Merge pull request #178 from jackhai9/codex/fix-adaptive-precision-recommendation

fix: expand until precision recommendation is ready

Author: jackhai9

scripts/binance-orderbook-trade.user.js

@@ -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      2.7.125
+// @version      2.7.126
 // @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/*
@@ -557,29 +557,6 @@
     }
     return moves;
   }
-  function collectPriceMovesWithExpandingWindow(prices, {
-    initialLimit = 10,
-    expansionStep = 10,
-    minSamples = 5
-  } = {}) {
-    if (!Number.isInteger(initialLimit) || initialLimit < 2) {
-      throw new Error(`Invalid initial precision trade limit: ${initialLimit}`);
-    }
-    if (!Number.isInteger(expansionStep) || expansionStep < 1) {
-      throw new Error(`Invalid precision trade expansion step: ${expansionStep}`);
-    }
-    if (!Number.isInteger(minSamples) || minSamples < 1) {
-      throw new Error(`Invalid minimum precision sample count: ${minSamples}`);
-    }
-    const observedPrices = Array.isArray(prices) ? prices : [];
-    let usedCount = Math.min(initialLimit, observedPrices.length);
-    let samples = collectNonZeroPriceMoves(observedPrices.slice(0, usedCount));
-    while (samples.length < minSamples && usedCount < observedPrices.length) {
-      usedCount = Math.min(usedCount + expansionStep, observedPrices.length);
-      samples = collectNonZeroPriceMoves(observedPrices.slice(0, usedCount));
-    }
-    return { samples, usedCount };
-  }
   function sortedPositiveDecimals(values) {
     return (values || []).map((value) => normalizeDecimalString(value)).filter((value) => value && isPositiveDecimalString(value)).sort((a, b) => compareDecimalStrings(a, b));
   }
@@ -629,6 +606,42 @@
     }
     return selectedOption;
   }
+  function recommendOrderbookPrecisionWithExpandingWindow({
+    prices,
+    options,
+    initialLimit = 10,
+    expansionStep = 10,
+    minSamples = 5,
+    minBucketShare = 0.25
+  }) {
+    if (!Array.isArray(prices)) {
+      throw new Error("Precision trade prices must be an array");
+    }
+    if (!Number.isInteger(initialLimit) || initialLimit < 2) {
+      throw new Error(`Invalid initial precision trade limit: ${initialLimit}`);
+    }
+    if (!Number.isInteger(expansionStep) || expansionStep < 1) {
+      throw new Error(`Invalid precision trade expansion step: ${expansionStep}`);
+    }
+    if (!Number.isInteger(minSamples) || minSamples < 1) {
+      throw new Error(`Invalid minimum precision sample count: ${minSamples}`);
+    }
+    let usedCount = Math.min(initialLimit, prices.length);
+    let samples = [];
+    let recommendation = null;
+    while (true) {
+      samples = collectNonZeroPriceMoves(prices.slice(0, usedCount));
+      recommendation = recommendOrderbookPrecision({
+        samples,
+        options,
+        minSamples,
+        minBucketShare
+      });
+      if (recommendation || usedCount >= prices.length) break;
+      usedCount = Math.min(usedCount + expansionStep, prices.length);
+    }
+    return { samples, usedCount, recommendation };
+  }
 
   // src/binance-orderbook-trade/core/quantity.js
   function pow102(exp) {
@@ -3002,16 +3015,17 @@
         scheduleRenderPanel();
         return;
       }
-      const { samples: latestSamples } = collectPriceMovesWithExpandingWindow(getLatestTradePrices(), {
+      const {
+        samples: latestSamples,
+        recommendation
+      } = recommendOrderbookPrecisionWithExpandingWindow({
+        prices: getLatestTradePrices(),
+        options: ORDERBOOK_PRECISION_CANDIDATE_OPTIONS,
         initialLimit: ORDERBOOK_PRECISION_INITIAL_TRADE_LIMIT,
         expansionStep: ORDERBOOK_PRECISION_TRADE_EXPANSION_STEP,
         minSamples: ORDERBOOK_PRECISION_MIN_EFFECTIVE_MOVES
       });
       const samples = saveStoredOrderbookPrecisionSamples(symbol, latestSamples);
-      const recommendation = recommendOrderbookPrecision({
-        samples,
-        options: ORDERBOOK_PRECISION_CANDIDATE_OPTIONS
-      });
       orderbookPrecisionState = {
         ...orderbookPrecisionState,
         symbol,

src/binance-orderbook-trade/core/precision.js

@@ -65,30 +65,6 @@ export function collectNonZeroPriceMoves(prices) {
   return moves;
 }
 
-export function collectPriceMovesWithExpandingWindow(prices, {
-  initialLimit = 10,
-  expansionStep = 10,
-  minSamples = 5,
-} = {}) {
-  if (!Number.isInteger(initialLimit) || initialLimit < 2) {
-    throw new Error(`Invalid initial precision trade limit: ${initialLimit}`);
-  }
-  if (!Number.isInteger(expansionStep) || expansionStep < 1) {
-    throw new Error(`Invalid precision trade expansion step: ${expansionStep}`);
-  }
-  if (!Number.isInteger(minSamples) || minSamples < 1) {
-    throw new Error(`Invalid minimum precision sample count: ${minSamples}`);
-  }
-  const observedPrices = Array.isArray(prices) ? prices : [];
-  let usedCount = Math.min(initialLimit, observedPrices.length);
-  let samples = collectNonZeroPriceMoves(observedPrices.slice(0, usedCount));
-  while (samples.length < minSamples && usedCount < observedPrices.length) {
-    usedCount = Math.min(usedCount + expansionStep, observedPrices.length);
-    samples = collectNonZeroPriceMoves(observedPrices.slice(0, usedCount));
-  }
-  return { samples, usedCount };
-}
-
 function sortedPositiveDecimals(values) {
   return (values || [])
     .map((value) => normalizeDecimalString(value))
@@ -149,3 +125,41 @@ export function recommendOrderbookPrecision({
   }
   return selectedOption;
 }
+
+export function recommendOrderbookPrecisionWithExpandingWindow({
+  prices,
+  options,
+  initialLimit = 10,
+  expansionStep = 10,
+  minSamples = 5,
+  minBucketShare = 0.25,
+}) {
+  if (!Array.isArray(prices)) {
+    throw new Error('Precision trade prices must be an array');
+  }
+  if (!Number.isInteger(initialLimit) || initialLimit < 2) {
+    throw new Error(`Invalid initial precision trade limit: ${initialLimit}`);
+  }
+  if (!Number.isInteger(expansionStep) || expansionStep < 1) {
+    throw new Error(`Invalid precision trade expansion step: ${expansionStep}`);
+  }
+  if (!Number.isInteger(minSamples) || minSamples < 1) {
+    throw new Error(`Invalid minimum precision sample count: ${minSamples}`);
+  }
+
+  let usedCount = Math.min(initialLimit, prices.length);
+  let samples = [];
+  let recommendation = null;
+  while (true) {
+    samples = collectNonZeroPriceMoves(prices.slice(0, usedCount));
+    recommendation = recommendOrderbookPrecision({
+      samples,
+      options,
+      minSamples,
+      minBucketShare,
+    });
+    if (recommendation || usedCount >= prices.length) break;
+    usedCount = Math.min(usedCount + expansionStep, prices.length);
+  }
+  return { samples, usedCount, recommendation };
+}

src/binance-orderbook-trade/index.user.js

@@ -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      2.7.125
+// @version      2.7.126
 // @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/*
@@ -65,10 +65,10 @@ import {
   isPositiveDecimalString,
 } from './core/decimal.js';
 import {
-  collectPriceMovesWithExpandingWindow,
   formatOrderbookPrecisionShortcutLabel,
   getOrderbookPrecisionShortcutOptions,
   recommendOrderbookPrecision,
+  recommendOrderbookPrecisionWithExpandingWindow,
 } from './core/precision.js';
 import { allocateLadderQuantities } from './core/quantity.js';
 import {
@@ -1742,16 +1742,17 @@ import {
       scheduleRenderPanel();
       return;
     }
-    const { samples: latestSamples } = collectPriceMovesWithExpandingWindow(getLatestTradePrices(), {
+    const {
+      samples: latestSamples,
+      recommendation,
+    } = recommendOrderbookPrecisionWithExpandingWindow({
+      prices: getLatestTradePrices(),
+      options: ORDERBOOK_PRECISION_CANDIDATE_OPTIONS,
       initialLimit: ORDERBOOK_PRECISION_INITIAL_TRADE_LIMIT,
       expansionStep: ORDERBOOK_PRECISION_TRADE_EXPANSION_STEP,
       minSamples: ORDERBOOK_PRECISION_MIN_EFFECTIVE_MOVES,
     });
     const samples = saveStoredOrderbookPrecisionSamples(symbol, latestSamples);
-    const recommendation = recommendOrderbookPrecision({
-      samples,
-      options: ORDERBOOK_PRECISION_CANDIDATE_OPTIONS,
-    });
     orderbookPrecisionState = {
       ...orderbookPrecisionState,
       symbol,

test/unit/binance-orderbook-trade/precision.test.js

@@ -3,11 +3,11 @@ import assert from 'node:assert/strict';
 
 import {
   collectNonZeroPriceMoves,
-  collectPriceMovesWithExpandingWindow,
   formatOrderbookPrecisionShortcutLabel,
   getOrderbookPrecisionDecadeTarget,
   getOrderbookPrecisionShortcutOptions,
   recommendOrderbookPrecision,
+  recommendOrderbookPrecisionWithExpandingWindow,
 } from '../../../src/binance-orderbook-trade/core/precision.js';
 
 test('keeps only the four smallest exact native precision shortcuts', () => {
@@ -117,7 +117,7 @@ test('ten latest trade rows provide enough movement evidence when eight do not',
   }), '0.001');
 });
 
-test('expands the latest-trade window only until enough effective price moves exist', () => {
+test('expands the latest-trade window until it produces a recommendation', () => {
   const prices = [
     '80.757', '80.757', '80.756', '80.756', '80.756',
     '80.757', '80.756', '80.755', '80.755', '80.755',
@@ -126,17 +126,41 @@ test('expands the latest-trade window only until enough effective price moves ex
     '80.700',
   ];
 
-  const result = collectPriceMovesWithExpandingWindow(prices);
+  const result = recommendOrderbookPrecisionWithExpandingWindow({
+    prices,
+    options: ['0.0001', '0.001', '0.01', '0.1', '1'],
+  });
   assert.equal(result.usedCount, 20);
   assert.equal(result.samples.length, 13);
   assert.deepEqual([...new Set(result.samples)], ['0.001']);
+  assert.equal(result.recommendation, '0.001');
 });
 
 test('returns the complete visible snapshot when price changes remain insufficient', () => {
-  assert.deepEqual(collectPriceMovesWithExpandingWindow([
-    '80.7', '80.7', '80.7', '80.7', '80.7', '80.7',
-  ]), {
+  assert.deepEqual(recommendOrderbookPrecisionWithExpandingWindow({
+    prices: ['80.7', '80.7', '80.7', '80.7', '80.7', '80.7'],
+    options: ['0.001', '0.01', '0.1', '1'],
+  }), {
     samples: [],
     usedCount: 6,
+    recommendation: null,
   });
 });
+
+test('keeps expanding when sample count is sufficient but no precision bucket is decisive', () => {
+  const prices = [
+    '79.748', '79.747', '79.742', '79.742', '79.737',
+    '79.731', '79.730', '79.730', '79.715', '79.748',
+    '79.748', '79.746', '79.740', '79.727', '79.727',
+    '79.746', '79.745', '79.745', '79.767', '79.767',
+    '79.745', '79.738', '79.737',
+  ];
+  const options = ['0.0001', '0.001', '0.01', '0.1', '1'];
+  const firstWindowSamples = collectNonZeroPriceMoves(prices.slice(0, 10));
+
+  assert.equal(firstWindowSamples.length, 7);
+  assert.equal(recommendOrderbookPrecision({ samples: firstWindowSamples, options }), null);
+  const result = recommendOrderbookPrecisionWithExpandingWindow({ prices, options });
+  assert.equal(result.usedCount, 20);
+  assert.equal(result.recommendation, '0.01');
+});

test/unit/binance-orderbook-trade/source-regressions.test.js

@@ -948,12 +948,14 @@ test('orderbook precision recommendation marks one shortcut without applying it
   assert.match(source, /orderbookPrecisionOptionsLoadAttemptedSymbol/);
 
   const sampleBody = readFunctionBody('refreshOrderbookPrecisionSamplesNow');
-  assert.match(sampleBody, /collectPriceMovesWithExpandingWindow\(getLatestTradePrices\(\),/);
+  assert.match(sampleBody, /recommendOrderbookPrecisionWithExpandingWindow\(\{/);
+  assert.match(sampleBody, /prices: getLatestTradePrices\(\)/);
+  assert.match(sampleBody, /options: ORDERBOOK_PRECISION_CANDIDATE_OPTIONS/);
   assert.match(sampleBody, /initialLimit: ORDERBOOK_PRECISION_INITIAL_TRADE_LIMIT/);
   assert.match(sampleBody, /expansionStep: ORDERBOOK_PRECISION_TRADE_EXPANSION_STEP/);
   assert.match(sampleBody, /minSamples: ORDERBOOK_PRECISION_MIN_EFFECTIVE_MOVES/);
   assert.match(sampleBody, /saveStoredOrderbookPrecisionSamples/);
-  assert.match(sampleBody, /recommendOrderbookPrecision/);
+  assert.match(sampleBody, /samples: latestSamples,[\s\S]*recommendation,/);
   assert.match(sampleBody, /status: recommendation \? 'ready' : PANEL_COPY\.status\.precisionInsufficient/);
   assert.match(sampleBody, /PANEL_COPY\.status\.precisionUpdated/);
   assert.doesNotMatch(sampleBody, /setTimeout|setInterval|await delay/);