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Fix open ladder replacement option context #227

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Merged
jackhai9 merged 1 commit into from
Aug 30, 2026
Merged

Fix open ladder replacement option context #227

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7 changes: 5 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 2.7.163
// @version 2.7.164
// @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 @@ -4376,6 +4376,7 @@
baseQty,
percent,
levels,
optionContext,
minimumPercent: autoFit.minimumPercent,
maxAutoFitPercent: autoFit.maxPercent,
replacementTotalQty: spec.mode === "OPEN" ? multiplyDecimalByInt(minRequiredQty, levels) : null
Expand Down Expand Up @@ -4411,6 +4412,7 @@
minRequiredQty,
percent,
levels,
optionContext,
minimumPercent,
maxAutoFitPercent,
replacementTotalQty
Expand All @@ -4429,6 +4431,7 @@
spec,
symbol,
precision,
optionContext,
totalQty: replacementTotalQty
};
}
Expand Down Expand Up @@ -6753,7 +6756,7 @@
}
function getOpenLadderMinimumQtyReplacementPlan(error) {
const plan = error?.openOrdersReplacementPlan;
if (plan?.spec?.mode === "OPEN" && plan.symbol && plan.precision && plan.totalQty && isPositiveDecimalString(plan.totalQty)) {
if (plan?.spec?.mode === "OPEN" && plan.symbol && plan.precision && plan.optionContext && plan.optionContext.percent != null && Number.isInteger(plan.optionContext.levels) && Number.isInteger(plan.optionContext.ladderStep) && plan.totalQty && isPositiveDecimalString(plan.totalQty)) {
return plan;
}
return null;
Expand Down
9 changes: 8 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 2.7.163
// @version 2.7.164
// @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 @@ -2262,6 +2262,7 @@ import {
baseQty,
percent,
levels,
optionContext,
minimumPercent: autoFit.minimumPercent,
maxAutoFitPercent: autoFit.maxPercent,
replacementTotalQty: spec.mode === 'OPEN' ? multiplyDecimalByInt(minRequiredQty, levels) : null,
Expand Down Expand Up @@ -2299,6 +2300,7 @@ import {
minRequiredQty,
percent,
levels,
optionContext,
minimumPercent,
maxAutoFitPercent,
replacementTotalQty,
Expand Down Expand Up @@ -2328,6 +2330,7 @@ import {
spec,
symbol,
precision,
optionContext,
totalQty: replacementTotalQty,
};
}
Expand Down Expand Up @@ -5022,6 +5025,10 @@ import {
plan?.spec?.mode === 'OPEN' &&
plan.symbol &&
plan.precision &&
plan.optionContext &&
plan.optionContext.percent != null &&
Number.isInteger(plan.optionContext.levels) &&
Number.isInteger(plan.optionContext.ladderStep) &&
plan.totalQty &&
isPositiveDecimalString(plan.totalQty)
) {
Expand Down
6 changes: 5 additions & 1 deletion 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 @@ -554,7 +554,7 @@ test('ladder minimum quantity failure explains safe manual options', () => {
assert.match(buildBody, /autoFitLevels = autoFit\.levels/);
assert.match(buildBody, /autoFitPercent: autoFitPercent/);
assert.match(buildBody, /autoFitLevels/);
assert.match(buildBody, /createLadderMinimumQtyFailure\(\{\s*spec,\s*symbol: startSymbol,\s*precision: startPrecision,\s*mode: spec\.mode,\s*minRequiredQty,\s*baseQty,\s*percent,\s*levels,\s*minimumPercent: autoFit\.minimumPercent,\s*maxAutoFitPercent: autoFit\.maxPercent,\s*replacementTotalQty: spec\.mode === 'OPEN' \? multiplyDecimalByInt\(minRequiredQty,\s*levels\) : null,\s*\}\)/);
assert.match(buildBody, /createLadderMinimumQtyFailure\(\{\s*spec,\s*symbol: startSymbol,\s*precision: startPrecision,\s*mode: spec\.mode,\s*minRequiredQty,\s*baseQty,\s*percent,\s*levels,\s*optionContext,\s*minimumPercent: autoFit\.minimumPercent,\s*maxAutoFitPercent: autoFit\.maxPercent,\s*replacementTotalQty: spec\.mode === 'OPEN' \? multiplyDecimalByInt\(minRequiredQty,\s*levels\) : null,\s*\}\)/);

const errorBody = readFunctionBody('createLadderMinimumQtyFailure');
assert.match(errorBody, /数量低于最小下单量/);
Expand All @@ -568,12 +568,16 @@ test('ladder minimum quantity failure explains safe manual options', () => {
assert.match(errorBody, /自动提高比例/);
assert.match(errorBody, /自动降档/);
assert.match(errorBody, /openOrdersReplacementPlan/);
assert.match(errorBody, /precision,\s*optionContext,\s*totalQty: replacementTotalQty/);
assert.match(errorBody, /replacementTotalQty/);
assert.doesNotMatch(errorBody, /allowPartialReplacement/);
assert.match(errorBody, /脚本只会尝试替换当前交易对的同向开仓基础单，不会自动全撤/);
assert.match(errorBody, /脚本不会自动撤单/);
assert.doesNotMatch(errorBody, /将自动撤单/);

const replacementPlanBody = readFunctionBody('getOpenLadderMinimumQtyReplacementPlan');
assert.match(replacementPlanBody, /plan\.optionContext/);

const percentBody = readFunctionBody('computeMinimumLadderPercent', ladderPlanSource);
assert.match(percentBody, /parseDecimalString\(baseQty\)/);
assert.match(percentBody, /decimalToStepCount\(minRequiredQty,\s*stepSize,\s*'ceil'\)/);
Expand Down
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