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Merged
jackhai9 merged 1 commit into from
Aug 31, 2026
Merged

Keep continuous ladders running after unconfirmed cancels #237

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51 changes: 37 additions & 14 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 2.7.173
// @version 2.7.174
// @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 @@ -6822,6 +6822,14 @@
view: window
}));
}
function createOpenOrderCancellationUnconfirmedError(message) {
const error = new Error(message);
error.name = "OpenOrderCancellationUnconfirmedError";
return error;
}
function isOpenOrderCancellationUnconfirmedError(error) {
return error?.name === "OpenOrderCancellationUnconfirmedError";
}
function getOpenOrderRowKey(cells, row) {
const cellText = cells.slice(0, 10).map((cell) => (cell.textContent || "").replace(/\s+/g, " ").trim()).join("|");
return cellText || (row.textContent || "").replace(/\s+/g, " ").trim();
Expand Down Expand Up @@ -7125,7 +7133,7 @@
throw new Error("撤销待替换挂单时交易对已变化");
}
if (outcome.status === "timeout") {
throw new Error("待替换挂单仍存在，已停止重新挂单");
throw createOpenOrderCancellationUnconfirmedError("待替换挂单仍存在，已停止重新挂单");
}
if (outcome.status === "dialog_open") {
const { dialog } = outcome;
Expand All @@ -7152,7 +7160,7 @@
previousKeyCount,
abortSignal
)) {
throw new Error("待替换挂单仍存在，已停止重新挂单");
throw createOpenOrderCancellationUnconfirmedError("待替换挂单仍存在，已停止重新挂单");
}
}
throwIfAborted(abortSignal);
Expand All @@ -7162,7 +7170,7 @@
previousKeyCount,
abortSignal
)) {
throw new Error("待替换挂单状态未稳定，已停止重新挂单");
throw createOpenOrderCancellationUnconfirmedError("待替换挂单状态未稳定，已停止重新挂单");
}
recordLadderCancelledOrder(progress);
return { status: "cancelled", qty: row.qty };
Expand Down Expand Up @@ -7201,6 +7209,7 @@
async function cancelFarthestOpenOrderRowsForPlan(root, plan, targets, progress, setExecutionStatus, abortSignal = null) {
let releasedCount = 0;
let cancelledCount = 0;
let unconfirmedCount = 0;
let currentRoot = root;
for (const target of targets) {
throwIfAborted(abortSignal);
Expand All @@ -7218,14 +7227,25 @@
row = completeRows.find((candidate) => candidate.key === target.key) || null;
}
if (row) {
const result = await cancelOneOpenOrderRowForPlan(
row,
plan,
progress,
setExecutionStatus,
abortSignal
);
if (result.status === "cancelled") cancelledCount += 1;
try {
const result = await cancelOneOpenOrderRowForPlan(
row,
plan,
progress,
setExecutionStatus,
abortSignal
);
if (result.status === "cancelled") cancelledCount += 1;
} catch (error) {
if (!isOpenOrderCancellationUnconfirmedError(error)) throw error;
unconfirmedCount += 1;
const detail2 = localizedText(
`已释放 ${releasedCount} 个挂单名额 · 当前撤单未确认，继续本轮`,
`Freed ${releasedCount} order slots · Current cancellation unconfirmed; continuing this round`
);
setExecutionStatus(combineLocalizedText([plan.spec.statusLabel, detail2], "："), detail2);
break;
}
}
releasedCount += 1;
const detail = localizedText(
Expand All @@ -7234,7 +7254,7 @@
);
setExecutionStatus(combineLocalizedText([plan.spec.statusLabel, detail], "："), detail);
}
return { ok: true, releasedCount, cancelledCount };
return { ok: true, releasedCount, cancelledCount, unconfirmedCount };
}
async function setHideOtherSymbolChecked(root, desiredChecked, symbol = getCurrentSymbol(), abortSignal = null) {
throwIfAborted(abortSignal);
Expand Down Expand Up @@ -8033,7 +8053,10 @@
abortSignal
);
throwIfAborted(abortSignal);
const completedDetail = localizedText(
const completedDetail = result.unconfirmedCount > 0 ? localizedText(
`已释放 ${result.releasedCount} 个挂单名额 · ${result.unconfirmedCount} 笔未确认，继续本轮`,
`Freed ${result.releasedCount} order slots · ${result.unconfirmedCount} unconfirmed; continuing this round`
) : localizedText(
`已释放 ${result.releasedCount} 个挂单名额，继续本轮`,
`Freed ${result.releasedCount} order slots; continuing this round`
);
Expand Down
63 changes: 46 additions & 17 deletions src/binance-orderbook-trade/index.user.js
View file
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 2.7.173
// @version 2.7.174
// @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 @@ -4196,6 +4196,16 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
}));
}

function createOpenOrderCancellationUnconfirmedError(message) {
const error = new Error(message);
error.name = 'OpenOrderCancellationUnconfirmedError';
return error;
}

function isOpenOrderCancellationUnconfirmedError(error) {
return error?.name === 'OpenOrderCancellationUnconfirmedError';
}

function getOpenOrderRowKey(cells, row) {
const cellText = cells
.slice(0, 10)
Expand Down Expand Up @@ -4579,7 +4589,7 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
throw new Error('撤销待替换挂单时交易对已变化');
}
if (outcome.status === 'timeout') {
throw new Error('待替换挂单仍存在，已停止重新挂单');
throw createOpenOrderCancellationUnconfirmedError('待替换挂单仍存在，已停止重新挂单');
}
if (outcome.status === 'dialog_open') {
const { dialog } = outcome;
Expand All @@ -4606,7 +4616,7 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
previousKeyCount,
abortSignal,
))) {
throw new Error('待替换挂单仍存在，已停止重新挂单');
throw createOpenOrderCancellationUnconfirmedError('待替换挂单仍存在，已停止重新挂单');
}
}
throwIfAborted(abortSignal);
Expand All @@ -4616,7 +4626,7 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
previousKeyCount,
abortSignal,
))) {
throw new Error('待替换挂单状态未稳定，已停止重新挂单');
throw createOpenOrderCancellationUnconfirmedError('待替换挂单状态未稳定，已停止重新挂单');
}
recordLadderCancelledOrder(progress);
return { status: 'cancelled', qty: row.qty };
Expand Down Expand Up @@ -4670,6 +4680,7 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
) {
let releasedCount = 0;
let cancelledCount = 0;
let unconfirmedCount = 0;
let currentRoot = root;

for (const target of targets) {
Expand All @@ -4690,14 +4701,27 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
}

if (row) {
const result = await cancelOneOpenOrderRowForPlan(
row,
plan,
progress,
setExecutionStatus,
abortSignal,
);
if (result.status === 'cancelled') cancelledCount += 1;
try {
const result = await cancelOneOpenOrderRowForPlan(
row,
plan,
progress,
setExecutionStatus,
abortSignal,
);
if (result.status === 'cancelled') cancelledCount += 1;
} catch (error) {
if (!isOpenOrderCancellationUnconfirmedError(error)) throw error;
unconfirmedCount += 1;
const detail = localizedText(
`已释放 ${releasedCount} 个挂单名额 · 当前撤单未确认，继续本轮`,
`Freed ${releasedCount} order slots · Current cancellation unconfirmed; continuing this round`,
);
setExecutionStatus(combineLocalizedText([plan.spec.statusLabel, detail], '：'), detail);
// The confirmed slots already released may be enough for the unfinished ladder.
// Do not claim this row was cancelled or discard the completed submit progress.
break;
}
}
releasedCount += 1;
const detail = localizedText(
Expand All @@ -4706,7 +4730,7 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
);
setExecutionStatus(combineLocalizedText([plan.spec.statusLabel, detail], '：'), detail);
}
return { ok: true, releasedCount, cancelledCount };
return { ok: true, releasedCount, cancelledCount, unconfirmedCount };
}

async function setHideOtherSymbolChecked(
Expand Down Expand Up @@ -5618,10 +5642,15 @@ import { showUsdtRebalanceDialog } from './dom/usdt-rebalance-dialog.js';
abortSignal,
);
throwIfAborted(abortSignal);
const completedDetail = localizedText(
`已释放 ${result.releasedCount} 个挂单名额，继续本轮`,
`Freed ${result.releasedCount} order slots; continuing this round`,
);
const completedDetail = result.unconfirmedCount > 0
? localizedText(
`已释放 ${result.releasedCount} 个挂单名额 · ${result.unconfirmedCount} 笔未确认，继续本轮`,
`Freed ${result.releasedCount} order slots · ${result.unconfirmedCount} unconfirmed; continuing this round`,
)
: localizedText(
`已释放 ${result.releasedCount} 个挂单名额，继续本轮`,
`Freed ${result.releasedCount} order slots; continuing this round`,
);
setExecutionStatus(
combineLocalizedText([plan.spec.statusLabel, completedDetail], '：'),
completedDetail,
Expand Down
20 changes: 20 additions & 0 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 @@ -294,6 +294,26 @@ test('continuous close recovers a confirmed max-open-orders rejection by freeing
assert.doesNotMatch(cancelPlanBody, /findCurrentSymbolCancelAllButton/);
});

test('capacity recovery skips an unconfirmed row cancellation without claiming the slot was released', () => {
const cancelOneRowBody = readFunctionBody('cancelOneOpenOrderRowForPlan');
const cancelFarthestBody = readFunctionBody('cancelFarthestOpenOrderRowsForPlan');

assert.match(cancelOneRowBody, /createOpenOrderCancellationUnconfirmedError\('待替换挂单仍存在，已停止重新挂单'\)/);
assert.match(cancelOneRowBody, /createOpenOrderCancellationUnconfirmedError\('待替换挂单状态未稳定，已停止重新挂单'\)/);
assert.match(cancelFarthestBody, /catch \(error\) \{[\s\S]*isOpenOrderCancellationUnconfirmedError\(error\)/);
assert.match(cancelFarthestBody, /unconfirmedCount \+= 1;[\s\S]*break;/);
assert.match(cancelFarthestBody, /releasedCount \+= 1;/);

const unconfirmedCatchStart = cancelFarthestBody.indexOf('catch (error) {');
const unconfirmedBreak = cancelFarthestBody.indexOf('break;', unconfirmedCatchStart);
const releasedCountIncrement = cancelFarthestBody.indexOf('releasedCount += 1;', unconfirmedBreak);
assert.ok(
unconfirmedCatchStart >= 0
&& unconfirmedCatchStart < unconfirmedBreak
&& unconfirmedBreak < releasedCountIncrement,
);
});

test('open and close ladders reprice only remaining orders after explicit maker conflicts', () => {
const retryBody = readFunctionBody('isRetryableLadderMakerPriceFailure');
assert.match(retryBody, /plan\?\.spec\?\.mode !== 'OPEN'/);
Expand Down
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