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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Claude Opus 5.5
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@@ -53,6 +53,10 @@ export interface PlatformContract {
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* says: no leg starts that wouldn't be done by then (clearsClose), each
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* account's at its own size (fireLeg). */
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closesAt?: number;
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/** This instrument's share of notional a stop may fill past its price,
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* where it differs from the client's stopSlippageFraction (Vest: crypto,
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* unmeasured, keeps the engine's default). */
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stopSlippageFraction?: number;
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}
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/** What an order is for, where the caller knows (see sendOrder). */
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