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

Recover first-frame Binance ladder input rollback #198

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10 changes: 8 additions & 2 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 2.7.136
// @version 2.7.137
// @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 @@ -1238,6 +1238,7 @@
requiredStableMismatchFrames = 2,
requiredStableMatchFrames = 1,
maxWriteAttempts = 2,
recoverProvisionalMatchRollback = false,
isRecoveryWriteAllowed = () => true
}) {
if (typeof resolveInputs !== "function" || typeof normalizeValue !== "function" || typeof compareValues !== "function" || typeof writeValue !== "function" || typeof isRecoveryWriteAllowed !== "function") {
Expand All @@ -1252,6 +1253,9 @@
if (!Number.isInteger(maxWriteAttempts) || maxWriteAttempts < 1) {
throw new Error("Trade input write attempts must be a positive integer");
}
if (typeof recoverProvisionalMatchRollback !== "boolean") {
throw new Error("Provisional trade input recovery flag must be boolean");
}
const createSyncSlot = () => {
let root = null;
let input = null;
Expand All @@ -1276,7 +1280,7 @@
writeCount += 1;
const postWriteValue = normalizeValue(currentInput.value);
const rejected = compareValues(expectedValue, postWriteValue) !== 0;
recoveryEligible = rejected && writeCount < maxWriteAttempts;
recoveryEligible = writeCount < maxWriteAttempts && (rejected || recoverProvisionalMatchRollback);
rollbackValue = rejected ? postWriteValue : submittedValue;
stableRollbackFrames = 0;
stableMatchFrames = 0;
Expand Down Expand Up @@ -3692,6 +3696,7 @@
requiredStableMismatchFrames: stableMismatchFrames,
requiredStableMatchFrames: settleControlledForm ? LADDER_INPUT_SETTLE_MISMATCH_FRAMES : 1,
maxWriteAttempts,
recoverProvisionalMatchRollback: settleControlledForm,
isRecoveryWriteAllowed
});
readQtyState();
Expand Down Expand Up @@ -3719,6 +3724,7 @@
requiredStableMismatchFrames: stableMismatchFrames,
requiredStableMatchFrames: settleControlledForm ? LADDER_INPUT_SETTLE_MISMATCH_FRAMES : 1,
maxWriteAttempts,
recoverProvisionalMatchRollback: settleControlledForm,
isRecoveryWriteAllowed
});
readTradeState();
Expand Down
16 changes: 12 additions & 4 deletions src/binance-orderbook-trade/dom/trade-form.js
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Original file line number Diff line number Diff line change
Expand Up @@ -146,9 +146,10 @@ export function createBoundedInputWriter({ writeValue, maxWriteAttempts }) {
/**
* Synchronize each live React input identity with a bounded post-transition budget.
* Binance can synchronously restore a controlled input while a replacement form is
* settling. Only an identical same-node rollback observed across consecutive frame
* reads earns another bounded write. Callers must opt into more than one recovery
* write and define when that recovery remains safe.
* settling. A caller may preserve the pre-write value as a provisional rollback
* contract because React can restore it after the write returns but before the
* first frame observation. Only an identical same-node rollback observed across
* consecutive frame reads earns another bounded write.
*/
export function createTradeInputStateReader({
resolveInputs,
Expand All @@ -161,6 +162,7 @@ export function createTradeInputStateReader({
requiredStableMismatchFrames = 2,
requiredStableMatchFrames = 1,
maxWriteAttempts = 2,
recoverProvisionalMatchRollback = false,
isRecoveryWriteAllowed = () => true,
}) {
if (
Expand All @@ -184,6 +186,9 @@ export function createTradeInputStateReader({
if (!Number.isInteger(maxWriteAttempts) || maxWriteAttempts < 1) {
throw new Error('Trade input write attempts must be a positive integer');
}
if (typeof recoverProvisionalMatchRollback !== 'boolean') {
throw new Error('Provisional trade input recovery flag must be boolean');
}

const createSyncSlot = () => {
let root = null;
Expand Down Expand Up @@ -211,7 +216,10 @@ export function createTradeInputStateReader({
writeCount += 1;
const postWriteValue = normalizeValue(currentInput.value);
const rejected = compareValues(expectedValue, postWriteValue) !== 0;
recoveryEligible = rejected && writeCount < maxWriteAttempts;
recoveryEligible = (
writeCount < maxWriteAttempts
&& (rejected || recoverProvisionalMatchRollback)
);
rollbackValue = rejected ? postWriteValue : submittedValue;
stableRollbackFrames = 0;
stableMatchFrames = 0;
Expand Down
4 changes: 3 additions & 1 deletion src/binance-orderbook-trade/index.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 2.7.136
// @version 2.7.137
// @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 @@ -2272,6 +2272,7 @@ import {
? LADDER_INPUT_SETTLE_MISMATCH_FRAMES
: 1,
maxWriteAttempts,
recoverProvisionalMatchRollback: settleControlledForm,
isRecoveryWriteAllowed,
});
readQtyState();
Expand Down Expand Up @@ -2302,6 +2303,7 @@ import {
? LADDER_INPUT_SETTLE_MISMATCH_FRAMES
: 1,
maxWriteAttempts,
recoverProvisionalMatchRollback: settleControlledForm,
isRecoveryWriteAllowed,
});
readTradeState();
Expand Down
4 changes: 4 additions & 0 deletions test/unit/binance-orderbook-trade/source-regressions.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -159,6 +159,10 @@ test('trade input synchronization confirms live controlled values instead of sle
assert.equal((syncBody.match(/maxWriteAttempts,/g) || []).length, 3);
assert.equal((syncBody.match(/isRecoveryWriteAllowed,/g) || []).length, 2);
assert.equal((syncBody.match(/requiredStableMatchFrames:/g) || []).length, 2);
assert.equal(
(syncBody.match(/recoverProvisionalMatchRollback:\s*settleControlledForm/g) || []).length,
2,
);
assert.match(syncBody, /settleControlledForm[\s\S]*LADDER_INPUT_SETTLE_MISMATCH_FRAMES/);
assert.match(syncBody, /waitForTradeFormFrameState/);
assert.match(syncBody, /includePrice:\s*false/);
Expand Down
81 changes: 81 additions & 0 deletions test/unit/binance-orderbook-trade/trade-form.test.js
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Original file line number Diff line number Diff line change
Expand Up @@ -421,6 +421,75 @@ test('trade input synchronization can settle a ladder input after repeated stabl
assert.deepEqual(writes.map(({ value }) => value), ['0.02', '0.02', '0.02']);
});

test('trade input synchronization recovers a provisional match rolled back before the first observation frame', () => {
const currentInputs = {
root: {},
priceInput: null,
qtyInput: { value: '' },
};
const writes = [];
const readState = createTradeInputStateReader({
resolveInputs: () => currentInputs,
expectedQty: '0.07',
includePrice: false,
normalizeValue: String,
compareValues: (expected, actual) => expected === actual ? 0 : 1,
writeValue: (input, value) => {
writes.push({ input, value });
input.value = value;
},
requiredStableMismatchFrames: 2,
requiredStableMatchFrames: 2,
maxWriteAttempts: 5,
recoverProvisionalMatchRollback: true,
isRecoveryWriteAllowed: ({ rollbackValue }) => rollbackValue === '',
});

assert.equal(readState(), null);
currentInputs.qtyInput.value = '';
assert.equal(readState(), null);
assert.equal(readState(), null);
assert.equal(readState(), null);
assert.deepEqual(readState(), {
...currentInputs,
submittedQty: '0.07',
});
assert.deepEqual(writes.map(({ value }) => value), ['0.07', '0.07']);
});

test('trade input synchronization cancels provisional recovery for a different non-empty value', () => {
const currentInputs = {
root: {},
priceInput: null,
qtyInput: { value: '' },
};
const writes = [];
const readState = createTradeInputStateReader({
resolveInputs: () => currentInputs,
expectedQty: '0.07',
includePrice: false,
normalizeValue: String,
compareValues: (expected, actual) => expected === actual ? 0 : 1,
writeValue: (input, value) => {
writes.push({ input, value });
input.value = value;
},
requiredStableMismatchFrames: 2,
requiredStableMatchFrames: 2,
maxWriteAttempts: 5,
recoverProvisionalMatchRollback: true,
isRecoveryWriteAllowed: ({ rollbackValue }) => rollbackValue === '',
});

assert.equal(readState(), null);
currentInputs.qtyInput.value = '0.005';
for (let frame = 0; frame < 5; frame += 1) {
assert.equal(readState(), null);
}
assert.equal(currentInputs.qtyInput.value, '0.005');
assert.deepEqual(writes.map(({ value }) => value), ['0.07']);
});

test('trade input synchronization rejects a provisionally accepted value that rolls back before settling', () => {
const currentInputs = {
root: {},
Expand Down Expand Up @@ -569,6 +638,18 @@ test('trade input synchronization rejects an invalid rollback stability contract
}),
/Trade input accepted stability must be a positive integer/,
);
assert.throws(
() => createTradeInputStateReader({
resolveInputs: () => null,
expectedQty: '0.01',
includePrice: false,
normalizeValue: String,
compareValues: () => 1,
writeValue: () => {},
recoverProvisionalMatchRollback: 'yes',
}),
/Provisional trade input recovery flag must be boolean/,
);
});

test('trade input synchronization stops when the recovery policy rejects the rollback', () => {
Expand Down
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