalizeDecimalString,
compareValues: compareDecimalStrings,
writeValue: setInputValueReact,
requiredStableMismatchFrames: TRADE_INPUT_SYNC_STABLE_FRAMES
writeValue: writeTradeInputValue,
requiredStableMismatchFrames: stableMismatchFrames,
requiredStableMatchFrames: settleControlledForm ? LADDER_INPUT_SETTLE_MISMATCH_FRAMES : 1,
maxWriteAttempts,
isRecoveryWriteAllowed
});
readQtyState();
const qtyReady = await waitForTradeFormFrameState(
observationRoot,
readQtyState,
TRADE_INPUT_SYNC_TIMEOUT_MS,
syncTimeoutMs,
TRADE_INPUT_SYNC_STABLE_FRAMES
);
if (!qtyReady) {
Expand All @@ -3648,14 +3715,17 @@
includePrice: true,
normalizeValue: normalizeDecimalString,
compareValues: compareDecimalStrings,
writeValue: setInputValueReact,
requiredStableMismatchFrames: TRADE_INPUT_SYNC_STABLE_FRAMES
writeValue: writeTradeInputValue,
requiredStableMismatchFrames: stableMismatchFrames,
requiredStableMatchFrames: settleControlledForm ? LADDER_INPUT_SETTLE_MISMATCH_FRAMES : 1,
maxWriteAttempts,
isRecoveryWriteAllowed
});
readTradeState();
const synchronized = await waitForTradeFormFrameState(
observationRoot,
readTradeState,
TRADE_INPUT_SYNC_TIMEOUT_MS,
syncTimeoutMs,
TRADE_INPUT_SYNC_STABLE_FRAMES
);
if (synchronized) return synchronized;
Expand Down Expand Up @@ -3777,7 +3847,8 @@
if (!currentPriceInput || !currentQtyInput) throw new Error("执行中价格或数量输入框丢失");
const synchronizedInputs = await syncTradeInputs(order.price, order.qty, {
priceLabel: "计划价",
qtyLabel: "计划量"
qtyLabel: "计划量",
settleControlledForm: true
});
throwIfAborted(abortSignal);
const submittedPrice = synchronizedInputs.submittedPrice;
Expand Down
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