Vest: a day that lost to the bot's limit stops, even with Vest room left

The daily-loss room on Vest was min(the stage's limit, balance − Vest's
floor), which ignored the day's losses against the bot's own limit. With
the type's $1,229 under Vest's 3% ($1,500), five 50k evals that had
lost $1,111.65 today still saw $388 of room and traded again. The room
is now min(limit + the day's realized loss, balance − floor).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

lib/auto-trade.ts

@@ -631,7 +631,10 @@ function dailyLossGate(
     if (floor === null) return { reason: DLL_BASE_PENDING };
     let room: number;
     if (typeof floor === 'number') {
-        room = floorRoom({ dailyLossLimit: dll, closedBalance: cash.amount, floor });
+        room = floorRoom({
+            dailyLossLimit: dll, closedBalance: cash.amount, floor,
+            realizedToday: Math.min(cash.realizedPnL, combinedRealized),
+        });
     } else {
         const dayStart: number | null | undefined = client.dayStartBalance?.(accountId);
         if (dayStart === null) return { reason: DLL_BASE_PENDING };

lib/leg-estimate.ts

@@ -31,7 +31,12 @@ export function dayLossRoom(
     if (!(dll > 0)) return null;
     const floor: number | null | undefined = client.dailyLossFloor?.(accountId);
     if (floor === null) return null;
-    if (typeof floor === 'number') return floorRoom({ dailyLossLimit: dll, closedBalance: cash.amount, floor });
+    if (typeof floor === 'number') {
+        return floorRoom({
+            dailyLossLimit: dll, closedBalance: cash.amount, floor,
+            realizedToday: Math.min(cash.realizedPnL, combinedRealized),
+        });
+    }
     const dayStart = client.dayStartBalance?.(accountId);
     return dayStart === null ? null : computeDllRoom({
         dailyLossLimit: dll, closedBalance: cash.amount, dayStartBalance: dayStart,

lib/trading-logic.ts

@@ -1368,12 +1368,22 @@ export function stageInputsFor(
 /**
  * dllRoom where the platform states its daily-loss floor itself (Vest: the
  * equity the account may not fall below today, already moved by the day's
- * transfers): never more than the stage's limit, nor than the floor leaves.
+ * transfers): what's left of the stage's limit after the day's losses, and
- * Infinity when there is no limit.
+ * never more than the floor leaves. The firm's floor alone isn't enough — a
+ * limit set below the firm's (Vest's 3% is $1,500; the bot's day stops at
+ * $1,229) would let a day that already lost $1,111 trade the $389 Vest still
+ * allows. Infinity when there is no limit.
  */
-export function floorRoom(o: { dailyLossLimit: number; closedBalance: number; floor: number }): number {
+export function floorRoom(o: {
+    dailyLossLimit: number;
+    closedBalance: number;
+    floor: number;
+    /** The day's realized P&L since its base (Vest: since this client's
+     *  latest claim today, else since the reset). */
+    realizedToday: number;
+}): number {
     if (!(o.dailyLossLimit > 0)) return Infinity;
-    return round2(Math.min(o.dailyLossLimit, o.closedBalance - o.floor));
+    return round2(Math.min(o.dailyLossLimit + Math.min(0, o.realizedToday), o.closedBalance - o.floor));
 }
 
 export function dllRoom(o: {

scripts/check-trading-logic.mjs

@@ -999,17 +999,24 @@ test('same-day stages: today\'s payouts pick the stage, and a stage may carry it
     assert.deepEqual(stageInputsFor({}, 7, { stagesSameDay: true }), { dailyLossLimit: 0, stagesSameDay: true, sameDayWithdrawals: 0 });
 });
 
-test('floorRoom: the platform\'s own floor, never more than the stage\'s limit', () => {
+test('floorRoom: the platform\'s own floor, never more than what\'s left of the stage\'s limit', () => {
     // Fresh day: $50k, Vest floor $48,500, the type's $1,229.
-    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50000, floor: 48500 }), 1229);
+    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50000, floor: 48500, realizedToday: 0 }), 1229);
-    // Won $1,500 and claimed it: balance $50k, Vest's floor lowered to $47k.
+    // Lost $1,111.65 today: Vest still allows $388.35, but the bot's own
-    // Stage 2's $3,000 limit gets all of it.
+    // $1,229 day has only $117.35 left.
-    assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 47000 }), 3000);
+    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48888.35, floor: 48500, realizedToday: -1111.65 }), 117.35);
+    // A green day doesn't widen the limit.
+    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 50600, floor: 48500, realizedToday: 600 }), 1229);
+    // Won $1,500 and claimed it: balance $50k, Vest's floor lowered to $47k,
+    // the day's P&L counted from the claim. Stage 2's $3,000 gets all of it.
+    assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 47000, realizedToday: 0 }), 3000);
+    // ...and after a $500 stage-2 loss, $2,500 either way.
+    assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 49500, floor: 47000, realizedToday: -500 }), 2500);
     // If Vest hadn't lowered the floor, only what it really leaves.
-    assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 48500 }), 1500);
+    assert.equal(floorRoom({ dailyLossLimit: 3000, closedBalance: 50000, floor: 48500, realizedToday: 0 }), 1500);
     // Below the floor already: negative room (no trade).
-    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48400, floor: 48500 }), -100);
+    assert.equal(floorRoom({ dailyLossLimit: 1229, closedBalance: 48400, floor: 48500, realizedToday: -1600 }), -371);
-    assert.equal(floorRoom({ dailyLossLimit: 0, closedBalance: 50000, floor: 48500 }), Infinity);
+    assert.equal(floorRoom({ dailyLossLimit: 0, closedBalance: 50000, floor: 48500, realizedToday: -900 }), Infinity);
 });
 
 test('the day after a claim: a fresh cycle that aims at the next stage\'s target', () => {