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Fix acknowledged ladder input rollbacks #203

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Merged
jackhai9 merged 1 commit into from
Aug 28, 2026
Merged

Fix acknowledged ladder input rollbacks #203

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62 changes: 50 additions & 12 deletions scripts/binance-orderbook-trade.user.js
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Open in desktop
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 2.7.140
// @version 2.7.141
// @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 @@ -1227,6 +1227,19 @@
return true;
};
}
function isScriptOwnedTradeInputRecoveryState({
preWriteValue,
rollbackValue,
submittedValue,
previousSubmittedValue,
compareValues
}) {
if (typeof compareValues !== "function") {
throw new Error("Trade input recovery comparison dependency is invalid");
}
const isScriptOwnedOrEmpty = (value) => value === null || previousSubmittedValue != null && compareValues(previousSubmittedValue, value) === 0;
return isScriptOwnedOrEmpty(preWriteValue) && isScriptOwnedOrEmpty(rollbackValue) && isScriptOwnedOrEmpty(submittedValue);
}
function createTradeInputStateReader({
resolveInputs,
expectedPrice,
Expand All @@ -1239,7 +1252,7 @@
requiredStableMatchFrames = 1,
maxWriteAttempts = 2,
recoverProvisionalMatchRollback = false,
isRecoveryWriteAllowed = () => true
isRecoveryWriteAllowed = ({ rollbackValue, submittedValue }) => rollbackValue === submittedValue
}) {
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");
Expand All @@ -1256,20 +1269,23 @@
if (typeof recoverProvisionalMatchRollback !== "boolean") {
throw new Error("Provisional trade input recovery flag must be boolean");
}
const createSyncSlot = () => {
const createSyncSlot = (field) => {
let root = null;
let input = null;
let writeCount = 0;
let preWriteValue = null;
let rollbackValue = null;
let recoveryEligible = false;
let stableRollbackFrames = 0;
let stableMatchFrames = 0;
const clearRecovery = () => {
preWriteValue = null;
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
};
const writeExpectedValue = (currentInput, expectedValue, submittedValue) => {
preWriteValue = submittedValue;
const wrote = writeValue(currentInput, expectedValue);
if (wrote === false) {
writeCount = maxWriteAttempts;
Expand Down Expand Up @@ -1307,7 +1323,7 @@
}
if (stableMatchFrames > 0) {
stableMatchFrames = 0;
recoveryEligible = rollbackValue === submittedValue && writeCount < maxWriteAttempts;
recoveryEligible = writeCount < maxWriteAttempts;
stableRollbackFrames = 0;
if (!recoveryEligible) clearRecovery();
}
Expand All @@ -1316,15 +1332,14 @@
return false;
}
if (writeCount >= maxWriteAttempts || !recoveryEligible) return false;
if (rollbackValue !== submittedValue) {
clearRecovery();
return false;
}
if (!isRecoveryWriteAllowed({
field,
currentRoot,
currentInput,
expectedValue,
preWriteValue,
rollbackValue,
submittedValue,
writeCount
})) {
clearRecovery();
Expand All @@ -1336,8 +1351,8 @@
return false;
};
};
const syncQty = createSyncSlot();
const syncPrice = createSyncSlot();
const syncQty = createSyncSlot("qty");
const syncPrice = createSyncSlot("price");
return () => {
const inputs = resolveInputs();
if (!inputs?.qtyInput || includePrice && !inputs.priceInput) return null;
Expand Down Expand Up @@ -3674,7 +3689,24 @@
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 === null : () => true;
const previousSubmittedInputs = settleControlledForm ? options?.previousSubmittedInputs || null : null;
const isRecoveryWriteAllowed = settleControlledForm ? ({
field,
preWriteValue,
rollbackValue,
submittedValue
}) => {
if (field !== "qty" && field !== "price") {
throw new Error("未知交易输入字段");
}
return isScriptOwnedTradeInputRecoveryState({
preWriteValue,
rollbackValue,
submittedValue,
previousSubmittedValue: field === "qty" ? previousSubmittedInputs?.submittedQty : previousSubmittedInputs?.submittedPrice,
compareValues: compareDecimalStrings
});
} : ({ rollbackValue, submittedValue }) => rollbackValue === submittedValue;
const writeTradeInputValue = settleControlledForm ? createBoundedInputWriter({
writeValue: setInputValueReact,
maxWriteAttempts
Expand Down Expand Up @@ -3834,6 +3866,7 @@
let done = 0;
let repriceAttempts = 0;
let lastRepriceApiErrorCode = null;
let previousAcknowledgedInputs = null;
while (done < plan.orders.length) {
throwIfAborted(abortSignal);
if (ladderStopRequested) break;
Expand All @@ -3850,7 +3883,8 @@
const synchronizedInputs = await syncTradeInputs(order.price, order.qty, {
priceLabel: "计划价",
qtyLabel: "计划量",
settleControlledForm: true
settleControlledForm: true,
previousSubmittedInputs: previousAcknowledgedInputs
});
throwIfAborted(abortSignal);
const submittedPrice = synchronizedInputs.submittedPrice;
Expand Down Expand Up @@ -3879,6 +3913,10 @@
} finally {
endLadderSubmitResponseCapture(submitCaptureId);
}
previousAcknowledgedInputs = {
submittedPrice: synchronizedInputs.submittedPrice,
submittedQty: synchronizedInputs.submittedQty
};
}
} catch (e) {
if (!isRetryableLadderMakerPriceFailure(plan, e)) throw e;
Expand Down
56 changes: 42 additions & 14 deletions src/binance-orderbook-trade/dom/trade-form.js
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -143,13 +143,40 @@ export function createBoundedInputWriter({ writeValue, maxWriteAttempts }) {
};
}

export function isScriptOwnedTradeInputRecoveryState({
preWriteValue,
rollbackValue,
submittedValue,
previousSubmittedValue,
compareValues,
}) {
if (typeof compareValues !== 'function') {
throw new Error('Trade input recovery comparison dependency is invalid');
}

const isScriptOwnedOrEmpty = (value) => (
value === null
|| (
previousSubmittedValue != null
&& compareValues(previousSubmittedValue, value) === 0
)
);

return (
isScriptOwnedOrEmpty(preWriteValue)
&& isScriptOwnedOrEmpty(rollbackValue)
&& isScriptOwnedOrEmpty(submittedValue)
);
}

/**
* 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. 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.
* first frame observation. Recovery policy owns the accepted state transition;
* generic callers retain exact rollback matching while ladder callers may identify
* a previous acknowledged script-owned value or Binance's empty post-submit state.
*/
export function createTradeInputStateReader({
resolveInputs,
Expand All @@ -163,7 +190,9 @@ export function createTradeInputStateReader({
requiredStableMatchFrames = 1,
maxWriteAttempts = 2,
recoverProvisionalMatchRollback = false,
isRecoveryWriteAllowed = () => true,
isRecoveryWriteAllowed = ({ rollbackValue, submittedValue }) => (
rollbackValue === submittedValue
),
}) {
if (
typeof resolveInputs !== 'function'
Expand All @@ -190,22 +219,25 @@ export function createTradeInputStateReader({
throw new Error('Provisional trade input recovery flag must be boolean');
}

const createSyncSlot = () => {
const createSyncSlot = (field) => {
let root = null;
let input = null;
let writeCount = 0;
let preWriteValue = null;
let rollbackValue = null;
let recoveryEligible = false;
let stableRollbackFrames = 0;
let stableMatchFrames = 0;

const clearRecovery = () => {
preWriteValue = null;
rollbackValue = null;
recoveryEligible = false;
stableRollbackFrames = 0;
};

const writeExpectedValue = (currentInput, expectedValue, submittedValue) => {
preWriteValue = submittedValue;
const wrote = writeValue(currentInput, expectedValue);
if (wrote === false) {
writeCount = maxWriteAttempts;
Expand Down Expand Up @@ -249,10 +281,7 @@ export function createTradeInputStateReader({

if (stableMatchFrames > 0) {
stableMatchFrames = 0;
recoveryEligible = (
rollbackValue === submittedValue
&& writeCount < maxWriteAttempts
);
recoveryEligible = writeCount < maxWriteAttempts;
stableRollbackFrames = 0;
if (!recoveryEligible) clearRecovery();
}
Expand All @@ -263,15 +292,14 @@ export function createTradeInputStateReader({
}
if (writeCount >= maxWriteAttempts || !recoveryEligible) return false;

if (rollbackValue !== submittedValue) {
clearRecovery();
return false;
}
if (!isRecoveryWriteAllowed({
field,
currentRoot,
currentInput,
expectedValue,
preWriteValue,
rollbackValue,
submittedValue,
writeCount,
})) {
clearRecovery();
Expand All @@ -286,8 +314,8 @@ export function createTradeInputStateReader({
};
};

const syncQty = createSyncSlot();
const syncPrice = createSyncSlot();
const syncQty = createSyncSlot('qty');
const syncPrice = createSyncSlot('price');
return () => {
const inputs = resolveInputs();
if (!inputs?.qtyInput || (includePrice && !inputs.priceInput)) return null;
Expand Down
34 changes: 31 additions & 3 deletions 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 2.7.140
// @version 2.7.141
// @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 @@ -121,6 +121,7 @@ import {
findTradeFormRoot,
findTradePanelInsertionPoint,
findCurrentLeverageButtonFromScopes,
isScriptOwnedTradeInputRecoveryState,
isTradeActionButton as isTradeActionButtonDom,
isTradeModeTab as isTradeModeTabDom,
mutationTouchesCloseQuantity,
Expand Down Expand Up @@ -2247,9 +2248,30 @@ import {
const maxWriteAttempts = settleControlledForm
? LADDER_INPUT_SETTLE_MAX_WRITES
: 2;
const previousSubmittedInputs = settleControlledForm
? options?.previousSubmittedInputs || null
: null;
const isRecoveryWriteAllowed = settleControlledForm
? ({ rollbackValue }) => rollbackValue === null
: () => true;
? ({
field,
preWriteValue,
rollbackValue,
submittedValue,
}) => {
if (field !== 'qty' && field !== 'price') {
throw new Error('未知交易输入字段');
}
return isScriptOwnedTradeInputRecoveryState({
preWriteValue,
rollbackValue,
submittedValue,
previousSubmittedValue: field === 'qty'
? previousSubmittedInputs?.submittedQty
: previousSubmittedInputs?.submittedPrice,
compareValues: compareDecimalStrings,
});
}
: ({ rollbackValue, submittedValue }) => rollbackValue === submittedValue;
const writeTradeInputValue = settleControlledForm
? createBoundedInputWriter({
writeValue: setInputValueReact,
Expand Down Expand Up @@ -2448,6 +2470,7 @@ import {
let done = 0;
let repriceAttempts = 0;
let lastRepriceApiErrorCode = null;
let previousAcknowledgedInputs = null;
while (done < plan.orders.length) {
throwIfAborted(abortSignal);
if (ladderStopRequested) break;
Expand All @@ -2467,6 +2490,7 @@ import {
priceLabel: '计划价',
qtyLabel: '计划量',
settleControlledForm: true,
previousSubmittedInputs: previousAcknowledgedInputs,
});
throwIfAborted(abortSignal);
const submittedPrice = synchronizedInputs.submittedPrice;
Expand Down Expand Up @@ -2497,6 +2521,10 @@ import {
} finally {
endLadderSubmitResponseCapture(submitCaptureId);
}
previousAcknowledgedInputs = {
submittedPrice: synchronizedInputs.submittedPrice,
submittedQty: synchronizedInputs.submittedQty,
};
}
} catch (e) {
if (!isRetryableLadderMakerPriceFailure(plan, e)) throw e;
Expand Down
19 changes: 13 additions & 6 deletions test/unit/binance-orderbook-trade/source-regressions.test.js
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -169,12 +169,14 @@ test('trade input synchronization confirms live controlled values instead of sle
(syncBody.match(/recoverProvisionalMatchRollback:\s*settleControlledForm/g) || []).length,
2,
);
assert.match(
syncBody,
/\?\s*\(\{\s*rollbackValue\s*\}\)\s*=>\s*rollbackValue\s*===\s*null/,
);
assert.doesNotMatch(syncBody, /rollbackValue\s*===\s*''/);
assert.match(syncBody, /isScriptOwnedTradeInputRecoveryState/);
assert.match(syncBody, /field[\s\S]*preWriteValue[\s\S]*rollbackValue[\s\S]*submittedValue/);
assert.match(syncBody, /previousSubmittedInputs\?\.submittedQty/);
assert.match(syncBody, /previousSubmittedInputs\?\.submittedPrice/);
assert.doesNotMatch(syncBody, /isRecoveryWriteAllowed\s*=\s*settleControlledForm[\s\S]*=>\s*true/);
assert.match(syncBody, /settleControlledForm[\s\S]*LADDER_INPUT_SETTLE_MISMATCH_FRAMES/);
assert.match(source, /const LADDER_INPUT_SETTLE_TIMEOUT_MS = 1200;/);
assert.match(source, /const LADDER_INPUT_SETTLE_MAX_WRITES = 5;/);
assert.match(syncBody, /waitForTradeFormFrameState/);
assert.match(syncBody, /includePrice:\s*false/);
assert.match(syncBody, /includePrice:\s*true/);
Expand All @@ -184,7 +186,12 @@ test('trade input synchronization confirms live controlled values instead of sle
assert.match(syncBody, /assertSubmittedPriceMatchesExpectedPrice/);
assert.match(syncBody, /assertSubmittedQtyMatchesExpectedQty/);
assert.doesNotMatch(syncBody, /delay\(/);
assert.match(executeBody, /syncTradeInputs\(order\.price,\s*order\.qty,\s*\{[\s\S]*priceLabel:\s*'计划价'[\s\S]*settleControlledForm:\s*true/);
assert.match(executeBody, /syncTradeInputs\(order\.price,\s*order\.qty,\s*\{[\s\S]*priceLabel:\s*'计划价'[\s\S]*settleControlledForm:\s*true[\s\S]*previousSubmittedInputs:\s*previousAcknowledgedInputs/);
assert.equal((executeBody.match(/previousAcknowledgedInputs\s*=/g) || []).length, 2);
assert.ok(
executeBody.indexOf('previousAcknowledgedInputs = {')
> executeBody.indexOf('await waitForOrderSubmitAcknowledgement'),
);
assert.doesNotMatch(executeBody, /await delay\(90\)|await delay\(120\)/);
const clickSyncCall = source.match(/syncTradeInputs\(clickedPrice,\s*qtyPlan\.qty,\s*\{[\s\S]*?\}\);/)?.[0] || '';
assert.match(clickSyncCall, /priceLabel:\s*'点击价'/);
Expand Down
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