Vest: a crypto leg's stop holds back the engine's default slippage, not NDX's
Crypto (exchangeInfo asset "crypto": BTC, ETH, SOL, HYPE) trades on weekends when NDX, SPX and GC are shut, but its stop slippage on Vest is unmeasured, and its book is a fraction of NDX's: about $10M an hour on a weekend against $600M, with a batch's stops firing together. Its stops now leave 0.1% of the position unspent (the engine's default) instead of the 0.02% measured on NDX stop-outs; every other symbol keeps 0.02%. The share rides on the picked contract and is used wherever a Vest leg's stop is sized: the batch's plan, the leg's own stop, the dashboard's next stop, and the 7:55 PM ET reset guard, which now sums each open position's own share. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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@@ -100,7 +100,7 @@ export function rankNextLeg(o: {
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maxLossRoom: floorRoom,
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obfuscationDollars: o.obfuscationDollars,
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availableFunds: funds,
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slippageFraction: o.client.stopSlippageFraction,
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slippageFraction: c.stopSlippageFraction ?? o.client.stopSlippageFraction,
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});
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const p = plan(true);
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if (!p.sizing || p.cost === null) return [];
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