From 38815ed834199a91bdfa639cc544c73c0064e328 Mon Sep 17 00:00:00 2001
From: LiZhenhai-MBP14 <5935568+jackhai9@users.noreply.github.com>
Date: Tue, 1 Sep 2026 20:49:54 +0800
Subject: [PATCH] feat: improve Strategy 27 event readability
---
docs/binance-strategy27-events-development.md | 27 +-
scripts/binance-strategy27-events.user.js | 476 +++++++++++++++---
.../core/event-annotation.js | 154 ++++--
.../dom/strategy27-event-panel.js | 287 +++++++++++
.../dom/tradingview-event-layer.js | 42 +-
src/binance-strategy27-events/index.user.js | 26 +-
.../strategy27-event-panel.test.js | 64 +++
.../tradingview-event-layer.test.js | 57 ++-
.../event-annotation.test.js | 103 +++-
test/unit/userscript-release-contract.test.js | 2 +-
10 files changed, 1056 insertions(+), 182 deletions(-)
create mode 100644 src/binance-strategy27-events/dom/strategy27-event-panel.js
create mode 100644 test/dom/binance-strategy27-events/strategy27-event-panel.test.js
diff --git a/docs/binance-strategy27-events-development.md b/docs/binance-strategy27-events-development.md
index fb9b8d6..37e84fd 100644
--- a/docs/binance-strategy27-events-development.md
+++ b/docs/binance-strategy27-events-development.md
@@ -26,12 +26,18 @@ symbol.
## Rendering Contract
-- `event_opened` creates one marker.
-- `event_updated` updates that marker and the compact status strip without
- creating a note.
-- `event_closed` creates or updates one objective note with the event interval,
- four-force facts, immediate price response, trigger reasons, and close reason.
-- `event_outcome` updates that same note with the ordered outcome horizons.
+- Every event owns exactly one chart marker throughout its lifecycle. Updates,
+ closure, and later outcomes update that marker without creating TradingView
+ text shapes.
+- A single fixed panel shows the selected event's four-force facts, immediate
+ price response, trigger reasons, close reason, and ordered outcome horizons.
+ This prevents persistent multiline notes from overlapping one-second bars.
+- The panel keeps the eight most recent events. It follows the newest event by
+ default; selecting an older row pauses that behavior until `最新` is pressed.
+- Notional values use compact `K` and `M` suffixes. Ratios use at most two
+ decimal places. Basis-point values normally use one decimal place and use two
+ only below one basis point. Binary floating-point tails and internal trigger
+ keys are never shown in user-visible text.
- Incomplete or input-gap facts are marked as incomplete and carry no
directional conclusion.
@@ -49,10 +55,11 @@ before closure. `event_closed.event_time_ms` carries `active_end_at_ms` and can
be later than that snapshot's end when an ineligible bucket advances the event
to its lifecycle deadline without joining the event.
-The script stores only its own returned entity IDs. Route, symbol, interval,
-epoch, cursor, or sequence discontinuities abort the request and remove only
-those transient entities. Event count and age are bounded in memory and on the
-chart.
+The script stores only its own returned marker IDs and its bounded in-memory
+panel records. Route, symbol, interval, epoch, cursor, or sequence
+discontinuities abort the request and remove only those transient entities.
+Marker count and age are bounded on the chart; the panel retains at most eight
+events.
## Development
diff --git a/scripts/binance-strategy27-events.user.js b/scripts/binance-strategy27-events.user.js
index eddb859..6baa1b1 100644
--- a/scripts/binance-strategy27-events.user.js
+++ b/scripts/binance-strategy27-events.user.js
@@ -3,7 +3,7 @@
// @namespace binance.strategy27.events
// @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 0.1.2
+// @version 0.2.0
// @author jackhai9
// @description 在 Binance 一秒图表标注 VPS Strategy 27 的实时订单流事件和后续结果
// @match https://www.binance.com/*/futures/*
@@ -590,28 +590,97 @@
}
// src/binance-strategy27-events/core/event-annotation.js
- var OUTCOME_LABELS = {
+ var OUTCOME_LABELS = Object.freeze({
continuation: "延续",
recovery: "恢复",
reversal: "反转",
partial_retracement: "部分回撤",
not_applicable: "不适用"
- };
- function signedDecimal(value) {
+ });
+ var TRIGGER_LABELS = Object.freeze({
+ aggressive_buy_to_ask_depth: "主动买",
+ aggressive_sell_to_bid_depth: "主动卖",
+ bid_addition_to_bid_depth: "bid 增",
+ bid_decrease_to_bid_depth: "bid 减",
+ ask_addition_to_ask_depth: "ask 增",
+ ask_decrease_to_ask_depth: "ask 减",
+ bid_best_price_migration_bps: "bid 迁移",
+ ask_best_price_migration_bps: "ask 迁移",
+ mid_return_bps: "价格响应",
+ spread_change_bps: "点差变化"
+ });
+ var CLOSE_REASON_LABELS = Object.freeze({
+ quiet_period: "安静期结束",
+ maximum_duration: "达到最长持续时间",
+ input_gap: "输入缺口",
+ universe_removed: "移出监控范围",
+ monitor_stopped: "监控停止"
+ });
+ function finiteNumber(value, label) {
const numeric = Number(value);
- if (numeric > 0) return `+${value}`;
- return value;
+ if (!Number.isFinite(numeric)) throw new Error(`Invalid Strategy 27 display number: ${label}`);
+ return numeric;
+ }
+ function trimmedFixed(numeric, digits) {
+ return numeric.toFixed(digits).replace(/(\.\d*?[1-9])0+$|\.0+$/u, "$1");
+ }
+ function compactDecimal(value, { digits, signed = false, label }) {
+ const numeric = finiteNumber(value, label);
+ const magnitude = trimmedFixed(Math.abs(numeric), digits);
+ if (numeric < 0) return `-${magnitude}`;
+ if (signed && numeric > 0) return `+${magnitude}`;
+ return magnitude;
+ }
+ function formatBps(value, label, { signed = true } = {}) {
+ const numeric = finiteNumber(value, label);
+ return compactDecimal(value, {
+ digits: Math.abs(numeric) < 1 ? 2 : 1,
+ signed,
+ label
+ });
}
- function formatForce(name, force) {
- return `${name} ${force.notional} USDT/${force.trade_count} 笔，吃对手深度 ${force.to_opposite_depth}`;
+ function formatRatio(value, label) {
+ return compactDecimal(value, { digits: 2, label });
}
- function formatBook(name, side) {
- return `${name} 增 ${side.observed_addition_notional} 减 ${side.observed_decrease_notional}，最优价迁移 ${signedDecimal(side.best_price_migration_bps)} bps`;
+ function formatNotional(value, label) {
+ const numeric = finiteNumber(value, label);
+ const absolute = Math.abs(numeric);
+ if (absolute >= 1e6) return `${compactDecimal(numeric / 1e6, { digits: 2, label })}M`;
+ if (absolute >= 1e3) return `${compactDecimal(numeric / 1e3, { digits: 1, label })}K`;
+ return compactDecimal(numeric, { digits: 1, label });
+ }
+ function formatForce(label, oppositeSide, force) {
+ return Object.freeze({
+ label,
+ value: `${formatNotional(force.notional, `${label}.notional`)} USDT · ${force.trade_count} 笔`,
+ detail: `吃 ${oppositeSide} 深度 ${formatRatio(force.to_opposite_depth, `${label}.to_opposite_depth`)}`
+ });
+ }
+ function formatBook(label, side) {
+ return Object.freeze({
+ label,
+ value: `增 ${formatNotional(side.observed_addition_notional, `${label}.addition`)} · 减 ${formatNotional(side.observed_decrease_notional, `${label}.decrease`)}`,
+ detail: `迁移 ${formatBps(side.best_price_migration_bps, `${label}.migration`)} bps`
+ });
+ }
+ function formatTriggerReasons(reasons) {
+ return reasons.map((reason) => {
+ const label = TRIGGER_LABELS[reason];
+ if (!label) throw new Error(`Unknown Strategy 27 trigger reason: ${reason}`);
+ return label;
+ }).join("、");
+ }
+ function formatCloseReason(reason) {
+ if (reason === null) return null;
+ const label = CLOSE_REASON_LABELS[reason];
+ if (!label) throw new Error(`Unknown Strategy 27 close reason: ${reason}`);
+ return label;
}
function outcomeLine(outcome) {
- if (outcome.outcome_status !== "complete") return `${outcome.window_seconds} 秒：数据不完整`;
- const directional = OUTCOME_LABELS[outcome.directional_outcome] ?? "无方向结论";
- return `${outcome.window_seconds} 秒：${directional}，收盘响应 ${signedDecimal(outcome.return_from_active_end_bps)} bps`;
+ if (outcome.outcome_status !== "complete") return null;
+ const directional = OUTCOME_LABELS[outcome.directional_outcome];
+ if (!directional) throw new Error(`Unknown Strategy 27 directional outcome: ${outcome.directional_outcome}`);
+ return `${outcome.window_seconds} 秒：${directional}，收盘响应 ${formatBps(outcome.return_from_active_end_bps, "outcome.return")} bps`;
}
function buildEventAnnotation({
event,
@@ -622,34 +691,36 @@
}) {
const snapshot = messageKind === "event_opened" ? event.trigger_snapshot : event.latest_snapshot;
const response = snapshot.price_response;
- const midReturn = Number(response.mid_return_bps);
+ const midReturn = finiteNumber(response.mid_return_bps, "price_response.mid_return_bps");
const markerShape = midReturn > 0 ? "arrow_up" : midReturn < 0 ? "arrow_down" : "flag";
const markerColor = midReturn > 0 ? "#0ECB81" : midReturn < 0 ? "#F6465D" : "#F0B90B";
const incomplete = event.event_status === "incomplete" || outcomes.some((item) => item.outcome_status !== "complete");
- const lines = [
- `Strategy 27 ${event.event_kind === "orderflow_event" ? "订单流事件" : "价格响应事件"}`,
- formatForce("主动买", snapshot.aggressive_buy),
- formatForce("主动卖", snapshot.aggressive_sell),
- formatBook("bid", snapshot.bid),
- formatBook("ask", snapshot.ask),
- `价格响应 ${signedDecimal(response.mid_return_bps)} bps，点差 ${response.spread_bps} bps`,
- `触发：${event.trigger_reasons.join("、")}`
- ];
- if (event.event_status !== "active") lines.push(`结束：${event.close_reason}`);
- if (rehydrated) lines.push("此前投影历史不可用");
- if (incomplete) lines.push("数据不完整，不作方向结论");
- else lines.push(...outcomes.map(outcomeLine));
- const coordinateTime = eventTimeToChartSecond(eventTimeMs);
- const coordinatePrice = Number(response.mid);
+ const notices = [];
+ if (rehydrated) notices.push("此前投影历史不可用");
+ if (incomplete) notices.push("数据不完整，不作方向结论");
+ const title = event.event_kind === "orderflow_event" ? "订单流事件" : "价格响应事件";
+ const summary = `价格 ${formatBps(response.mid_return_bps, "price_response.mid_return_bps")} bps · 点差 ${formatBps(response.spread_bps, "price_response.spread_bps", { signed: false })} bps`;
return Object.freeze({
+ title,
+ eventTimeMs: event.triggered_at_ms,
+ status: event.event_status,
+ summary,
+ forceRows: Object.freeze([
+ formatForce("主动买", "ask", snapshot.aggressive_buy),
+ formatForce("主动卖", "bid", snapshot.aggressive_sell),
+ formatBook("bid", snapshot.bid),
+ formatBook("ask", snapshot.ask)
+ ]),
+ priceDetail: `点差变化 ${formatBps(response.spread_change_bps, "price_response.spread_change_bps")} bps`,
+ triggerText: formatTriggerReasons(event.trigger_reasons),
+ closeText: formatCloseReason(event.close_reason),
+ outcomeLines: Object.freeze(incomplete ? [] : outcomes.map(outcomeLine).filter(Boolean)),
+ notices: Object.freeze(notices),
markerShape,
markerColor,
- markerTime: coordinateTime,
- markerPrice: coordinatePrice,
- noteText: lines.join("\n"),
- noteTime: coordinateTime,
- notePrice: coordinatePrice,
- liveStatus: `${lines[0]}｜${lines[5]}`
+ markerTime: eventTimeToChartSecond(eventTimeMs),
+ markerPrice: finiteNumber(response.mid, "price_response.mid"),
+ liveStatus: `Strategy 27 ${title}｜${summary}`
});
}
@@ -693,10 +764,9 @@
if (chartRoots.length !== 1) throw new Error(`Visible Strategy 27 chart root count is invalid: ${chartRoots.length}`);
return chartRoots[0];
}
- function shapeOptions(shape, color, text = "") {
+ function shapeOptions(shape, color) {
return {
shape,
- text,
lock: true,
disableSave: true,
disableSelection: true,
@@ -704,10 +774,7 @@
showInObjectsTree: false,
overrides: {
color,
- fontsize: 12,
- fixedSize: true,
- wordWrap: true,
- wordWrapWidth: 220
+ fixedSize: true
}
};
}
@@ -744,12 +811,11 @@
if (!Number.isInteger(maxAgeMs) || maxAgeMs < 1) throw new Error("Strategy 27 maxAgeMs is invalid");
const { chart } = target;
const registry = /* @__PURE__ */ new Map();
+ let renderGeneration = 0;
function removeRecord(eventId) {
const record = registry.get(eventId);
if (!record) return;
- for (const id of [record.markerId, record.noteId]) {
- if (id) chart.removeEntity(id);
- }
+ chart.removeEntity(record.markerId);
registry.delete(eventId);
}
function pruneAge(observedAtMs) {
@@ -765,11 +831,16 @@
if (!record) {
pruneAge(observedAtMs);
ensureCapacityForNew();
+ const requestedGeneration = renderGeneration;
const markerId = await createAlignedShape(chart, {
time: annotation.markerTime,
price: annotation.markerPrice
}, shapeOptions(annotation.markerShape, annotation.markerColor));
- record = { markerId, noteId: null, observedAtMs };
+ if (requestedGeneration !== renderGeneration) {
+ chart.removeEntity(markerId);
+ return false;
+ }
+ record = { markerId, observedAtMs };
registry.set(eventId, record);
} else {
updateAlignedShape(chart, record.markerId, {
@@ -778,32 +849,17 @@
}, { color: annotation.markerColor });
record.observedAtMs = observedAtMs;
}
- return record;
- }
- async function ensureNote(eventId, annotation, observedAtMs) {
- const record = await ensureMarker(eventId, annotation, observedAtMs);
- const point = { time: annotation.noteTime, price: annotation.notePrice };
- if (!record.noteId) {
- record.noteId = await createAlignedShape(
- chart,
- point,
- shapeOptions("text", annotation.markerColor, annotation.noteText)
- );
- } else {
- updateAlignedShape(chart, record.noteId, point, {
- color: annotation.markerColor,
- text: annotation.noteText
- });
- }
+ return true;
}
return Object.freeze({
renderOpened: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
renderUpdated: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
- renderClosed: (eventId, annotation, observedAtMs) => ensureNote(eventId, annotation, observedAtMs),
- renderOutcome: (eventId, annotation, observedAtMs) => ensureNote(eventId, annotation, observedAtMs),
+ renderClosed: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
+ renderOutcome: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
remove: removeRecord,
prune: pruneAge,
clear() {
+ renderGeneration += 1;
for (const eventId of [...registry.keys()]) removeRecord(eventId);
},
get size() {
@@ -847,6 +903,275 @@
document.getElementById(STATUS_ID)?.remove();
}
+ // src/binance-strategy27-events/dom/strategy27-event-panel.js
+ var PANEL_ID = "jh-strategy27-event-panel";
+ var STATUS_LABELS = Object.freeze({
+ active: "进行中",
+ complete: "已结束",
+ incomplete: "数据不完整"
+ });
+ function setStyles(element, styles) {
+ Object.assign(element.style, styles);
+ return element;
+ }
+ function createElement(document, tagName, { text = "", role = null, styles = null } = {}) {
+ const element = document.createElement(tagName);
+ element.textContent = text;
+ if (role) element.dataset.role = role;
+ if (styles) setStyles(element, styles);
+ return element;
+ }
+ function formatClock(timestampMs) {
+ const date = new Date(timestampMs);
+ const part = (value) => String(value).padStart(2, "0");
+ return `${part(date.getHours())}:${part(date.getMinutes())}:${part(date.getSeconds())}`;
+ }
+ function buttonStyles() {
+ return {
+ border: "0",
+ borderRadius: "5px",
+ padding: "2px 7px",
+ background: "rgba(132, 142, 156, .18)",
+ color: "#EAECEF",
+ font: "11px/18px BinancePlex, ui-sans-serif, system-ui, sans-serif",
+ cursor: "pointer"
+ };
+ }
+ function appendDetailLine(document, parent, label, value, color = "#EAECEF") {
+ const line = createElement(document, "div", {
+ styles: {
+ display: "grid",
+ gridTemplateColumns: "62px minmax(0, 1fr)",
+ gap: "8px",
+ alignItems: "start"
+ }
+ });
+ line.appendChild(createElement(document, "span", {
+ text: label,
+ styles: { color: "#848E9C", whiteSpace: "nowrap" }
+ }));
+ line.appendChild(createElement(document, "span", {
+ text: value,
+ styles: { color, overflowWrap: "anywhere" }
+ }));
+ parent.appendChild(line);
+ }
+ function createStrategy27EventPanel(document, chartRoot, { maxEvents }) {
+ if (!Number.isInteger(maxEvents) || maxEvents < 1) throw new Error("Strategy 27 panel maxEvents is invalid");
+ document.getElementById(PANEL_ID)?.remove();
+ const panel = createElement(document, "section", {
+ styles: {
+ position: "absolute",
+ zIndex: "9",
+ right: "84px",
+ top: "68px",
+ width: "320px",
+ maxWidth: "calc(100% - 112px)",
+ maxHeight: "calc(100% - 92px)",
+ border: "1px solid rgba(132, 142, 156, .28)",
+ borderRadius: "8px",
+ background: "rgba(24, 26, 32, .94)",
+ boxShadow: "0 4px 16px rgba(0, 0, 0, .28)",
+ color: "#EAECEF",
+ font: "12px/17px BinancePlex, ui-sans-serif, system-ui, sans-serif",
+ pointerEvents: "auto",
+ overflow: "hidden"
+ }
+ });
+ panel.id = PANEL_ID;
+ const header = createElement(document, "header", {
+ styles: {
+ display: "flex",
+ alignItems: "center",
+ gap: "6px",
+ padding: "8px 9px",
+ borderBottom: "1px solid rgba(132, 142, 156, .18)"
+ }
+ });
+ const heading = createElement(document, "strong", {
+ text: "Strategy 27 事件",
+ styles: { flex: "1", fontSize: "13px" }
+ });
+ const latestButton = createElement(document, "button", {
+ text: "最新",
+ role: "follow-latest",
+ styles: buttonStyles()
+ });
+ latestButton.type = "button";
+ const collapseButton = createElement(document, "button", {
+ text: "收起",
+ role: "collapse",
+ styles: buttonStyles()
+ });
+ collapseButton.type = "button";
+ header.append(heading, latestButton, collapseButton);
+ panel.appendChild(header);
+ const body = createElement(document, "div", {
+ role: "panel-body",
+ styles: { overflow: "auto", maxHeight: "calc(100vh - 190px)" }
+ });
+ const detail = createElement(document, "div", {
+ role: "event-detail",
+ styles: { display: "grid", gap: "5px", padding: "9px" }
+ });
+ const recentTitle = createElement(document, "div", {
+ text: "最近事件",
+ styles: {
+ padding: "7px 9px 4px",
+ borderTop: "1px solid rgba(132, 142, 156, .18)",
+ color: "#848E9C",
+ fontWeight: "600"
+ }
+ });
+ const recent = createElement(document, "div", {
+ role: "event-list",
+ styles: { display: "grid", gap: "2px", padding: "0 6px 7px" }
+ });
+ body.append(detail, recentTitle, recent);
+ panel.appendChild(body);
+ chartRoot.appendChild(panel);
+ const records = /* @__PURE__ */ new Map();
+ let selectedEventId = null;
+ let followLatest = true;
+ let collapsed = false;
+ function orderedEntries() {
+ return [...records.entries()].sort((left, right) => right[1].annotation.eventTimeMs - left[1].annotation.eventTimeMs || right[1].observedAtMs - left[1].observedAtMs);
+ }
+ function renderDetail() {
+ detail.replaceChildren();
+ const record = records.get(selectedEventId);
+ if (!record) {
+ detail.appendChild(createElement(document, "span", {
+ text: "等待新事件",
+ styles: { color: "#848E9C" }
+ }));
+ return;
+ }
+ const { annotation } = record;
+ const title = createElement(document, "div", {
+ styles: { display: "flex", alignItems: "center", gap: "6px" }
+ });
+ title.appendChild(createElement(document, "span", {
+ text: annotation.title,
+ styles: { color: annotation.markerColor, fontWeight: "700", flex: "1" }
+ }));
+ title.appendChild(createElement(document, "span", {
+ text: STATUS_LABELS[annotation.status],
+ styles: { color: "#848E9C", fontSize: "11px" }
+ }));
+ detail.appendChild(title);
+ appendDetailLine(document, detail, "时间", formatClock(annotation.eventTimeMs));
+ appendDetailLine(document, detail, "即时响应", annotation.summary, annotation.markerColor);
+ for (const row of annotation.forceRows) {
+ appendDetailLine(document, detail, row.label, `${row.value}｜${row.detail}`);
+ }
+ appendDetailLine(document, detail, "点差", annotation.priceDetail);
+ appendDetailLine(document, detail, "触发", annotation.triggerText);
+ if (annotation.closeText) appendDetailLine(document, detail, "结束", annotation.closeText);
+ for (const outcome of annotation.outcomeLines) appendDetailLine(document, detail, "后续", outcome);
+ for (const notice of annotation.notices) appendDetailLine(document, detail, "说明", notice, "#F0B90B");
+ }
+ function renderRecent() {
+ recent.replaceChildren();
+ for (const [eventId, record] of orderedEntries()) {
+ const { annotation } = record;
+ const row = createElement(document, "button", {
+ role: "event-row",
+ styles: {
+ display: "grid",
+ gridTemplateColumns: "7px 54px minmax(0, 1fr)",
+ gap: "6px",
+ alignItems: "center",
+ width: "100%",
+ border: "0",
+ borderRadius: "5px",
+ padding: "5px 6px",
+ background: eventId === selectedEventId ? "rgba(132, 142, 156, .18)" : "transparent",
+ color: "#EAECEF",
+ font: "11px/16px BinancePlex, ui-sans-serif, system-ui, sans-serif",
+ textAlign: "left",
+ cursor: "pointer"
+ }
+ });
+ row.type = "button";
+ row.dataset.eventId = eventId;
+ row.title = `${annotation.title}｜${annotation.summary}`;
+ row.appendChild(createElement(document, "span", {
+ styles: {
+ width: "7px",
+ height: "7px",
+ borderRadius: "50%",
+ background: annotation.markerColor
+ }
+ }));
+ row.appendChild(createElement(document, "span", {
+ text: formatClock(annotation.eventTimeMs),
+ styles: { color: "#848E9C" }
+ }));
+ row.appendChild(createElement(document, "span", {
+ text: annotation.summary,
+ styles: { whiteSpace: "nowrap", overflow: "hidden", textOverflow: "ellipsis" }
+ }));
+ row.addEventListener("click", () => {
+ selectedEventId = eventId;
+ followLatest = false;
+ render();
+ });
+ recent.appendChild(row);
+ }
+ }
+ function render() {
+ latestButton.style.color = followLatest ? "#F0B90B" : "#EAECEF";
+ renderDetail();
+ renderRecent();
+ }
+ latestButton.addEventListener("click", () => {
+ followLatest = true;
+ selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ render();
+ });
+ collapseButton.addEventListener("click", () => {
+ collapsed = !collapsed;
+ body.style.display = collapsed ? "none" : "block";
+ collapseButton.textContent = collapsed ? "展开" : "收起";
+ });
+ render();
+ return Object.freeze({
+ upsert(eventId, annotation, observedAtMs) {
+ records.set(eventId, { annotation, observedAtMs });
+ const ordered = orderedEntries();
+ while (ordered.length > maxEvents) {
+ const [expiredId] = ordered.pop();
+ records.delete(expiredId);
+ }
+ if (!records.has(selectedEventId)) followLatest = true;
+ if (followLatest) selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ render();
+ },
+ remove(eventId) {
+ records.delete(eventId);
+ if (selectedEventId === eventId) {
+ followLatest = true;
+ selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ }
+ render();
+ },
+ clear() {
+ records.clear();
+ selectedEventId = null;
+ followLatest = true;
+ render();
+ },
+ destroy() {
+ records.clear();
+ panel.remove();
+ },
+ get size() {
+ return records.size;
+ }
+ });
+ }
+
// src/shared/binance-futures-route.js
var FUTURES_TRADING_PATH_RE = /^\/(?:[a-z]{2}(?:-[A-Za-z]{2})?\/)?futures\/([A-Za-z0-9_]{3,})\/?$/;
function parseFuturesTradingSymbolFromPathname(pathname) {
@@ -909,6 +1234,7 @@
const GATEWAY_SECRET_KEY = "strategy27GatewayAuthSecret";
const CONTEXT_CHECK_INTERVAL_MS = 1e3;
const MAX_RETAINED_EVENTS = 80;
+ const MAX_PANEL_EVENTS = 8;
const MAX_EVENT_AGE_MS = 2 * 60 * 60 * 1e3;
const page = unsafeWindow;
const pageDocument = page.document;
@@ -920,6 +1246,7 @@
active.controller.abort();
active.lifecycle.reset(resetReason);
active.layer.clear();
+ active.panel.destroy();
active = null;
}
function showStatus(chartRoot, text, state = "normal") {
@@ -928,18 +1255,26 @@
}
async function renderGatewayResponse(context, response) {
if (active !== context) return;
- for (const eventId of context.lifecycle.prune(Date.now())) context.layer.remove(eventId);
+ for (const eventId of context.lifecycle.prune(Date.now())) {
+ context.layer.remove(eventId);
+ context.panel.remove(eventId);
+ }
if (response.status === "reset") {
context.lifecycle.reset(response.reason);
context.layer.clear();
+ context.panel.clear();
showStatus(context.target.chartRoot, "Strategy 27 已连接，等待新事件");
return;
}
for (const message of response.messages) {
const action = context.lifecycle.apply(message);
- for (const eventId of action.evictedEventIds ?? []) context.layer.remove(eventId);
+ for (const eventId of action.evictedEventIds ?? []) {
+ context.layer.remove(eventId);
+ context.panel.remove(eventId);
+ }
if (action.type === "stream_reset") {
context.layer.clear();
+ context.panel.clear();
showStatus(context.target.chartRoot, "Strategy 27 数据流已恢复，等待新事件");
continue;
}
@@ -957,7 +1292,9 @@
event_closed: "renderClosed",
event_outcome: "renderOutcome"
}[action.messageKind];
- await context.layer[renderMethod](action.eventId, annotation, action.observedAtMs);
+ const rendered = await context.layer[renderMethod](action.eventId, annotation, action.observedAtMs);
+ if (!rendered || active !== context) continue;
+ context.panel.upsert(action.eventId, annotation, action.observedAtMs);
showStatus(context.target.chartRoot, annotation.liveStatus);
}
}
@@ -976,6 +1313,9 @@
maxEvents: MAX_RETAINED_EVENTS,
maxAgeMs: MAX_EVENT_AGE_MS
}),
+ panel: createStrategy27EventPanel(pageDocument, target.chartRoot, {
+ maxEvents: MAX_PANEL_EVENTS
+ }),
failed: false
};
active = context;
@@ -991,6 +1331,7 @@
if (error.name === "AbortError" || active !== context) return;
context.failed = true;
context.layer.clear();
+ context.panel.clear();
showStatus(target.chartRoot, `Strategy 27 已停止：${error.message}`, "error");
});
}
@@ -1071,6 +1412,7 @@
});
GM_registerMenuCommand("清除 Strategy 27 图表标注", () => {
active?.layer.clear();
+ active?.panel.clear();
if (statusView) setStrategy27Status(statusView, "Strategy 27 标注已清除，继续监听");
});
const removeRouteListener = installSpaRouteChangeListener(page, restart);
diff --git a/src/binance-strategy27-events/core/event-annotation.js b/src/binance-strategy27-events/core/event-annotation.js
index 8d0a910..c7359b7 100644
--- a/src/binance-strategy27-events/core/event-annotation.js
+++ b/src/binance-strategy27-events/core/event-annotation.js
@@ -1,31 +1,109 @@
import { eventTimeToChartSecond } from './live-event-contract.js';
-const OUTCOME_LABELS = {
+const OUTCOME_LABELS = Object.freeze({
continuation: '延续',
recovery: '恢复',
reversal: '反转',
partial_retracement: '部分回撤',
not_applicable: '不适用',
-};
+});
-function signedDecimal(value) {
+const TRIGGER_LABELS = Object.freeze({
+ aggressive_buy_to_ask_depth: '主动买',
+ aggressive_sell_to_bid_depth: '主动卖',
+ bid_addition_to_bid_depth: 'bid 增',
+ bid_decrease_to_bid_depth: 'bid 减',
+ ask_addition_to_ask_depth: 'ask 增',
+ ask_decrease_to_ask_depth: 'ask 减',
+ bid_best_price_migration_bps: 'bid 迁移',
+ ask_best_price_migration_bps: 'ask 迁移',
+ mid_return_bps: '价格响应',
+ spread_change_bps: '点差变化',
+});
+
+const CLOSE_REASON_LABELS = Object.freeze({
+ quiet_period: '安静期结束',
+ maximum_duration: '达到最长持续时间',
+ input_gap: '输入缺口',
+ universe_removed: '移出监控范围',
+ monitor_stopped: '监控停止',
+});
+
+function finiteNumber(value, label) {
const numeric = Number(value);
- if (numeric > 0) return `+${value}`;
- return value;
+ if (!Number.isFinite(numeric)) throw new Error(`Invalid Strategy 27 display number: ${label}`);
+ return numeric;
+}
+
+function trimmedFixed(numeric, digits) {
+ return numeric.toFixed(digits).replace(/(\.\d*?[1-9])0+$|\.0+$/u, '$1');
+}
+
+function compactDecimal(value, { digits, signed = false, label }) {
+ const numeric = finiteNumber(value, label);
+ const magnitude = trimmedFixed(Math.abs(numeric), digits);
+ if (numeric < 0) return `-${magnitude}`;
+ if (signed && numeric > 0) return `+${magnitude}`;
+ return magnitude;
}
-function formatForce(name, force) {
- return `${name} ${force.notional} USDT/${force.trade_count} 笔，吃对手深度 ${force.to_opposite_depth}`;
+function formatBps(value, label, { signed = true } = {}) {
+ const numeric = finiteNumber(value, label);
+ return compactDecimal(value, {
+ digits: Math.abs(numeric) < 1 ? 2 : 1,
+ signed,
+ label,
+ });
+}
+
+function formatRatio(value, label) {
+ return compactDecimal(value, { digits: 2, label });
}
-function formatBook(name, side) {
- return `${name} 增 ${side.observed_addition_notional} 减 ${side.observed_decrease_notional}，最优价迁移 ${signedDecimal(side.best_price_migration_bps)} bps`;
+function formatNotional(value, label) {
+ const numeric = finiteNumber(value, label);
+ const absolute = Math.abs(numeric);
+ if (absolute >= 1_000_000) return `${compactDecimal(numeric / 1_000_000, { digits: 2, label })}M`;
+ if (absolute >= 1_000) return `${compactDecimal(numeric / 1_000, { digits: 1, label })}K`;
+ return compactDecimal(numeric, { digits: 1, label });
+}
+
+function formatForce(label, oppositeSide, force) {
+ return Object.freeze({
+ label,
+ value: `${formatNotional(force.notional, `${label}.notional`)} USDT · ${force.trade_count} 笔`,
+ detail: `吃 ${oppositeSide} 深度 ${formatRatio(force.to_opposite_depth, `${label}.to_opposite_depth`)}`,
+ });
+}
+
+function formatBook(label, side) {
+ return Object.freeze({
+ label,
+ value: `增 ${formatNotional(side.observed_addition_notional, `${label}.addition`)} · 减 ${formatNotional(side.observed_decrease_notional, `${label}.decrease`)}`,
+ detail: `迁移 ${formatBps(side.best_price_migration_bps, `${label}.migration`)} bps`,
+ });
+}
+
+function formatTriggerReasons(reasons) {
+ return reasons.map((reason) => {
+ const label = TRIGGER_LABELS[reason];
+ if (!label) throw new Error(`Unknown Strategy 27 trigger reason: ${reason}`);
+ return label;
+ }).join('、');
+}
+
+function formatCloseReason(reason) {
+ if (reason === null) return null;
+ const label = CLOSE_REASON_LABELS[reason];
+ if (!label) throw new Error(`Unknown Strategy 27 close reason: ${reason}`);
+ return label;
}
function outcomeLine(outcome) {
- if (outcome.outcome_status !== 'complete') return `${outcome.window_seconds} 秒：数据不完整`;
- const directional = OUTCOME_LABELS[outcome.directional_outcome] ?? '无方向结论';
- return `${outcome.window_seconds} 秒：${directional}，收盘响应 ${signedDecimal(outcome.return_from_active_end_bps)} bps`;
+ if (outcome.outcome_status !== 'complete') return null;
+ const directional = OUTCOME_LABELS[outcome.directional_outcome];
+ if (!directional) throw new Error(`Unknown Strategy 27 directional outcome: ${outcome.directional_outcome}`);
+ return `${outcome.window_seconds} 秒：${directional}，收盘响应 ${formatBps(outcome.return_from_active_end_bps, 'outcome.return')} bps`;
}
export function buildEventAnnotation({
@@ -37,35 +115,37 @@ export function buildEventAnnotation({
}) {
const snapshot = messageKind === 'event_opened' ? event.trigger_snapshot : event.latest_snapshot;
const response = snapshot.price_response;
- const midReturn = Number(response.mid_return_bps);
+ const midReturn = finiteNumber(response.mid_return_bps, 'price_response.mid_return_bps');
const markerShape = midReturn > 0 ? 'arrow_up' : midReturn < 0 ? 'arrow_down' : 'flag';
const markerColor = midReturn > 0 ? '#0ECB81' : midReturn < 0 ? '#F6465D' : '#F0B90B';
- const incomplete = event.event_status === 'incomplete' || outcomes.some((item) => item.outcome_status !== 'complete');
- const lines = [
- `Strategy 27 ${event.event_kind === 'orderflow_event' ? '订单流事件' : '价格响应事件'}`,
- formatForce('主动买', snapshot.aggressive_buy),
- formatForce('主动卖', snapshot.aggressive_sell),
- formatBook('bid', snapshot.bid),
- formatBook('ask', snapshot.ask),
- `价格响应 ${signedDecimal(response.mid_return_bps)} bps，点差 ${response.spread_bps} bps`,
- `触发：${event.trigger_reasons.join('、')}`,
- ];
- if (event.event_status !== 'active') lines.push(`结束：${event.close_reason}`);
- if (rehydrated) lines.push('此前投影历史不可用');
- if (incomplete) lines.push('数据不完整，不作方向结论');
- else lines.push(...outcomes.map(outcomeLine));
-
- const coordinateTime = eventTimeToChartSecond(eventTimeMs);
- const coordinatePrice = Number(response.mid);
+ const incomplete = event.event_status === 'incomplete'
+ || outcomes.some((item) => item.outcome_status !== 'complete');
+ const notices = [];
+ if (rehydrated) notices.push('此前投影历史不可用');
+ if (incomplete) notices.push('数据不完整，不作方向结论');
+
+ const title = event.event_kind === 'orderflow_event' ? '订单流事件' : '价格响应事件';
+ const summary = `价格 ${formatBps(response.mid_return_bps, 'price_response.mid_return_bps')} bps · 点差 ${formatBps(response.spread_bps, 'price_response.spread_bps', { signed: false })} bps`;
return Object.freeze({
+ title,
+ eventTimeMs: event.triggered_at_ms,
+ status: event.event_status,
+ summary,
+ forceRows: Object.freeze([
+ formatForce('主动买', 'ask', snapshot.aggressive_buy),
+ formatForce('主动卖', 'bid', snapshot.aggressive_sell),
+ formatBook('bid', snapshot.bid),
+ formatBook('ask', snapshot.ask),
+ ]),
+ priceDetail: `点差变化 ${formatBps(response.spread_change_bps, 'price_response.spread_change_bps')} bps`,
+ triggerText: formatTriggerReasons(event.trigger_reasons),
+ closeText: formatCloseReason(event.close_reason),
+ outcomeLines: Object.freeze(incomplete ? [] : outcomes.map(outcomeLine).filter(Boolean)),
+ notices: Object.freeze(notices),
markerShape,
markerColor,
- markerTime: coordinateTime,
- markerPrice: coordinatePrice,
- noteText: lines.join('\n'),
- noteTime: coordinateTime,
- notePrice: coordinatePrice,
- liveStatus: `${lines[0]}｜${lines[5]}`,
+ markerTime: eventTimeToChartSecond(eventTimeMs),
+ markerPrice: finiteNumber(response.mid, 'price_response.mid'),
+ liveStatus: `Strategy 27 ${title}｜${summary}`,
});
}
-
diff --git a/src/binance-strategy27-events/dom/strategy27-event-panel.js b/src/binance-strategy27-events/dom/strategy27-event-panel.js
new file mode 100644
index 0000000..415ecbd
--- /dev/null
+++ b/src/binance-strategy27-events/dom/strategy27-event-panel.js
@@ -0,0 +1,287 @@
+const PANEL_ID = 'jh-strategy27-event-panel';
+
+const STATUS_LABELS = Object.freeze({
+ active: '进行中',
+ complete: '已结束',
+ incomplete: '数据不完整',
+});
+
+function setStyles(element, styles) {
+ Object.assign(element.style, styles);
+ return element;
+}
+
+function createElement(document, tagName, { text = '', role = null, styles = null } = {}) {
+ const element = document.createElement(tagName);
+ element.textContent = text;
+ if (role) element.dataset.role = role;
+ if (styles) setStyles(element, styles);
+ return element;
+}
+
+function formatClock(timestampMs) {
+ const date = new Date(timestampMs);
+ const part = (value) => String(value).padStart(2, '0');
+ return `${part(date.getHours())}:${part(date.getMinutes())}:${part(date.getSeconds())}`;
+}
+
+function buttonStyles() {
+ return {
+ border: '0',
+ borderRadius: '5px',
+ padding: '2px 7px',
+ background: 'rgba(132, 142, 156, .18)',
+ color: '#EAECEF',
+ font: '11px/18px BinancePlex, ui-sans-serif, system-ui, sans-serif',
+ cursor: 'pointer',
+ };
+}
+
+function appendDetailLine(document, parent, label, value, color = '#EAECEF') {
+ const line = createElement(document, 'div', {
+ styles: {
+ display: 'grid',
+ gridTemplateColumns: '62px minmax(0, 1fr)',
+ gap: '8px',
+ alignItems: 'start',
+ },
+ });
+ line.appendChild(createElement(document, 'span', {
+ text: label,
+ styles: { color: '#848E9C', whiteSpace: 'nowrap' },
+ }));
+ line.appendChild(createElement(document, 'span', {
+ text: value,
+ styles: { color, overflowWrap: 'anywhere' },
+ }));
+ parent.appendChild(line);
+}
+
+export function createStrategy27EventPanel(document, chartRoot, { maxEvents }) {
+ if (!Number.isInteger(maxEvents) || maxEvents < 1) throw new Error('Strategy 27 panel maxEvents is invalid');
+ document.getElementById(PANEL_ID)?.remove();
+
+ const panel = createElement(document, 'section', {
+ styles: {
+ position: 'absolute',
+ zIndex: '9',
+ right: '84px',
+ top: '68px',
+ width: '320px',
+ maxWidth: 'calc(100% - 112px)',
+ maxHeight: 'calc(100% - 92px)',
+ border: '1px solid rgba(132, 142, 156, .28)',
+ borderRadius: '8px',
+ background: 'rgba(24, 26, 32, .94)',
+ boxShadow: '0 4px 16px rgba(0, 0, 0, .28)',
+ color: '#EAECEF',
+ font: '12px/17px BinancePlex, ui-sans-serif, system-ui, sans-serif',
+ pointerEvents: 'auto',
+ overflow: 'hidden',
+ },
+ });
+ panel.id = PANEL_ID;
+
+ const header = createElement(document, 'header', {
+ styles: {
+ display: 'flex',
+ alignItems: 'center',
+ gap: '6px',
+ padding: '8px 9px',
+ borderBottom: '1px solid rgba(132, 142, 156, .18)',
+ },
+ });
+ const heading = createElement(document, 'strong', {
+ text: 'Strategy 27 事件',
+ styles: { flex: '1', fontSize: '13px' },
+ });
+ const latestButton = createElement(document, 'button', {
+ text: '最新',
+ role: 'follow-latest',
+ styles: buttonStyles(),
+ });
+ latestButton.type = 'button';
+ const collapseButton = createElement(document, 'button', {
+ text: '收起',
+ role: 'collapse',
+ styles: buttonStyles(),
+ });
+ collapseButton.type = 'button';
+ header.append(heading, latestButton, collapseButton);
+ panel.appendChild(header);
+
+ const body = createElement(document, 'div', {
+ role: 'panel-body',
+ styles: { overflow: 'auto', maxHeight: 'calc(100vh - 190px)' },
+ });
+ const detail = createElement(document, 'div', {
+ role: 'event-detail',
+ styles: { display: 'grid', gap: '5px', padding: '9px' },
+ });
+ const recentTitle = createElement(document, 'div', {
+ text: '最近事件',
+ styles: {
+ padding: '7px 9px 4px',
+ borderTop: '1px solid rgba(132, 142, 156, .18)',
+ color: '#848E9C',
+ fontWeight: '600',
+ },
+ });
+ const recent = createElement(document, 'div', {
+ role: 'event-list',
+ styles: { display: 'grid', gap: '2px', padding: '0 6px 7px' },
+ });
+ body.append(detail, recentTitle, recent);
+ panel.appendChild(body);
+ chartRoot.appendChild(panel);
+
+ const records = new Map();
+ let selectedEventId = null;
+ let followLatest = true;
+ let collapsed = false;
+
+ function orderedEntries() {
+ return [...records.entries()].sort((left, right) => (
+ right[1].annotation.eventTimeMs - left[1].annotation.eventTimeMs
+ || right[1].observedAtMs - left[1].observedAtMs
+ ));
+ }
+
+ function renderDetail() {
+ detail.replaceChildren();
+ const record = records.get(selectedEventId);
+ if (!record) {
+ detail.appendChild(createElement(document, 'span', {
+ text: '等待新事件',
+ styles: { color: '#848E9C' },
+ }));
+ return;
+ }
+ const { annotation } = record;
+ const title = createElement(document, 'div', {
+ styles: { display: 'flex', alignItems: 'center', gap: '6px' },
+ });
+ title.appendChild(createElement(document, 'span', {
+ text: annotation.title,
+ styles: { color: annotation.markerColor, fontWeight: '700', flex: '1' },
+ }));
+ title.appendChild(createElement(document, 'span', {
+ text: STATUS_LABELS[annotation.status],
+ styles: { color: '#848E9C', fontSize: '11px' },
+ }));
+ detail.appendChild(title);
+ appendDetailLine(document, detail, '时间', formatClock(annotation.eventTimeMs));
+ appendDetailLine(document, detail, '即时响应', annotation.summary, annotation.markerColor);
+ for (const row of annotation.forceRows) {
+ appendDetailLine(document, detail, row.label, `${row.value}｜${row.detail}`);
+ }
+ appendDetailLine(document, detail, '点差', annotation.priceDetail);
+ appendDetailLine(document, detail, '触发', annotation.triggerText);
+ if (annotation.closeText) appendDetailLine(document, detail, '结束', annotation.closeText);
+ for (const outcome of annotation.outcomeLines) appendDetailLine(document, detail, '后续', outcome);
+ for (const notice of annotation.notices) appendDetailLine(document, detail, '说明', notice, '#F0B90B');
+ }
+
+ function renderRecent() {
+ recent.replaceChildren();
+ for (const [eventId, record] of orderedEntries()) {
+ const { annotation } = record;
+ const row = createElement(document, 'button', {
+ role: 'event-row',
+ styles: {
+ display: 'grid',
+ gridTemplateColumns: '7px 54px minmax(0, 1fr)',
+ gap: '6px',
+ alignItems: 'center',
+ width: '100%',
+ border: '0',
+ borderRadius: '5px',
+ padding: '5px 6px',
+ background: eventId === selectedEventId ? 'rgba(132, 142, 156, .18)' : 'transparent',
+ color: '#EAECEF',
+ font: '11px/16px BinancePlex, ui-sans-serif, system-ui, sans-serif',
+ textAlign: 'left',
+ cursor: 'pointer',
+ },
+ });
+ row.type = 'button';
+ row.dataset.eventId = eventId;
+ row.title = `${annotation.title}｜${annotation.summary}`;
+ row.appendChild(createElement(document, 'span', {
+ styles: {
+ width: '7px',
+ height: '7px',
+ borderRadius: '50%',
+ background: annotation.markerColor,
+ },
+ }));
+ row.appendChild(createElement(document, 'span', {
+ text: formatClock(annotation.eventTimeMs),
+ styles: { color: '#848E9C' },
+ }));
+ row.appendChild(createElement(document, 'span', {
+ text: annotation.summary,
+ styles: { whiteSpace: 'nowrap', overflow: 'hidden', textOverflow: 'ellipsis' },
+ }));
+ row.addEventListener('click', () => {
+ selectedEventId = eventId;
+ followLatest = false;
+ render();
+ });
+ recent.appendChild(row);
+ }
+ }
+
+ function render() {
+ latestButton.style.color = followLatest ? '#F0B90B' : '#EAECEF';
+ renderDetail();
+ renderRecent();
+ }
+
+ latestButton.addEventListener('click', () => {
+ followLatest = true;
+ selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ render();
+ });
+ collapseButton.addEventListener('click', () => {
+ collapsed = !collapsed;
+ body.style.display = collapsed ? 'none' : 'block';
+ collapseButton.textContent = collapsed ? '展开' : '收起';
+ });
+
+ render();
+ return Object.freeze({
+ upsert(eventId, annotation, observedAtMs) {
+ records.set(eventId, { annotation, observedAtMs });
+ const ordered = orderedEntries();
+ while (ordered.length > maxEvents) {
+ const [expiredId] = ordered.pop();
+ records.delete(expiredId);
+ }
+ if (!records.has(selectedEventId)) followLatest = true;
+ if (followLatest) selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ render();
+ },
+ remove(eventId) {
+ records.delete(eventId);
+ if (selectedEventId === eventId) {
+ followLatest = true;
+ selectedEventId = orderedEntries()[0]?.[0] ?? null;
+ }
+ render();
+ },
+ clear() {
+ records.clear();
+ selectedEventId = null;
+ followLatest = true;
+ render();
+ },
+ destroy() {
+ records.clear();
+ panel.remove();
+ },
+ get size() {
+ return records.size;
+ },
+ });
+}
diff --git a/src/binance-strategy27-events/dom/tradingview-event-layer.js b/src/binance-strategy27-events/dom/tradingview-event-layer.js
index 0b7f014..df9c201 100644
--- a/src/binance-strategy27-events/dom/tradingview-event-layer.js
+++ b/src/binance-strategy27-events/dom/tradingview-event-layer.js
@@ -43,10 +43,9 @@ export function findStrategy27ChartRoot(document) {
return chartRoots[0];
}
-function shapeOptions(shape, color, text = '') {
+function shapeOptions(shape, color) {
return {
shape,
- text,
lock: true,
disableSave: true,
disableSelection: true,
@@ -54,10 +53,7 @@ function shapeOptions(shape, color, text = '') {
showInObjectsTree: false,
overrides: {
color,
- fontsize: 12,
fixedSize: true,
- wordWrap: true,
- wordWrapWidth: 220,
},
};
}
@@ -98,13 +94,12 @@ export function createTradingViewEventLayer(target, { maxEvents, maxAgeMs }) {
if (!Number.isInteger(maxAgeMs) || maxAgeMs < 1) throw new Error('Strategy 27 maxAgeMs is invalid');
const { chart } = target;
const registry = new Map();
+ let renderGeneration = 0;
function removeRecord(eventId) {
const record = registry.get(eventId);
if (!record) return;
- for (const id of [record.markerId, record.noteId]) {
- if (id) chart.removeEntity(id);
- }
+ chart.removeEntity(record.markerId);
registry.delete(eventId);
}
@@ -123,11 +118,16 @@ export function createTradingViewEventLayer(target, { maxEvents, maxAgeMs }) {
if (!record) {
pruneAge(observedAtMs);
ensureCapacityForNew();
+ const requestedGeneration = renderGeneration;
const markerId = await createAlignedShape(chart, {
time: annotation.markerTime,
price: annotation.markerPrice,
}, shapeOptions(annotation.markerShape, annotation.markerColor));
- record = { markerId, noteId: null, observedAtMs };
+ if (requestedGeneration !== renderGeneration) {
+ chart.removeEntity(markerId);
+ return false;
+ }
+ record = { markerId, observedAtMs };
registry.set(eventId, record);
} else {
updateAlignedShape(chart, record.markerId, {
@@ -136,34 +136,18 @@ export function createTradingViewEventLayer(target, { maxEvents, maxAgeMs }) {
}, { color: annotation.markerColor });
record.observedAtMs = observedAtMs;
}
- return record;
- }
-
- async function ensureNote(eventId, annotation, observedAtMs) {
- const record = await ensureMarker(eventId, annotation, observedAtMs);
- const point = { time: annotation.noteTime, price: annotation.notePrice };
- if (!record.noteId) {
- record.noteId = await createAlignedShape(
- chart,
- point,
- shapeOptions('text', annotation.markerColor, annotation.noteText),
- );
- } else {
- updateAlignedShape(chart, record.noteId, point, {
- color: annotation.markerColor,
- text: annotation.noteText,
- });
- }
+ return true;
}
return Object.freeze({
renderOpened: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
renderUpdated: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
- renderClosed: (eventId, annotation, observedAtMs) => ensureNote(eventId, annotation, observedAtMs),
- renderOutcome: (eventId, annotation, observedAtMs) => ensureNote(eventId, annotation, observedAtMs),
+ renderClosed: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
+ renderOutcome: (eventId, annotation, observedAtMs) => ensureMarker(eventId, annotation, observedAtMs),
remove: removeRecord,
prune: pruneAge,
clear() {
+ renderGeneration += 1;
for (const eventId of [...registry.keys()]) removeRecord(eventId);
},
get size() {
diff --git a/src/binance-strategy27-events/index.user.js b/src/binance-strategy27-events/index.user.js
index 5f47de2..c41808a 100644
--- a/src/binance-strategy27-events/index.user.js
+++ b/src/binance-strategy27-events/index.user.js
@@ -3,7 +3,7 @@
// @namespace binance.strategy27.events
// @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 0.1.2
+// @version 0.2.0
// @author jackhai9
// @description 在 Binance 一秒图表标注 VPS Strategy 27 的实时订单流事件和后续结果
// @match https://www.binance.com/*/futures/*
@@ -40,6 +40,7 @@ import {
removeStrategy27StatusView,
setStrategy27Status,
} from './dom/tradingview-event-layer.js';
+import { createStrategy27EventPanel } from './dom/strategy27-event-panel.js';
import { parseFuturesTradingSymbolFromPathname } from '../shared/binance-futures-route.js';
import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
@@ -51,6 +52,7 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
const GATEWAY_SECRET_KEY = 'strategy27GatewayAuthSecret';
const CONTEXT_CHECK_INTERVAL_MS = 1_000;
const MAX_RETAINED_EVENTS = 80;
+ const MAX_PANEL_EVENTS = 8;
const MAX_EVENT_AGE_MS = 2 * 60 * 60 * 1_000;
const page = unsafeWindow;
const pageDocument = page.document;
@@ -63,6 +65,7 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
active.controller.abort();
active.lifecycle.reset(resetReason);
active.layer.clear();
+ active.panel.destroy();
active = null;
}
@@ -73,19 +76,27 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
async function renderGatewayResponse(context, response) {
if (active !== context) return;
- for (const eventId of context.lifecycle.prune(Date.now())) context.layer.remove(eventId);
+ for (const eventId of context.lifecycle.prune(Date.now())) {
+ context.layer.remove(eventId);
+ context.panel.remove(eventId);
+ }
if (response.status === 'reset') {
context.lifecycle.reset(response.reason);
context.layer.clear();
+ context.panel.clear();
showStatus(context.target.chartRoot, 'Strategy 27 已连接，等待新事件');
return;
}
for (const message of response.messages) {
const action = context.lifecycle.apply(message);
- for (const eventId of action.evictedEventIds ?? []) context.layer.remove(eventId);
+ for (const eventId of action.evictedEventIds ?? []) {
+ context.layer.remove(eventId);
+ context.panel.remove(eventId);
+ }
if (action.type === 'stream_reset') {
context.layer.clear();
+ context.panel.clear();
showStatus(context.target.chartRoot, 'Strategy 27 数据流已恢复，等待新事件');
continue;
}
@@ -103,7 +114,9 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
event_closed: 'renderClosed',
event_outcome: 'renderOutcome',
}[action.messageKind];
- await context.layer[renderMethod](action.eventId, annotation, action.observedAtMs);
+ const rendered = await context.layer[renderMethod](action.eventId, annotation, action.observedAtMs);
+ if (!rendered || active !== context) continue;
+ context.panel.upsert(action.eventId, annotation, action.observedAtMs);
showStatus(context.target.chartRoot, annotation.liveStatus);
}
}
@@ -123,6 +136,9 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
maxEvents: MAX_RETAINED_EVENTS,
maxAgeMs: MAX_EVENT_AGE_MS,
}),
+ panel: createStrategy27EventPanel(pageDocument, target.chartRoot, {
+ maxEvents: MAX_PANEL_EVENTS,
+ }),
failed: false,
};
active = context;
@@ -138,6 +154,7 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
if (error.name === 'AbortError' || active !== context) return;
context.failed = true;
context.layer.clear();
+ context.panel.clear();
showStatus(target.chartRoot, `Strategy 27 已停止：${error.message}`, 'error');
});
}
@@ -230,6 +247,7 @@ import { installSpaRouteChangeListener } from '../shared/spa-route-change.js';
});
GM_registerMenuCommand('清除 Strategy 27 图表标注', () => {
active?.layer.clear();
+ active?.panel.clear();
if (statusView) setStrategy27Status(statusView, 'Strategy 27 标注已清除，继续监听');
});
diff --git a/test/dom/binance-strategy27-events/strategy27-event-panel.test.js b/test/dom/binance-strategy27-events/strategy27-event-panel.test.js
new file mode 100644
index 0000000..f2f53f9
--- /dev/null
+++ b/test/dom/binance-strategy27-events/strategy27-event-panel.test.js
@@ -0,0 +1,64 @@
+import assert from 'node:assert/strict';
+import test from 'node:test';
+
+import { loadFixtureDom } from '../../helpers/dom.js';
+import { createStrategy27EventPanel } from '../../../src/binance-strategy27-events/dom/strategy27-event-panel.js';
+
+function annotation({ time = 1_000, summary = '价格 +4.2 bps · 点差 1.2 bps' } = {}) {
+ return {
+ title: '订单流事件',
+ eventTimeMs: time,
+ markerColor: '#0ECB81',
+ summary,
+ forceRows: [
+ { label: '主动买', value: '12.3K USDT · 3 笔', detail: '吃 ask 深度 0.41' },
+ { label: '主动卖', value: '200 USDT · 1 笔', detail: '吃 bid 深度 0.1' },
+ { label: 'bid', value: '增 300 · 减 100', detail: '迁移 +0.23 bps' },
+ { label: 'ask', value: '增 100 · 减 500', detail: '迁移 -0.41 bps' },
+ ],
+ triggerText: '主动买、ask 减',
+ closeText: null,
+ outcomeLines: [],
+ notices: [],
+ };
+}
+
+test('renders one fixed detail panel and a bounded recent-event list', () => {
+ const dom = loadFixtureDom('');
+ const chartRoot = dom.window.document.querySelector('.chart-widget-root');
+ const panel = createStrategy27EventPanel(dom.window.document, chartRoot, { maxEvents: 2 });
+
+ panel.upsert('event-a', annotation({ time: 1_000 }), 1_100);
+ panel.upsert('event-b', annotation({ time: 2_000, summary: '价格 -2.8 bps · 点差 2.3 bps' }), 2_100);
+ panel.upsert('event-c', annotation({ time: 3_000, summary: '价格 +0.04 bps · 点差 1.1 bps' }), 3_100);
+
+ assert.equal(chartRoot.querySelectorAll('#jh-strategy27-event-panel').length, 1);
+ assert.equal(chartRoot.querySelectorAll('[data-role="event-row"]').length, 2);
+ assert.match(chartRoot.querySelector('[data-role="event-detail"]').textContent, /\+0\.04 bps/);
+ assert.match(chartRoot.querySelector('[data-role="event-detail"]').textContent, /12\.3K USDT/);
+ assert.doesNotMatch(chartRoot.textContent, /12345\.6789/);
+ assert.equal(panel.size, 2);
+});
+
+test('keeps a manually selected event until follow-latest is restored', () => {
+ const dom = loadFixtureDom('');
+ const chartRoot = dom.window.document.querySelector('.chart-widget-root');
+ const panel = createStrategy27EventPanel(dom.window.document, chartRoot, { maxEvents: 3 });
+
+ panel.upsert('event-a', annotation({ time: 1_000, summary: '价格 +1.0 bps · 点差 1.0 bps' }), 1_100);
+ panel.upsert('event-b', annotation({ time: 2_000, summary: '价格 -2.0 bps · 点差 1.0 bps' }), 2_100);
+ const eventA = [...chartRoot.querySelectorAll('[data-role="event-row"]')]
+ .find((row) => row.dataset.eventId === 'event-a');
+ eventA.click();
+ panel.upsert('event-c', annotation({ time: 3_000, summary: '价格 +3.0 bps · 点差 1.0 bps' }), 3_100);
+
+ assert.match(chartRoot.querySelector('[data-role="event-detail"]').textContent, /\+1\.0 bps/);
+ chartRoot.querySelector('[data-role="follow-latest"]').click();
+ assert.match(chartRoot.querySelector('[data-role="event-detail"]').textContent, /\+3\.0 bps/);
+
+ panel.clear();
+ assert.equal(panel.size, 0);
+ assert.match(chartRoot.querySelector('[data-role="event-detail"]').textContent, /等待新事件/);
+ panel.destroy();
+ assert.equal(chartRoot.querySelector('#jh-strategy27-event-panel'), null);
+});
diff --git a/test/dom/binance-strategy27-events/tradingview-event-layer.test.js b/test/dom/binance-strategy27-events/tradingview-event-layer.test.js
index 5252aee..85b57c0 100644
--- a/test/dom/binance-strategy27-events/tradingview-event-layer.test.js
+++ b/test/dom/binance-strategy27-events/tradingview-event-layer.test.js
@@ -7,15 +7,22 @@ import {
findStrategy27ChartTarget,
} from '../../../src/binance-strategy27-events/dom/tradingview-event-layer.js';
-function createChartDom({ resolution = '1S', symbol = 'BTRUSDT@PRICETYPE=LAST', shiftSeconds = 0 } = {}) {
+function createChartDom({
+ resolution = '1S',
+ symbol = 'BTRUSDT@PRICETYPE=LAST',
+ shiftSeconds = 0,
+ deferredCreate = false,
+} = {}) {
const dom = loadFixtureDom('');
const shapes = new Map();
const removed = [];
let nextId = 1;
+ let releaseCreate = null;
const chart = {
resolution: () => resolution,
symbol: () => symbol,
async createShape(point, properties) {
+ if (deferredCreate) await new Promise((resolve) => { releaseCreate = resolve; });
const id = `shape-${nextId++}`;
let points = [{ ...point, time: point.time + shiftSeconds }];
let currentProperties = { ...properties, text: properties.text ?? '' };
@@ -34,7 +41,13 @@ function createChartDom({ resolution = '1S', symbol = 'BTRUSDT@PRICETYPE=LAST',
dom.window.document.querySelector('iframe').contentWindow.tradingViewApi = {
activeChart: () => chart,
};
- return { dom, chart, shapes, removed };
+ return {
+ dom,
+ chart,
+ shapes,
+ removed,
+ releaseCreate: () => releaseCreate(),
+ };
}
function annotation(overrides = {}) {
@@ -43,9 +56,6 @@ function annotation(overrides = {}) {
markerColor: '#0ECB81',
markerTime: 10,
markerPrice: 1.25,
- noteText: 'Strategy 27 event',
- noteTime: 10,
- notePrice: 1.25,
...overrides,
};
}
@@ -68,21 +78,21 @@ test('requires an exact matching one-second TradingView chart', () => {
);
});
-test('one event owns one marker and one note that outcomes update in place', async () => {
+test('one event owns one marker across its complete lifecycle', async () => {
const { dom, shapes, removed } = createChartDom();
const target = findStrategy27ChartTarget(dom.window.document, 'BTRUSDT');
const layer = createTradingViewEventLayer(target, { maxEvents: 2, maxAgeMs: 60_000 });
- await layer.renderOpened('event-a', annotation({ noteText: '' }), 10_000);
+ await layer.renderOpened('event-a', annotation(), 10_000);
assert.equal(shapes.size, 1);
- await layer.renderUpdated('event-a', annotation({ noteText: '' }), 11_000);
+ await layer.renderUpdated('event-a', annotation(), 11_000);
+ assert.equal(shapes.size, 1);
+ await layer.renderClosed('event-a', annotation(), 12_000);
assert.equal(shapes.size, 1);
- await layer.renderClosed('event-a', annotation({ noteText: 'closed' }), 12_000);
- assert.equal(shapes.size, 2);
const ids = [...shapes.keys()];
- await layer.renderOutcome('event-a', annotation({ noteText: '5 秒：延续' }), 13_000);
+ await layer.renderOutcome('event-a', annotation(), 13_000);
assert.deepEqual([...shapes.keys()], ids);
- assert.equal(shapes.get(ids[1]).getProperties().text, '5 秒：延续');
+ assert.equal(shapes.get(ids[0]).getProperties().shape, 'arrow_up');
layer.remove('event-a');
assert.equal(shapes.size, 0);
@@ -92,7 +102,7 @@ test('one event owns one marker and one note that outcomes update in place', asy
layer.clear();
assert.equal(shapes.size, 0);
- assert.equal(removed.length, 3);
+ assert.equal(removed.length, 2);
});
test('removes a shifted entity and reports chart alignment failure', async () => {
@@ -107,3 +117,24 @@ test('removes a shifted entity and reports chart alignment failure', async () =>
assert.equal(shapes.size, 0);
assert.equal(removed.length, 1);
});
+
+test('clear removes a marker whose asynchronous creation finishes late', async () => {
+ const {
+ dom,
+ shapes,
+ removed,
+ releaseCreate,
+ } = createChartDom({ deferredCreate: true });
+ const target = findStrategy27ChartTarget(dom.window.document, 'BTRUSDT');
+ const layer = createTradingViewEventLayer(target, { maxEvents: 2, maxAgeMs: 60_000 });
+
+ const renderPromise = layer.renderOpened('event-a', annotation(), 10_000);
+ await Promise.resolve();
+ layer.clear();
+ releaseCreate();
+
+ assert.equal(await renderPromise, false);
+ assert.equal(layer.size, 0);
+ assert.equal(shapes.size, 0);
+ assert.equal(removed.length, 1);
+});
diff --git a/test/unit/binance-strategy27-events/event-annotation.test.js b/test/unit/binance-strategy27-events/event-annotation.test.js
index a8c98ab..f1a5076 100644
--- a/test/unit/binance-strategy27-events/event-annotation.test.js
+++ b/test/unit/binance-strategy27-events/event-annotation.test.js
@@ -7,28 +7,28 @@ function snapshot(midReturn = '4.2') {
return {
bucket_start_ms: 1_000,
bucket_end_ms: 1_250,
- bucket_trigger_reasons: ['aggressive_buy', 'ask_decrease'],
- aggressive_buy: { notional: '1200', trade_count: 3, to_opposite_depth: '0.4' },
- aggressive_sell: { notional: '200', trade_count: 1, to_opposite_depth: '0.1' },
+ bucket_trigger_reasons: ['aggressive_buy_to_ask_depth', 'ask_decrease_to_ask_depth'],
+ aggressive_buy: { notional: '12345.6789000000001', trade_count: 3, to_opposite_depth: '0.412345' },
+ aggressive_sell: { notional: '200.00000000001', trade_count: 1, to_opposite_depth: '0.1' },
bid: {
- observed_addition_notional: '300',
- observed_decrease_notional: '100',
- best_price_migration_bps: '0.2',
+ observed_addition_notional: '300.00000001',
+ observed_decrease_notional: '100.00000001',
+ best_price_migration_bps: '0.234567',
addition_to_depth: '0.3',
decrease_to_depth: '0.1',
},
ask: {
- observed_addition_notional: '100',
- observed_decrease_notional: '500',
- best_price_migration_bps: '-0.4',
+ observed_addition_notional: '100.00000001',
+ observed_decrease_notional: '500.00000001',
+ best_price_migration_bps: '-0.412345',
addition_to_depth: '0.1',
decrease_to_depth: '0.5',
},
price_response: {
mid: '1.25',
mid_return_bps: midReturn,
- spread_bps: '1.2',
- spread_change_bps: '-0.2',
+ spread_bps: '1.234567',
+ spread_change_bps: '-0.234567',
},
};
}
@@ -41,18 +41,27 @@ test('formats objective four-force facts without hindsight labels', () => {
active_end_at_ms: 2_000,
event_status: 'complete',
close_reason: 'quiet_period',
- trigger_reasons: ['aggressive_buy', 'ask_decrease'],
+ trigger_reasons: ['aggressive_buy_to_ask_depth', 'ask_decrease_to_ask_depth'],
trigger_snapshot: snapshot(),
latest_snapshot: snapshot(),
};
const result = buildEventAnnotation({ event, outcomes: [], rehydrated: false });
assert.equal(result.markerShape, 'arrow_up');
- assert.match(result.noteText, /主动买 1200 USDT\/3 笔/);
- assert.match(result.noteText, /bid 增 300 减 100/);
- assert.match(result.noteText, /ask 增 100 减 500/);
- assert.match(result.noteText, /价格响应 \+4\.2 bps/);
- assert.doesNotMatch(result.noteText, /局部高点|局部低点|阻力|支撑/);
+ assert.equal(result.title, '订单流事件');
+ assert.equal(result.summary, '价格 +4.2 bps · 点差 1.2 bps');
+ assert.deepEqual(result.forceRows, [
+ { label: '主动买', value: '12.3K USDT · 3 笔', detail: '吃 ask 深度 0.41' },
+ { label: '主动卖', value: '200 USDT · 1 笔', detail: '吃 bid 深度 0.1' },
+ { label: 'bid', value: '增 300 · 减 100', detail: '迁移 +0.23 bps' },
+ { label: 'ask', value: '增 100 · 减 500', detail: '迁移 -0.41 bps' },
+ ]);
+ assert.equal(result.triggerText, '主动买、ask 减');
+ assert.equal(result.closeText, '安静期结束');
+ assert.deepEqual(result.notices, []);
+ assert.deepEqual(result.outcomeLines, []);
+ assert.equal('noteText' in result, false);
+ assert.doesNotMatch(JSON.stringify(result), /局部高点|局部低点|阻力|支撑|12345\.6789/);
});
test('marks rehydrated and input-gap events without a directional conclusion', () => {
@@ -63,7 +72,7 @@ test('marks rehydrated and input-gap events without a directional conclusion', (
active_end_at_ms: 2_000,
event_status: 'incomplete',
close_reason: 'input_gap',
- trigger_reasons: ['price_response'],
+ trigger_reasons: ['mid_return_bps'],
trigger_snapshot: snapshot('-3'),
latest_snapshot: snapshot('-3'),
};
@@ -73,8 +82,60 @@ test('marks rehydrated and input-gap events without a directional conclusion', (
outcomes: [{ window_seconds: 5, outcome_status: 'input_gap', directional_outcome: null }],
});
assert.equal(result.markerShape, 'arrow_down');
- assert.match(result.noteText, /此前投影历史不可用/);
- assert.match(result.noteText, /数据不完整/);
- assert.doesNotMatch(result.noteText, /延续|恢复|反转|部分回撤/);
+ assert.equal(result.triggerText, '价格响应');
+ assert.equal(result.closeText, '输入缺口');
+ assert.deepEqual(result.notices, ['此前投影历史不可用', '数据不完整，不作方向结论']);
+ assert.deepEqual(result.outcomeLines, []);
+ assert.doesNotMatch(JSON.stringify(result), /延续|恢复|反转|部分回撤/);
});
+test('formats small bps and large notionals without exposing raw decimal tails', () => {
+ const large = snapshot('0.04321');
+ large.aggressive_buy.notional = '1250000.9988';
+ const event = {
+ event_kind: 'price_response_event',
+ analysis_start_at_ms: 0,
+ triggered_at_ms: 1_000,
+ active_end_at_ms: 2_000,
+ event_status: 'complete',
+ close_reason: 'maximum_duration',
+ trigger_reasons: ['mid_return_bps', 'spread_change_bps'],
+ trigger_snapshot: large,
+ latest_snapshot: large,
+ };
+ const result = buildEventAnnotation({
+ event,
+ rehydrated: false,
+ outcomes: [{
+ window_seconds: 5,
+ outcome_status: 'complete',
+ directional_outcome: 'continuation',
+ return_from_active_end_bps: '-0.07891',
+ }],
+ });
+
+ assert.equal(result.summary, '价格 +0.04 bps · 点差 1.2 bps');
+ assert.equal(result.forceRows[0].value, '1.25M USDT · 3 笔');
+ assert.equal(result.triggerText, '价格响应、点差变化');
+ assert.equal(result.closeText, '达到最长持续时间');
+ assert.deepEqual(result.outcomeLines, ['5 秒：延续，收盘响应 -0.08 bps']);
+});
+
+test('rejects an unmapped user-visible trigger instead of exposing an internal key', () => {
+ const event = {
+ event_kind: 'orderflow_event',
+ analysis_start_at_ms: 0,
+ triggered_at_ms: 1_000,
+ active_end_at_ms: null,
+ event_status: 'active',
+ close_reason: null,
+ trigger_reasons: ['unknown_internal_key'],
+ trigger_snapshot: snapshot(),
+ latest_snapshot: snapshot(),
+ };
+
+ assert.throws(
+ () => buildEventAnnotation({ event, outcomes: [], rehydrated: false }),
+ /Unknown Strategy 27 trigger reason/,
+ );
+});
diff --git a/test/unit/userscript-release-contract.test.js b/test/unit/userscript-release-contract.test.js
index 4ca515e..85c9990 100644
--- a/test/unit/userscript-release-contract.test.js
+++ b/test/unit/userscript-release-contract.test.js
@@ -37,7 +37,7 @@ test('release contract identifies the generated Strategy 27 annotation artifact'
assert.equal(contract.name, '【自写】Binance Strategy 27 事件标注');
assert.equal(contract.namespace, 'binance.strategy27.events');
- assert.equal(contract.version, '0.1.2');
+ assert.equal(contract.version, '0.2.0');
assert.equal(contract.runAt, 'document-idle');
assert.equal(contract.updateURL, contract.downloadURL);
assert.deepEqual(contract.matches, [