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Merged
jackhai9 merged 2 commits into from
Aug 28, 2026
Merged

Accelerate acknowledged ladder orders #210

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1e3eabf
fix: accelerate acknowledged ladder orders
jackhai9 Aug 28, 2026
50482e7
test: allow CI scheduling variance
jackhai9 Aug 28, 2026
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50 changes: 46 additions & 4 deletions e2e/binance-orderbook/fixtures/binance-futures.js
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Original file line number Diff line number Diff line change
Expand Up @@ -135,6 +135,7 @@ export function renderBinanceFuturesFixture(scenario) {
const visibleOrders = () => state.hideOtherSymbols ? currentOrders() : state.orders;
const selected = (value, expected) => String(value === expected);
const scheduleCommit = (callback) => setTimeout(callback, scenario.host.mutationDelayMs);
let orderSubmitSequence = 0;
const userscriptFetch = window.fetch;
window.fetch = async (...args) => {
const response = await userscriptFetch(...args);
Expand Down Expand Up @@ -182,15 +183,56 @@ export function renderBinanceFuturesFixture(scenario) {
});
orderEntry.querySelectorAll('button').forEach((button) => {
button.addEventListener('click', () => {
const feedback = document.createElement('div');
feedback.setAttribute('role', 'alert');
feedback.textContent = '订单已提交成功';
document.body.append(feedback);
const busyAttribute = scenario.host.submitButtonBusyAttribute;
if (button.getAttribute(busyAttribute) === 'true') {
record('order-submit-while-busy', { action: button.textContent.trim() });
return;
}
if (scenario.host.submitButtonBusyMs > 0) {
button.setAttribute(busyAttribute, 'true');
record('submit-button-busy', { action: button.textContent.trim() });
setTimeout(() => {
if (scenario.host.submitButtonClearsInputsWhenReady) {
orderEntry.querySelectorAll('input').forEach((input) => {
input.value = '';
input.dispatchEvent(new Event('input', { bubbles: true }));
});
record('native-submit-cleanup-cleared-inputs');
}
button.removeAttribute(busyAttribute);
record('submit-button-ready', { action: button.textContent.trim() });
}, scenario.host.submitButtonBusyMs);
}
orderSubmitSequence += 1;
const submitSequence = orderSubmitSequence;
record('order-submitted', {
submitSequence,
action: button.textContent.trim(),
price: orderEntry.querySelector('input[id^="limitPrice-"]')?.value || '',
quantity: orderEntry.querySelector('input[id^="unitAmount-"]')?.value || '',
});
window.fetch('/bapi/futures/v1/private/future/order/place-order', {
method: 'POST',
headers: { 'content-type': 'application/json' },
body: JSON.stringify({ submitSequence }),
}).then(() => record('order-submit-api-success', { submitSequence }));
const showFeedback = () => {
const feedback = document.createElement('div');
feedback.setAttribute('role', 'alert');
feedback.textContent = '订单已提交成功';
document.body.append(feedback);
record('order-submit-feedback', { action: button.textContent.trim(), submitSequence });
};
if (scenario.host.submitFeedbackDelayMs > 0) {
setTimeout(showFeedback, scenario.host.submitFeedbackDelayMs);
} else {
showFeedback();
}
});
});
orderEntry.querySelectorAll('input').forEach((input) => {
input.addEventListener('input', () => {
record('trade-input-written', { id: input.id, value: input.value });
});
});
}
Expand Down
15 changes: 15 additions & 0 deletions e2e/binance-orderbook/helpers/userscript-page.js
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,7 @@ export async function openUserscriptScenario(page, scenario) {
sha256: createHash('sha256').update(userscriptSource).digest('hex'),
};
evidenceByPage.set(page, { scenario, userscript, errors });
let placeOrderRequestCount = 0;
await page.route('https://www.binance.com/**', async (route) => {
const url = new URL(route.request().url());
if (url.pathname === '/__binance_orderbook_userscript__.js') {
Expand All @@ -46,6 +47,20 @@ export async function openUserscriptScenario(page, scenario) {
});
return;
}
if (url.pathname === '/bapi/futures/v1/private/future/order/place-order') {
const delayMs = scenario.host.submitApiResponseDelayMsByOrder[placeOrderRequestCount];
placeOrderRequestCount += 1;
if (delayMs === undefined) {
throw new Error('Fixture received more than five ladder order requests');
}
if (delayMs > 0) await new Promise((resolve) => setTimeout(resolve, delayMs));
await route.fulfill({
status: 200,
contentType: 'application/json',
body: JSON.stringify({ success: true }),
});
return;
}
if (url.pathname === '/bapi/futures/v6/private/future/user-data/user-position') {
await route.fulfill({
status: 200,
Expand Down
25 changes: 25 additions & 0 deletions e2e/binance-orderbook/scenarios/cancel-current-symbol.js
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Original file line number Diff line number Diff line change
Expand Up @@ -56,6 +56,11 @@ export function createCancelScenario(overrides = {}) {
dialogReplacementDelayMs: null,
clearMode: 'currentSymbol',
chartOrdersPopoverCloseMode: 'normal',
submitFeedbackDelayMs: 0,
submitButtonBusyMs: 0,
submitButtonBusyAttribute: 'data-loading',
submitButtonClearsInputsWhenReady: false,
submitApiResponseDelayMsByOrder: [0, 0, 0, 0, 0],
precisionOptions: ['0.001', '0.01', '0.1', '1'],
...overrides.host,
},
Expand Down Expand Up @@ -90,6 +95,26 @@ export function createCancelScenario(overrides = {}) {
`Unsupported chart-orders popover close mode: ${scenario.host.chartOrdersPopoverCloseMode}`,
);
}
for (const key of ['submitFeedbackDelayMs', 'submitButtonBusyMs']) {
if (!Number.isInteger(scenario.host[key]) || scenario.host[key] < 0) {
throw new Error(`${key} must be a non-negative integer`);
}
}
if (!['data-loading', 'aria-busy'].includes(scenario.host.submitButtonBusyAttribute)) {
throw new Error(`Unsupported submit button busy attribute: ${scenario.host.submitButtonBusyAttribute}`);
}
if (typeof scenario.host.submitButtonClearsInputsWhenReady !== 'boolean') {
throw new Error('submitButtonClearsInputsWhenReady must be a boolean');
}
if (
!Array.isArray(scenario.host.submitApiResponseDelayMsByOrder)
|| scenario.host.submitApiResponseDelayMsByOrder.length !== 5
|| scenario.host.submitApiResponseDelayMsByOrder.some(
(delayMs) => !Number.isInteger(delayMs) || delayMs < 0,
)
) {
throw new Error('submitApiResponseDelayMsByOrder must contain five non-negative integers');
}
if (
scenario.host.dialogReplacementDelayMs !== null
&& (!Number.isInteger(scenario.host.dialogReplacementDelayMs)
Expand Down
67 changes: 67 additions & 0 deletions e2e/binance-orderbook/specs/control-flows.pw.js
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Original file line number Diff line number Diff line change
Expand Up @@ -264,6 +264,73 @@ test('a complete ladder submits the planned five native orders and restores cont
expect(submissions.every((event) => event.action === '开多')).toBe(true);
expect(submissions.every((event) => Number(event.price) < 81.1)).toBe(true);
expect(submissions.every((event) => Number(event.quantity) > 0)).toBe(true);
const events = (await readFixtureState(page)).events;
for (let index = 0; index < submissions.length - 1; index += 1) {
const nextInputWrite = events.find(
(event) => event.type === 'trade-input-written' && event.at > submissions[index].at,
);
expect(nextInputWrite.at - submissions[index].at).toBeLessThan(700);
}
expect(errors).toEqual([]);
});

test('a late toast from the previous order cannot acknowledge the next order', async ({ page }) => {
const scenario = createCancelScenario({
ui: { tradeMode: 'OPEN', orderbookPrecision: '0.1' },
host: {
submitFeedbackDelayMs: 500,
submitApiResponseDelayMsByOrder: [20, 700, 20, 20, 20],
},
});
const { errors } = await openUserscriptScenario(page, scenario);
const panel = page.locator(PANEL_SELECTOR);

await panel.getByRole('button', { name: '阶梯开多' }).click();
await expect(panel.locator('#jh-binance-ladder-status')).toHaveText(
'阶梯开多已完成 · 已挂 5/5 笔',
{ timeout: 12_000 },
);

const events = (await readFixtureState(page)).events;
const submissions = events.filter((event) => event.type === 'order-submitted');
expect(submissions).toHaveLength(5);
for (let index = 0; index < submissions.length - 1; index += 1) {
const acknowledgement = events.find(
(event) => event.type === 'order-submit-api-success'
&& event.submitSequence === submissions[index].submitSequence,
);
expect(acknowledgement.at).toBeLessThan(submissions[index + 1].at);
}
expect(errors).toEqual([]);
});

test('ladder waits for the native submit button to leave its busy state', async ({ page }) => {
const scenario = createCancelScenario({
ui: { tradeMode: 'OPEN', orderbookPrecision: '0.1' },
host: {
submitButtonBusyMs: 450,
submitButtonBusyAttribute: 'aria-busy',
submitButtonClearsInputsWhenReady: true,
},
});
const { errors } = await openUserscriptScenario(page, scenario);
const panel = page.locator(PANEL_SELECTOR);

await panel.getByRole('button', { name: '阶梯开多' }).click();
await expect(panel.locator('#jh-binance-ladder-status')).toHaveText(
'阶梯开多已完成 · 已挂 5/5 笔',
{ timeout: 12_000 },
);

const state = await readFixtureState(page);
const submissions = state.events.filter((event) => event.type === 'order-submitted');
expect(submissions).toHaveLength(5);
expect(submissions.every((event) => Number(event.price) > 0)).toBe(true);
expect(submissions.every((event) => Number(event.quantity) > 0)).toBe(true);
expect(state.events.filter((event) => event.type === 'order-submit-while-busy')).toEqual([]);
for (let index = 1; index < submissions.length; index += 1) {
expect(submissions[index].at - submissions[index - 1].at).toBeGreaterThanOrEqual(450);
}
expect(errors).toEqual([]);
});

Expand Down
58 changes: 39 additions & 19 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 2.7.147
// @version 2.7.148
// @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 @@ -2360,7 +2360,6 @@
LOCAL_LADDER_OPEN_STEP_KEY,
LOCAL_LADDER_CLOSE_STEP_KEY
];
const LADDER_ORDER_DELAY_MS = 520;
const LADDER_SUBMIT_ACK_TIMEOUT_MS = 3500;
const LADDER_SUBMIT_POLL_MS = 80;
const LADDER_ACTION_FEEDBACK_MIN_MS = 240;
Expand Down Expand Up @@ -4061,7 +4060,28 @@
if (!button) return false;
const text = (button.textContent || "").toLowerCase();
const cls = String(button.className || "").toLowerCase();
return button.disabled || button.getAttribute("aria-disabled") === "true" || button.getAttribute("data-loading") === "true" || includesBinancePageText(text, BINANCE_PAGE_TEXT.submitBusy) || cls.includes("loading") || !!button.querySelector('[class*="loading"], [class*="spinner"], [aria-busy="true"]');
return button.disabled || button.getAttribute("aria-disabled") === "true" || button.getAttribute("aria-busy") === "true" || button.getAttribute("data-loading") === "true" || includesBinancePageText(text, BINANCE_PAGE_TEXT.submitBusy) || cls.includes("loading") || !!button.querySelector('[class*="loading"], [class*="spinner"], [aria-busy="true"]');
}
async function waitForReadyLadderSubmitButton(plan) {
const resolveReadyButton = () => {
const candidate = plan.spec.buttonGetter();
return candidate && !isSubmitButtonBusy(candidate) ? candidate : null;
};
const button = await waitForTradeActionButtonFrameState(
document,
resolveReadyButton,
isVisibleElement,
TRADE_ACTION_BUTTON_READY_TIMEOUT_MS
);
if (button) return button;
const currentButton = plan.spec.buttonGetter();
if (!currentButton || !currentButton.isConnected || !isVisibleElement(currentButton)) {
throw new Error(`${plan.spec.label}按钮尚未渲染完成，已停止`);
}
if (isSubmitButtonBusy(currentButton)) {
throw new Error(`${plan.spec.label}按钮持续处理中，已停止`);
}
throw new Error(`${plan.spec.label}按钮当前不可点击，已停止`);
}
function readVisibleOrderFeedbackEntries() {
const selectors = [
Expand Down Expand Up @@ -4137,12 +4157,11 @@
}
const capturedApiSuccessesNow = readLadderSubmitApiSuccesses(submitCaptureId);
if (capturedApiSuccessesNow.length === 1) return;
if (acknowledgement.status === "success") return;
const busy = isSubmitButtonBusy(button);
if (busy) sawBusy = true;
await delay(LADDER_SUBMIT_POLL_MS);
}
const settleHint = sawBusy ? "按钮已恢复但未收到明确成功反馈" : "未观察到提交按钮状态变化";
const settleHint = sawBusy ? "按钮已恢复但未捕获当前下单 API 成功响应" : "未捕获当前下单 API 成功响应";
throw new Error(`未收到明确${label}成功反馈（${settleHint}），已停止；请核对当前委托/历史成交`);
}
async function executeLadderPlan(plan, progress, abortSignal = null) {
Expand All @@ -4163,6 +4182,10 @@
throwIfAborted(abortSignal);
assertLadderExecutionContext(plan);
assertLadderMakerPrice(plan, order.price);
await waitForReadyLadderSubmitButton(plan);
throwIfAborted(abortSignal);
assertLadderExecutionContext(plan);
assertLadderMakerPrice(plan, order.price);
const currentPriceInput = findPriceInput();
const currentQtyInput = findQtyInput();
if (!currentPriceInput || !currentQtyInput) throw new Error("执行中价格或数量输入框丢失");
Expand All @@ -4176,20 +4199,18 @@
const submittedPrice = synchronizedInputs.submittedPrice;
assertLadderExecutionContext(plan);
assertLadderMakerPrice(plan, submittedPrice);
const button = await waitForTradeActionButtonFrameState(
document,
plan.spec.buttonGetter,
isVisibleElement,
TRADE_ACTION_BUTTON_READY_TIMEOUT_MS
);
const button = await waitForReadyLadderSubmitButton(plan);
throwIfAborted(abortSignal);
if (!button) {
const currentButton = plan.spec.buttonGetter();
if (!currentButton || !currentButton.isConnected || !isVisibleElement(currentButton)) {
throw new Error(`${plan.spec.label}按钮尚未渲染完成，已停止`);
}
throw new Error(`${plan.spec.label}按钮当前不可点击，已停止`);
}
assertSubmittedPriceMatchesExpectedPrice(
order.price,
findPriceInput()?.value || "",
"计划价"
);
assertSubmittedQtyMatchesExpectedQty(
order.qty,
findQtyInput()?.value || "",
"计划量"
);
if (!CFG.SAFE_MODE) {
const previousFeedback = takeOrderFeedbackSnapshot();
const submitCaptureId = beginLadderSubmitResponseCapture();
Expand Down Expand Up @@ -4233,7 +4254,6 @@
done++;
recordLadderSubmittedOrder(progress);
setLadderStatus(`${plan.spec.label}已挂 ${done}/${plan.orders.length} 笔`);
await delay(LADDER_ORDER_DELAY_MS);
throwIfAborted(abortSignal);
}
return { done, repriceAttempts, lastRepriceApiErrorCode };
Expand Down
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