Vest: record every trade, the bot's and outside ones, and list them

Vest's position history (GET /v3/positions) gives each position's size,
open and close price, P&L, fees, funding and why it closed. The client
reads it hourly and a minute after a position closes (or a flat balance
moves) into a new trades table, and stores open positions as they
appear. Vest can't tell an API order from a click, so the bot marks its
own opens and closes as it sends them; an unmarked trade since marking
began was someone else's.

The dashboard's Vest firm row gets a Trades button listing every trade
on its accounts with who opened it and how it closed; the account page
shows its own.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-26 19:23:24 -05:00
co-authored by Claude Opus 5.5
parent 29eaf64a6b
commit 95cc3bd23f
10 changed files with 603 additions and 4 deletions
+8
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@@ -248,6 +248,14 @@ own traffic since Vest publishes no API):
**Commission %** to the same (`0.0025`) for the pre-trade checks. **Commission %** to the same (`0.0025`) for the pre-trade checks.
- Exits: the take-profit and stop are legs of the position on Vest's side, - Exits: the take-profit and stop are legs of the position on Vest's side,
and Vest cancels the other when one triggers. and Vest cancels the other when one triggers.
- Trades: every position on the accounts, the bot's and anyone else's, from
Vest's position history (`GET /v3/positions`) — size, open and close price,
P&L, fees, funding and why it closed (stop loss, take profit, liquidation,
or an order on the account). Read hourly and a minute after a position
closes, into the `trades` table. Vest can't tell an API order from a click,
so the bot marks its own opens and closes as it sends them; anything
unmarked since marking began was someone else's. The **Trades** button on
the Vest firm's dashboard row lists them, and the account page shows its own.
`npm run check` includes the Vest helpers (scripts/check-vest.mjs). `npm run check` includes the Vest helpers (scripts/check-vest.mjs).
+3
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@@ -18,6 +18,7 @@ import type { FirmConfig, FirmState, AccountState, AccountConfig } from '@/types
import { stagePillClasses } from '@/lib/stage-colors'; import { stagePillClasses } from '@/lib/stage-colors';
import { projectPerfectPath } from '@/lib/trading-logic'; import { projectPerfectPath } from '@/lib/trading-logic';
import { RulesDate } from '@/app/components/RulesDate'; import { RulesDate } from '@/app/components/RulesDate';
import { TradesTable } from '@/app/components/TradesTable';
/** Reassign this account to another of its firm's account types, or hand it /** Reassign this account to another of its firm's account types, or hand it
* back to the auto-resolver. Mirrors the control on the dashboard. */ * back to the auto-resolver. Mirrors the control on the dashboard. */
@@ -838,6 +839,8 @@ export default function AccountPage() {
</div> </div>
)} )}
<TradesTable query={`accountId=${accountId}`} title="Trades" />
{/* Cash History Table */} {/* Cash History Table */}
{(displayPnL.length > 0 || fundTransactions.length > 0) && ( {(displayPnL.length > 0 || fundTransactions.length > 0) && (
<div className="bg-white border border-slate-200 rounded-xl shadow-sm p-6 mt-5"> <div className="bg-white border border-slate-200 rounded-xl shadow-sm p-6 mt-5">
+56
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@@ -0,0 +1,56 @@
import { NextResponse } from 'next/server';
import { getClients } from '@/lib/clients';
import { loadTrades, getSetting, TRADES_SINCE_SETTING } from '@/lib/db';
import type { TradeView } from '@/types';
/**
* GET /api/trades?accountId=… | ?firmId=… [&limit=…] — recorded positions,
* newest first: one account, a firm's current accounts, or all of them.
*
* Who opened and closed each one: the bot marks its own orders as it sends
* them, so after marking began (TRADES_SINCE_SETTING) anything unmarked was
* someone else's. A close Vest calls "user_requested" is an order on the
* account — the bot's if it marked it, else outside.
*/
export async function GET(req: Request) {
const url = new URL(req.url);
const accountId = Number(url.searchParams.get('accountId'));
const firmId = url.searchParams.get('firmId');
const limit = Math.min(Math.max(Math.floor(Number(url.searchParams.get('limit'))) || 200, 1), 1000);
let accountIds: number[] | undefined;
if (Number.isFinite(accountId) && accountId > 0) accountIds = [accountId];
else if (firmId) accountIds = getClients().get(firmId)?.accountList.map((a) => a.id) ?? [];
const since = Number(getSetting(TRADES_SINCE_SETTING) ?? NaN);
const tracked = (at: number) => Number.isFinite(since) && at >= since;
const trades: TradeView[] = loadTrades({ accountIds, limit }).map((t) => {
const open = t.closedAt === null && t.closeReason === null && t.closedBy === null;
const closedBy = open ? null
: t.closedBy === 'bot' ? 'bot'
: t.closeReason === 'user_requested' ? (tracked(t.closedAt ?? t.openedAt) ? 'outside' : 'user_requested')
: t.closeReason ?? 'unknown';
const net = open || t.pnl === null ? null
: Math.round((t.pnl - Math.abs(t.fee ?? 0) + (t.funding ?? 0)) * 100) / 100;
return {
positionId: t.positionId,
accountId: t.accountId,
accountName: t.accountName,
symbol: t.symbol,
side: t.side,
quantity: t.quantity,
openPrice: t.openPrice,
closePrice: t.closePrice,
pnl: t.pnl,
fee: t.fee,
funding: t.funding,
net,
openedAt: t.openedAt,
closedAt: t.closedAt,
openedBy: t.openedBy === 'bot' ? 'bot' : tracked(t.openedAt) ? 'outside' : null,
closedBy,
};
});
return NextResponse.json(trades);
}
+176
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@@ -0,0 +1,176 @@
'use client';
import { useCallback, useEffect, useState } from 'react';
import type { TradeView } from '@/types';
/**
* Recorded positions from /api/trades — every trade on the accounts, the
* bot's and anyone else's, with who opened it and how it closed. On the
* dashboard under a Vest firm (inline) and on the account page (as a card,
* hidden while there's nothing to show).
*/
const REFRESH_MS = 30_000;
const PILL = 'inline-block px-1.5 py-0.5 rounded text-[10px] font-semibold whitespace-nowrap';
const CLOSED_BY: Record<string, { label: string; cls: string; title: string }> = {
bot: { label: 'Bot', cls: 'bg-violet-100 text-violet-700', title: "The bot's own close order" },
outside: { label: 'Outside', cls: 'bg-amber-100 text-amber-700', title: 'Closed by an order the bot did not send — by hand on Vest, or another tool' },
stop_loss: { label: 'Stop loss', cls: 'bg-red-100 text-red-700', title: 'Its stop-loss triggered' },
take_profit: { label: 'Take profit', cls: 'bg-green-100 text-green-700', title: 'Its take-profit triggered' },
liquidation: { label: 'Liquidation', cls: 'bg-red-200 text-red-800', title: 'Liquidated by Vest' },
auto_deleverage: { label: 'Auto-deleverage', cls: 'bg-red-100 text-red-700', title: 'Closed by Vest’s auto-deleverage' },
temporary_leverage_limit: { label: 'Leverage limit', cls: 'bg-orange-100 text-orange-700', title: 'Reduced by Vest’s temporary (weekend) leverage limit' },
corporate_action: { label: 'Corporate action', cls: 'bg-slate-100 text-slate-600', title: 'Closed by a corporate action' },
user_requested: { label: 'Self-requested', cls: 'bg-slate-100 text-slate-600', title: 'An order on the account closed it — from before the bot marked its own closes, so whose is unknown' },
};
function money(v: number): string {
return v.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 });
}
function signed(v: number): string {
return `${v >= 0 ? '+' : '−'}$${money(Math.abs(v))}`;
}
function price(v: number | null): string {
return v === null ? '—' : v.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
}
function when(ms: number): string {
return new Date(ms).toLocaleString(undefined, { month: 'short', day: 'numeric', hour: 'numeric', minute: '2-digit' });
}
function OpenedBy({ by }: { by: TradeView['openedBy'] }) {
if (by === 'bot') return <span className={`${PILL} bg-violet-100 text-violet-700`} title="Opened by the bot">Bot</span>;
if (by === 'outside') return <span className={`${PILL} bg-amber-100 text-amber-700`} title="Opened by an order the bot did not send — by hand on Vest, or another tool">Outside</span>;
return <span className="text-slate-400" title="Opened before the bot began marking its own trades">—</span>;
}
function ClosedBy({ by }: { by: string | null }) {
if (by === null) return <span className={`${PILL} bg-sky-100 text-sky-700`}>Open</span>;
const c = CLOSED_BY[by] ?? { label: by, cls: 'bg-slate-100 text-slate-600', title: by };
return <span className={`${PILL} ${c.cls}`} title={c.title}>{c.label}</span>;
}
export function TradesTable({ query, title, showAccount = false, formatAccount = (n) => n, limit = 200 }: {
/** accountId=… or firmId=… */
query: string;
/** Set: render as a titled card, and nothing at all while empty. */
title?: string;
showAccount?: boolean;
formatAccount?: (name: string) => string;
limit?: number;
}) {
const [trades, setTrades] = useState<TradeView[] | null>(null);
const [failed, setFailed] = useState(false);
const load = useCallback(async () => {
try {
const res = await fetch(`/api/trades?${query}&limit=${limit}`);
if (!res.ok) throw new Error(String(res.status));
setTrades(await res.json());
setFailed(false);
} catch {
setFailed(true);
}
}, [query, limit]);
useEffect(() => {
void load();
const t = setInterval(() => { void load(); }, REFRESH_MS);
return () => clearInterval(t);
}, [load]);
if (title && (!trades || trades.length === 0)) return null;
const closed = (trades ?? []).filter((t) => t.net !== null);
const net = closed.reduce((s, t) => s + (t.net ?? 0), 0);
const fees = closed.reduce((s, t) => s + Math.abs(t.fee ?? 0), 0);
const summary = trades && trades.length > 0 && (
<span className="text-xs text-slate-400">
{trades.length} trade{trades.length === 1 ? '' : 's'}{trades.length >= limit ? ` (latest ${limit})` : ''}
{closed.length > 0 && (
<>
{' · net '}
<span className={net >= 0 ? 'text-green-600' : 'text-red-500'}>{signed(net)}</span>
{` · fees $${money(fees)}`}
</>
)}
</span>
);
const table = !trades
? <div className="text-sm text-slate-400 italic py-2">{failed ? 'Couldn’t load trades' : 'Loading trades…'}</div>
: trades.length === 0
? <div className="text-sm text-slate-400 italic py-2">No trades recorded yet — they appear after the next history read (within the hour, or a minute after a position closes)</div>
: (
<div className="overflow-x-auto max-h-[28rem] overflow-y-auto">
<table className="w-full text-xs">
<thead className="sticky top-0 bg-white">
<tr className="border-b border-slate-100 text-slate-400">
<th className="text-left font-medium py-2 pr-3">Opened</th>
<th className="text-left font-medium py-2 pr-3">Closed</th>
{showAccount && <th className="text-left font-medium py-2 pr-3">Account</th>}
<th className="text-left font-medium py-2 pr-3">Market</th>
<th className="text-left font-medium py-2 pr-3">Side</th>
<th className="text-right font-medium py-2 pr-3">Size</th>
<th className="text-right font-medium py-2 pr-3">Open</th>
<th className="text-right font-medium py-2 pr-3">Close</th>
<th className="text-right font-medium py-2 pr-3" title="Realized P&L before fees and funding">P&L</th>
<th className="text-right font-medium py-2 pr-3">Fees</th>
<th className="text-right font-medium py-2 pr-3" title="P&L − fees + funding">Net</th>
<th className="text-left font-medium py-2 pr-3">Opened by</th>
<th className="text-left font-medium py-2">Closed by</th>
</tr>
</thead>
<tbody>
{trades.map((t) => (
<tr key={t.positionId} className="border-b border-slate-50 last:border-0 hover:bg-slate-50">
<td className="py-1.5 pr-3 text-slate-500 tabular-nums whitespace-nowrap">{when(t.openedAt)}</td>
<td className="py-1.5 pr-3 text-slate-500 tabular-nums whitespace-nowrap">{t.closedAt !== null ? when(t.closedAt) : '—'}</td>
{showAccount && <td className="py-1.5 pr-3 font-mono text-slate-700 whitespace-nowrap">{formatAccount(t.accountName)}</td>}
<td className="py-1.5 pr-3 text-slate-700 whitespace-nowrap">{t.symbol}</td>
<td className={`py-1.5 pr-3 font-semibold ${t.side === 'long' ? 'text-green-600' : 'text-red-500'}`}>{t.side === 'long' ? 'Long' : 'Short'}</td>
<td className="py-1.5 pr-3 text-right tabular-nums text-slate-600">{t.quantity > 0 ? t.quantity.toLocaleString(undefined, { maximumFractionDigits: 4 }) : '—'}</td>
<td className="py-1.5 pr-3 text-right tabular-nums text-slate-600">{price(t.openPrice)}</td>
<td className="py-1.5 pr-3 text-right tabular-nums text-slate-600">{price(t.closePrice)}</td>
<td className={`py-1.5 pr-3 text-right tabular-nums ${t.pnl === null ? 'text-slate-400' : t.pnl >= 0 ? 'text-green-600' : 'text-red-500'}`}>
{t.pnl === null ? '—' : signed(t.pnl)}
</td>
<td className="py-1.5 pr-3 text-right tabular-nums text-slate-500">{t.fee === null ? '—' : `$${money(Math.abs(t.fee))}`}</td>
<td className={`py-1.5 pr-3 text-right tabular-nums font-semibold ${t.net === null ? 'text-slate-400' : t.net >= 0 ? 'text-green-600' : 'text-red-500'}`}>
{t.net === null ? '—' : signed(t.net)}
</td>
<td className="py-1.5 pr-3"><OpenedBy by={t.openedBy} /></td>
<td className="py-1.5"><ClosedBy by={t.closedBy} /></td>
</tr>
))}
</tbody>
</table>
</div>
);
if (title) {
return (
<div className="bg-white border border-slate-200 rounded-xl shadow-sm p-6 mt-5">
<div className="flex items-baseline justify-between mb-4">
<h2 className="text-slate-900 font-bold text-base">{title}</h2>
{summary}
</div>
{table}
</div>
);
}
return (
<div>
<div className="flex items-baseline justify-between mb-1">
<span className="text-xs font-semibold text-slate-600">Trades</span>
{summary}
</div>
{table}
</div>
);
}
+19
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@@ -5,6 +5,7 @@ import Link from 'next/link';
import type { FirmConfig, FirmState, AccountState } from '@/types'; import type { FirmConfig, FirmState, AccountState } from '@/types';
import { stagePillClasses } from '@/lib/stage-colors'; import { stagePillClasses } from '@/lib/stage-colors';
import { RulesDate } from '@/app/components/RulesDate'; import { RulesDate } from '@/app/components/RulesDate';
import { TradesTable } from '@/app/components/TradesTable';
type SortKey = 'name' | 'balance' | 'dayPnL' | 'daysTraded' | 'target' | 'status'; type SortKey = 'name' | 'balance' | 'dayPnL' | 'daysTraded' | 'target' | 'status';
type SortDir = 'asc' | 'desc'; type SortDir = 'asc' | 'desc';
@@ -533,6 +534,7 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
onStateChanged: () => void; onStateChanged: () => void;
}) { }) {
const [open, setOpen] = useState(true); const [open, setOpen] = useState(true);
const [showTrades, setShowTrades] = useState(false);
const [confirmCreds, setConfirmCreds] = useState(false); const [confirmCreds, setConfirmCreds] = useState(false);
const [removingCreds, setRemovingCreds] = useState(false); const [removingCreds, setRemovingCreds] = useState(false);
const hasCredentials = firm.hasCredentials; const hasCredentials = firm.hasCredentials;
@@ -650,6 +652,15 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
)} )}
<td className="px-4 py-3.5"> <td className="px-4 py-3.5">
<div className="flex items-center justify-end gap-1"> <div className="flex items-center justify-end gap-1">
{firm.platform === 'vest' && hasCredentials && (
<button
onClick={(e) => { e.stopPropagation(); setShowTrades((v) => !v); }}
className={`px-2 py-0.5 text-xs font-semibold rounded-md transition-colors ${showTrades ? 'bg-violet-100 text-violet-700' : 'text-slate-500 hover:bg-slate-200'}`}
title="Every trade on this firm's accounts — the bot's and anyone else's — with how each one closed"
>
Trades
</button>
)}
{hasCredentials && !confirmCreds && ( {hasCredentials && !confirmCreds && (
<button <button
onClick={(e) => { e.stopPropagation(); setConfirmCreds(true); }} onClick={(e) => { e.stopPropagation(); setConfirmCreds(true); }}
@@ -672,6 +683,14 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
</td> </td>
</tr> </tr>
{showTrades && hasCredentials && (
<tr className="border-b border-slate-100">
<td colSpan={7} className="px-4 py-3 pl-12 bg-white">
<TradesTable query={`firmId=${encodeURIComponent(firm.id)}`} showAccount formatAccount={(n) => maskName(n, privacy)} />
</td>
</tr>
)}
{open && hasCredentials && ( {open && hasCredentials && (
state.accounts.length === 0 ? ( state.accounts.length === 0 ? (
<tr> <tr>
+118
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@@ -577,6 +577,124 @@ export function wipeAccountData(accountId: number): void {
txn(); txn();
} }
// ── Trades ───────────────────────────────────────────────────────────────────
//
// Every position a platform's history shows — the bot's and anyone else's
// (Vest: GET /v3/positions). The platform can't tell an API order from a
// click, so opened_by / closed_by record what this instance did itself:
// 'bot' when its own order opened or closed the position, NULL otherwise.
// A wipe leaves these alone: they're refetched, but the marks aren't.
db.exec(`
CREATE TABLE IF NOT EXISTS trades (
position_id TEXT PRIMARY KEY,
account_id INTEGER NOT NULL,
account_name TEXT NOT NULL,
symbol TEXT NOT NULL,
side TEXT NOT NULL,
quantity REAL NOT NULL,
leverage REAL,
open_price REAL,
close_price REAL,
pnl REAL,
fee REAL,
funding REAL,
opened_at INTEGER NOT NULL,
closed_at INTEGER,
close_reason TEXT,
opened_by TEXT,
closed_by TEXT,
updated_at INTEGER NOT NULL
);
CREATE INDEX IF NOT EXISTS trades_account_opened ON trades (account_id, opened_at);
`);
/** settings key: when this instance began marking its own trades (epoch
* ms). A position opened before it and never marked is of unknown origin;
* one opened after it was opened outside the bot. */
export const TRADES_SINCE_SETTING = 'trades_tracked_since';
export interface TradeRow {
positionId: string;
accountId: number;
accountName: string;
symbol: string;
side: 'long' | 'short';
quantity: number;
leverage: number | null;
openPrice: number | null;
closePrice: number | null;
pnl: number | null;
fee: number | null;
funding: number | null;
openedAt: number;
closedAt: number | null;
closeReason: string | null;
openedBy: string | null;
closedBy: string | null;
}
/** The platform's view of positions: inserts new ones, refreshes known ones.
* A size it no longer reports (0) keeps the one already stored, a field it
* leaves out keeps its value, and the bot's marks are never touched. */
export function saveTrades(rows: Omit<TradeRow, 'openedBy' | 'closedBy'>[]): void {
const up = db.prepare(`
INSERT INTO trades (position_id, account_id, account_name, symbol, side, quantity, leverage, open_price, close_price,
pnl, fee, funding, opened_at, closed_at, close_reason, updated_at)
VALUES (@positionId, @accountId, @accountName, @symbol, @side, @quantity, @leverage, @openPrice, @closePrice,
@pnl, @fee, @funding, @openedAt, @closedAt, @closeReason, @updatedAt)
ON CONFLICT(position_id) DO UPDATE SET
account_name = excluded.account_name,
symbol = excluded.symbol,
side = excluded.side,
quantity = CASE WHEN excluded.quantity > 0 THEN excluded.quantity ELSE trades.quantity END,
leverage = COALESCE(excluded.leverage, trades.leverage),
open_price = COALESCE(excluded.open_price, trades.open_price),
close_price = COALESCE(excluded.close_price, trades.close_price),
pnl = COALESCE(excluded.pnl, trades.pnl),
fee = COALESCE(excluded.fee, trades.fee),
funding = COALESCE(excluded.funding, trades.funding),
opened_at = excluded.opened_at,
closed_at = COALESCE(excluded.closed_at, trades.closed_at),
close_reason = COALESCE(excluded.close_reason, trades.close_reason),
updated_at = excluded.updated_at
`);
const now = Date.now();
const txn = db.transaction(() => {
for (const r of rows) up.run({ ...r, updatedAt: now });
});
txn();
}
/** This instance's own order opened (or closed) the position — stored at
* once, before the platform's history shows it. */
export function markTrade(
by: 'opened' | 'closed',
t: { positionId: string; accountId: number; accountName: string; symbol: string; side: 'long' | 'short'; quantity: number; openPrice: number | null; openedAt: number },
): void {
const col = by === 'opened' ? 'opened_by' : 'closed_by';
db.prepare(`
INSERT INTO trades (position_id, account_id, account_name, symbol, side, quantity, open_price, opened_at, ${col}, updated_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, 'bot', ?)
ON CONFLICT(position_id) DO UPDATE SET ${col} = 'bot', updated_at = excluded.updated_at
`).run(t.positionId, t.accountId, t.accountName, t.symbol, t.side, t.quantity, t.openPrice, t.openedAt, Date.now());
}
/** Newest first (by close, else open); every account when accountIds is
* undefined. */
export function loadTrades(o: { accountIds?: number[]; limit: number }): TradeRow[] {
if (o.accountIds && o.accountIds.length === 0) return [];
const where = o.accountIds ? `WHERE account_id IN (${o.accountIds.map(() => '?').join(', ')})` : '';
return db.prepare(`
SELECT position_id AS positionId, account_id AS accountId, account_name AS accountName, symbol, side, quantity, leverage,
open_price AS openPrice, close_price AS closePrice, pnl, fee, funding, opened_at AS openedAt, closed_at AS closedAt,
close_reason AS closeReason, opened_by AS openedBy, closed_by AS closedBy
FROM trades ${where}
ORDER BY COALESCE(closed_at, opened_at) DESC
LIMIT ?
`).all(...(o.accountIds ?? []), o.limit) as TradeRow[];
}
// ── AutoBuyer captures ─────────────────────────────────────────────────────── // ── AutoBuyer captures ───────────────────────────────────────────────────────
db.exec(` db.exec(`
+111 -3
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@@ -42,7 +42,7 @@ import { currentTradeDateCT, rankForTarget, dllReserve } from './trading-logic';
import { sizingHoldHours } from './person-size'; import { sizingHoldHours } from './person-size';
import { import {
saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions, saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions,
saveEndedCycleStart, saveEndedCycleStart, saveTrades, markTrade, getOrCreateSetting, TRADES_SINCE_SETTING,
} from './db'; } from './db';
import { getCachedFirm } from './firm-catalog'; import { getCachedFirm } from './firm-catalog';
import { firmInstruments } from './instruments'; import { firmInstruments } from './instruments';
@@ -53,9 +53,9 @@ import { vestSessionFor, dropVestSession, listVestSessions } from './vest-sessio
import { import {
vestAccountId, vestAccountName, vestDayOf, lastVestResetMs, nextVestResetMs, parseCapitalAccount, parsePosition, parseOpenOrder, vestAccountId, vestAccountName, vestDayOf, lastVestResetMs, nextVestResetMs, parseCapitalAccount, parsePosition, parseOpenOrder,
parseTxn, bookTxns, awaitingLegs, unrealizedPnl, hourlyVolatility, marketOpen, num, toMs, formatDecimal, resetSafeStop, parseTxn, bookTxns, awaitingLegs, unrealizedPnl, hourlyVolatility, marketOpen, num, toMs, formatDecimal, resetSafeStop,
VEST_STATUS_ACTIVE, VEST_TXN, parseHistoryPosition, VEST_STATUS_ACTIVE, VEST_TXN,
} from './vest-helpers'; } from './vest-helpers';
import type { VestCapitalAccount, VestPosition, VestOpenOrder, VestTxn } from './vest-helpers'; import type { VestCapitalAccount, VestPosition, VestOpenOrder, VestTxn, VestTrade } from './vest-helpers';
const BASE = 'https://api-gateway.hz.vestmarkets.com'; const BASE = 'https://api-gateway.hz.vestmarkets.com';
/** The web app's origin: the gateway serves it, so requests say they are its. */ /** The web app's origin: the gateway serves it, so requests say they are its. */
@@ -87,6 +87,9 @@ const CANDLE_HOURS = 7 * 24;
/** Transactions per page, and the most pages one account's history reads. */ /** Transactions per page, and the most pages one account's history reads. */
const TXN_PAGE = 100; const TXN_PAGE = 100;
const TXN_MAX_PAGES = 200; const TXN_MAX_PAGES = 200;
/** Position history (GET /v3/positions) pages, for the trades table. */
const TRADES_PAGE = 50;
const TRADES_MAX_PAGES = 20;
/** Balance the books can't explain by this much holds the account. */ /** Balance the books can't explain by this much holds the account. */
const BOOKS_TOLERANCE = 200; const BOOKS_TOLERANCE = 200;
const SUSPECT_SETTLE_MS = 90_000; const SUSPECT_SETTLE_MS = 90_000;
@@ -208,6 +211,13 @@ export class VestClient implements PlatformClient {
private historyLoadedIds = new Set<number>(); private historyLoadedIds = new Set<number>();
private booksHeld = new Set<number>(); private booksHeld = new Set<number>();
private fetchingIds = new Set<number>(); private fetchingIds = new Set<number>();
/** Accounts whose position history to read again soon: a position
* closed, or a flat balance moved (a round trip between two syncs). */
private tradesDue = new Set<number>();
private tradesFetchInFlight = false;
/** Open positions already in the trades table, by id → size stored. */
private recordedOpen = new Map<string, number>();
private flatAmounts = new Map<number, number>();
private gateNext: Record<Bucket, number> = { read: 0, trade: 0, history: 0 }; private gateNext: Record<Bucket, number> = { read: 0, trade: 0, history: 0 };
private suspectAccounts = new Map<number, number>(); private suspectAccounts = new Map<number, number>();
@@ -232,6 +242,7 @@ export class VestClient implements PlatformClient {
this.cfg = cfg; this.cfg = cfg;
this.wallet = cfg.wallet.trim().toLowerCase(); this.wallet = cfg.wallet.trim().toLowerCase();
this.onSync = onSync; this.onSync = onSync;
getOrCreateSetting(TRADES_SINCE_SETTING, () => String(Date.now()));
this.syncInterval = setInterval(() => void this.requestSync(), SYNC_INTERVAL_MS); this.syncInterval = setInterval(() => void this.requestSync(), SYNC_INTERVAL_MS);
this.watchdogInterval = setInterval(() => this.watchdog(), WATCHDOG_INTERVAL_MS); this.watchdogInterval = setInterval(() => this.watchdog(), WATCHDOG_INTERVAL_MS);
void this.requestSync(); void this.requestSync();
@@ -534,6 +545,14 @@ export class VestClient implements PlatformClient {
const amount = free.get(a.id); const amount = free.get(a.id);
if (amount === undefined) { complete = false; continue; } if (amount === undefined) { complete = false; continue; }
const balance = amount + mine.reduce((s, p) => s + p.collateral, 0); const balance = amount + mine.reduce((s, p) => s + p.collateral, 0);
this.recordOpenTrades(acc, mine);
if (mine.length === 0) {
const was = this.flatAmounts.get(id);
if (was !== undefined && Math.abs(was - amount) >= 0.01) this.tradesDue.add(id);
this.flatAmounts.set(id, amount);
} else {
this.flatAmounts.delete(id);
}
const upnl = mine.reduce((s, p) => s + unrealizedPnl(p, this.marks.get(p.symbol)?.mark ?? NaN), 0); const upnl = mine.reduce((s, p) => s + unrealizedPnl(p, this.marks.get(p.symbol)?.mark ?? NaN), 0);
this.accountCashBalances[id] = { this.accountCashBalances[id] = {
amount: round2(balance), amount: round2(balance),
@@ -553,6 +572,7 @@ export class VestClient implements PlatformClient {
console.log(`${this.tag} sync — ${list.length} account(s), ${Object.keys(this.positions).length} open position(s)`); console.log(`${this.tag} sync — ${list.length} account(s), ${Object.keys(this.positions).length} open position(s)`);
this.maybeFetchDaysTraded(); this.maybeFetchDaysTraded();
this.maybeRefreshTrades();
if (this.historyLoaded && (this.lastSurveyTradeDate !== currentTradeDateCT() || Date.now() - this.lastSurveyAt >= SURVEY_INTERVAL_MS)) { if (this.historyLoaded && (this.lastSurveyTradeDate !== currentTradeDateCT() || Date.now() - this.lastSurveyAt >= SURVEY_INTERVAL_MS)) {
this.lastSurveyTradeDate = currentTradeDateCT(); this.lastSurveyTradeDate = currentTradeDateCT();
this.lastSurveyAt = Date.now(); this.lastSurveyAt = Date.now();
@@ -591,6 +611,8 @@ export class VestClient implements PlatformClient {
if (seen) { if (seen) {
console.log(`${this.tag} ${acc.name}: position closed after ${((Date.now() - seen.at) / 3_600_000).toFixed(2)}h`); console.log(`${this.tag} ${acc.name}: position closed after ${((Date.now() - seen.at) / 3_600_000).toFixed(2)}h`);
this.seenOpenAt.delete(acc.id); this.seenOpenAt.delete(acc.id);
this.recordedOpen.delete(seen.positionId);
this.tradesDue.add(acc.id);
} }
delete this.positions[acc.id]; delete this.positions[acc.id];
return; return;
@@ -771,6 +793,7 @@ export class VestClient implements PlatformClient {
try { try {
if (decision.action === 'close') { if (decision.action === 'close') {
await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' }); await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' });
this.markOwn('closed', acc.id, pos);
console.warn(`${this.tag} ${acc.name}: closed ${pos.symbol} before the 8 PM ET reset — no room for it past the reset`); console.warn(`${this.tag} ${acc.name}: closed ${pos.symbol} before the 8 PM ET reset — no room for it past the reset`);
} else { } else {
const triggerPrice = formatDecimal(decision.price, spec.priceDecimals); const triggerPrice = formatDecimal(decision.price, spec.priceDecimals);
@@ -882,6 +905,11 @@ export class VestClient implements PlatformClient {
failed++; failed++;
this.fallBackToCache(account, errorMessage(err)); this.fallBackToCache(account, errorMessage(err));
} }
try {
await this.fetchTrades(account);
} catch (err) {
console.warn(`${this.tag} ${account.name}: position history read failed: ${errorMessage(err)}`);
}
} }
} finally { } finally {
for (const id of ids) this.fetchingIds.delete(id); for (const id of ids) this.fetchingIds.delete(id);
@@ -907,6 +935,84 @@ export class VestClient implements PlatformClient {
return [...all.values()].sort((a, b) => a.time - b.time); return [...all.values()].sort((a, b) => a.time - b.time);
} }
/** The account's position history — GET /v3/positions, the app's History
* tab — into the trades table: every position, whoever opened it, with
* how it closed. */
private async fetchTrades(account: PlatformAccount): Promise<void> {
const uuid = this.uuidById.get(account.id);
if (!uuid) return;
const trades: VestTrade[] = [];
for (let page = 0; page < TRADES_MAX_PAGES; page++) {
const { data } = await this.request<{ positions?: unknown[] | null; total?: unknown }>('history', 'GET', '/v3/positions', {
account: uuid, params: { account_id: uuid, limit: TRADES_PAGE, offset: page * TRADES_PAGE },
});
const rows = data?.positions ?? [];
for (const r of rows) {
const t = parseHistoryPosition(r);
if (t) trades.push(t);
}
const total = num(data?.total);
if (rows.length < TRADES_PAGE || (total !== undefined && (page + 1) * TRADES_PAGE >= total)) break;
}
if (trades.length > 0) saveTrades(trades.map((t) => ({ ...t, accountId: account.id, accountName: account.name })));
}
/** Reads the history of the accounts tradesDue names, one pass at a time.
* A failed read waits for the hourly history pass. */
private maybeRefreshTrades(): void {
if (this.tradesFetchInFlight || this.tradesDue.size === 0 || this.intentionalDisconnect) return;
const ids = [...this.tradesDue];
this.tradesDue.clear();
this.tradesFetchInFlight = true;
void (async () => {
for (const id of ids) {
const account = this.accountList.find((a) => a.id === id);
if (!account || this.intentionalDisconnect) continue;
try {
await this.fetchTrades(account);
} catch (err) {
console.warn(`${this.tag} ${account.name}: position history read failed: ${errorMessage(err)}`);
}
}
})().finally(() => {
this.tradesFetchInFlight = false;
});
}
/** Open positions into the trades table as they appear (or change size),
* so a trade shows before it closes. */
private recordOpenTrades(acc: PlatformAccount, list: VestPosition[]): void {
const fresh = list.filter((p) => this.recordedOpen.get(p.positionId) !== p.quantity);
if (fresh.length === 0) return;
try {
saveTrades(fresh.map((p) => ({
positionId: p.positionId, accountId: acc.id, accountName: acc.name, symbol: p.symbol, side: p.side, quantity: p.quantity,
leverage: p.leverage > 0 ? p.leverage : null, openPrice: Number.isFinite(p.openPrice) ? p.openPrice : null, closePrice: null,
pnl: null, fee: null, funding: null, openedAt: Number.isFinite(p.openedAt) ? p.openedAt : Date.now(), closedAt: null, closeReason: null,
})));
for (const p of fresh) this.recordedOpen.set(p.positionId, p.quantity);
} catch (err) {
console.warn(`${this.tag} ${acc.name}: couldn't record the open position: ${errorMessage(err)}`);
}
}
/** This client's own order opened or closed the position: say so in the
* trades table (Vest shows an API close as "self-requested", same as a
* click). */
private markOwn(by: 'opened' | 'closed', accountId: number, pos: VestPosition): void {
if (!pos.positionId) return;
try {
markTrade(by, {
positionId: pos.positionId, accountId, accountName: this.accountList.find((a) => a.id === accountId)?.name ?? String(accountId),
symbol: pos.symbol, side: pos.side, quantity: pos.quantity, openPrice: Number.isFinite(pos.openPrice) ? pos.openPrice : null,
openedAt: Number.isFinite(pos.openedAt) ? pos.openedAt : Date.now(),
});
} catch (err) {
console.warn(`${this.tag} couldn't mark ${pos.positionId} as the bot's: ${errorMessage(err)}`);
}
if (by === 'closed') this.tradesDue.add(accountId);
}
private bookHistory(account: PlatformAccount, txns: VestTxn[]): void { private bookHistory(account: PlatformAccount, txns: VestTxn[]): void {
const a = this.capital.get(account.id); const a = this.capital.get(account.id);
const { daily, funds } = bookTxns(txns); const { daily, funds } = bookTxns(txns);
@@ -1306,9 +1412,11 @@ export class VestClient implements PlatformClient {
this.positions[accountId] = { this.positions[accountId] = {
contractId: symbol, netPos: side === 'long' ? pos.quantity : -pos.quantity, netPrice: pos.openPrice, timestamp: new Date(), contractId: symbol, netPos: side === 'long' ? pos.quantity : -pos.quantity, netPrice: pos.openPrice, timestamp: new Date(),
}; };
this.markOwn('opened', accountId, pos);
} else if (unitsOrdered >= existing.quantity - step / 2) { } else if (unitsOrdered >= existing.quantity - step / 2) {
this.positionsDetail.set(accountId, []); this.positionsDetail.set(accountId, []);
delete this.positions[accountId]; delete this.positions[accountId];
this.markOwn('closed', accountId, existing);
} }
const result = { const result = {
orderId: orderNumber, vestOrderId: placed.orderId, price: fill.price, qty: contracts, units: unitsOrdered, accountId, contractId: symbol, orderId: orderNumber, vestOrderId: placed.orderId, price: fill.price, qty: contracts, units: unitsOrdered, accountId, contractId: symbol,
+51
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@@ -283,6 +283,57 @@ export function parsePosition(raw: unknown): VestPosition | null {
}; };
} }
/**
* One position from GET /v3/positions — Vest's position history, the app's
* History tab: closed positions with how they ended (an open one has no
* close yet). pnl is Vest's realized P&L before fees and funding.
*/
export interface VestTrade {
positionId: string;
symbol: string;
side: 'long' | 'short';
/** 0 when Vest doesn't say (a store keeps the size it already knows). */
quantity: number;
leverage: number | null;
openPrice: number | null;
closePrice: number | null;
pnl: number | null;
fee: number | null;
funding: number | null;
openedAt: number;
closedAt: number | null;
/** user_requested, stop_loss, take_profit, liquidation, auto_deleverage,
* temporary_leverage_limit, corporate_action. */
closeReason: string | null;
}
export function parseHistoryPosition(raw: unknown): VestTrade | null {
const p = raw as Record<string, unknown>;
const id = p?.positionId ?? p?.position_id;
if (!p || typeof id !== 'string' || typeof p.symbol !== 'string') return null;
const openedAt = toMs(p.openDate ?? p.open_date ?? p.createdAt ?? p.created_at);
if (!Number.isFinite(openedAt)) return null;
const closedAt = toMs(p.closeDate ?? p.close_date);
const openPrice = num(p.openPrice ?? p.open_price);
const closePrice = num(p.closePrice ?? p.close_price);
const reason = p.closeReason ?? p.close_reason;
return {
positionId: id,
symbol: p.symbol,
side: String(p.side).toLowerCase() === 'short' ? 'short' : 'long',
quantity: Math.abs(num(p.quantity) ?? 0),
leverage: num(p.leverage) ?? null,
openPrice: openPrice !== undefined && openPrice > 0 ? openPrice : null,
closePrice: closePrice !== undefined && closePrice > 0 ? closePrice : null,
pnl: num(p.pnl) ?? null,
fee: num(p.fee) ?? null,
funding: num(p.funding) ?? null,
openedAt,
closedAt: Number.isFinite(closedAt) && closedAt > 0 ? closedAt : null,
closeReason: typeof reason === 'string' && reason !== '' ? reason : null,
};
}
/** Exit legs still waiting to trigger. */ /** Exit legs still waiting to trigger. */
export function awaitingLegs(p: VestPosition): VestLeg[] { export function awaitingLegs(p: VestPosition): VestLeg[] {
return [...p.stopLosses, ...p.takeProfits].filter((l) => l.status === 'awaiting'); return [...p.stopLosses, ...p.takeProfits].filter((l) => l.status === 'awaiting');
+34 -1
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@@ -11,7 +11,7 @@ import assert from 'node:assert/strict';
import { import {
isVestWalletAddress, vestAccountId, num, toMs, formatDecimal, vestDayOf, lastVestResetMs, parseCapitalAccount, isVestWalletAddress, vestAccountId, num, toMs, formatDecimal, vestDayOf, lastVestResetMs, parseCapitalAccount,
vestAccountName, parsePosition, awaitingLegs, parseOpenOrder, unrealizedPnl, parseTxn, bookTxns, txnKind, VEST_TXN, vestAccountName, parsePosition, awaitingLegs, parseOpenOrder, unrealizedPnl, parseTxn, bookTxns, txnKind, VEST_TXN,
hourlyVolatility, marketOpen, MIN_HOURLY_RETURNS, nextVestResetMs, resetSafeStop, hourlyVolatility, marketOpen, MIN_HOURLY_RETURNS, nextVestResetMs, resetSafeStop, parseHistoryPosition,
} from '../lib/vest-helpers.ts'; } from '../lib/vest-helpers.ts';
import { putVestSession, vestSessionFor, dropVestSession, listVestSessions } from '../lib/vest-session.ts'; import { putVestSession, vestSessionFor, dropVestSession, listVestSessions } from '../lib/vest-session.ts';
@@ -263,3 +263,36 @@ test('resetSafeStop: fit an open position into the room the reset will leave', (
assert.equal(dd.action, 'stop'); assert.equal(dd.action, 'stop');
assert.ok(dd.price > want); assert.ok(dd.price > want);
}); });
test('parseHistoryPosition: a closed position from GET /v3/positions', () => {
// Shaped like the app's History tab reads it (camelCase, decimal strings).
const t = parseHistoryPosition({
positionId: 'bdda9024-63a9-4abc-a5a8-f83df8ba030a', accountId: '843f60e2-e013-5a0e-8b6c-face84bc5509', symbol: 'NDX-USD-PERP',
side: 'short', quantity: '4.2712', leverage: '50', openPrice: '29529.75', closePrice: '29556.50',
pnl: '-114.25', fee: '6.31', funding: '-0.12', collateral: '2522.54', takeProfits: [], stopLosses: [],
openDate: 1793065590123, closeDate: 1793066346456, createdAt: 1793065590123, updatedAt: 1793066346456, closeReason: 'user_requested',
});
assert.deepEqual(t, {
positionId: 'bdda9024-63a9-4abc-a5a8-f83df8ba030a', symbol: 'NDX-USD-PERP', side: 'short', quantity: 4.2712, leverage: 50,
openPrice: 29529.75, closePrice: 29556.5, pnl: -114.25, fee: 6.31, funding: -0.12,
openedAt: 1793065590123, closedAt: 1793066346456, closeReason: 'user_requested',
});
});
test('parseHistoryPosition: open, snake_case, seconds, and junk', () => {
const open = parseHistoryPosition({
position_id: 'p1', symbol: 'GC-PERP', side: 'LONG', quantity: '0', open_price: '4208.9', close_price: '',
pnl: '', open_date: 1793065590, close_date: null, close_reason: '',
});
assert.equal(open.side, 'long');
assert.equal(open.quantity, 0, 'a size Vest leaves out reads 0 — the store keeps the one it knows');
assert.equal(open.openPrice, 4208.9);
assert.equal(open.closePrice, null);
assert.equal(open.pnl, null);
assert.equal(open.openedAt, 1793065590000);
assert.equal(open.closedAt, null);
assert.equal(open.closeReason, null);
assert.equal(parseHistoryPosition({ symbol: 'GC-PERP', openDate: 1 }), null, 'no id');
assert.equal(parseHistoryPosition({ positionId: 'p2', symbol: 'GC-PERP' }), null, 'no open time');
assert.equal(parseHistoryPosition(null), null);
});
+27
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@@ -176,3 +176,30 @@ export interface FirmState {
connected: boolean; connected: boolean;
accounts: AccountState[]; accounts: AccountState[];
} }
/** One recorded position (GET /api/trades) — Vest's position history plus
* what this instance did itself. */
export interface TradeView {
positionId: string;
accountId: number;
accountName: string;
symbol: string;
side: 'long' | 'short';
quantity: number;
openPrice: number | null;
closePrice: number | null;
/** Realized P&L before fees and funding. */
pnl: number | null;
fee: number | null;
funding: number | null;
/** pnl − fee + funding; null while open (or unknown). */
net: number | null;
openedAt: number;
closedAt: number | null;
/** null: opened before this instance began marking its own trades. */
openedBy: 'bot' | 'outside' | null;
/** null while open; else 'bot', 'outside' (closed by hand or another
* tool), or the platform's own reason (stop_loss, take_profit,
* liquidation, …; user_requested from before marking began). */
closedBy: string | null;
}