The self-assembly of oppositely charged colloidal ellipsoids and spheres under active confinement is first proposed to achieve long-range ordered photonic crystals. Compared with the conventional passive confinement, a characteristic of the active confinement is that boundaries are movable. Our Brownian dynamics simulations show that dynamic steady structures, similar to quasi-2D colloidal crystals, can be obtained under the strong confinement when the two boundaries periodically oscillate together. The in-plane structures can be regulated by changing the charge ratio of the two kinds of particles. These dynamic steady structures are determined by the minimum electrostatic energy with the aid of increased mobility of confined particles, which are not available in equilibrium. Numerical simulations verify that light can be perfectly confined in this dielectric binary photonic slab without any radiation, which corresponds to a typical optical bound state with divergent lifetime and ultrasharp spectral profile. Given the changeable geometry of this photonic slab, the trapped optical field might be applicable to enhanced light-matter interactions. In addition, for thicker layers, layer-by-layer ordered structures occur spontaneously, driven by the active confinement, while no global order occurs in the passive confinement. Our results show that the boundary motion can become an important factor affecting self-assembled structure and function.