Vest platform: a client for Vest Markets, traded on a session the extension relays

Vest (next.vestmarkets.com) is a perps prop firm: index, metal and energy
perps on CME hours, plus stocks, FX and crypto. It joins as a fourth
platform, 'vest', on the DXtrade engine paths. Those are now keyed by
isNotionalPlatform() instead of === 'dxtrade': the firm's own symbols,
percent fees, notional sizing from volatility, and a scheduler lane of its
own.

- Login is relayed, not stored. Vest signs people in with Google through
  Privy and renews the session with a device key the browser won't export.
  Extension 0.17.0's vest-relay.js reads the token the Vest app renews for
  itself (~15 min). It renews nothing, so the tab is never logged out. The
  background script posts that token to POST /api/vest/session, which holds
  it in memory only. With no Vest tab open on a machine that trades Vest,
  the extension opens one.
- The firm's credential is the Vest login's wallet address. The dashboard's
  form offers the relayed wallet with one click.
- VestClient (lib/vest-class.ts), mapped from the web app's traffic and code
  since Vest publishes no API:
  - Reads the capital accounts, balances (free amount plus position
    collateral), positions and open orders with the user token.
  - Mints per-account tokens for orders and transactions.
  - Names accounts for their rules (V50K-E-D3-T10-34, V50K-F-D3-34,
    V25K-I-7) so account-type prefixes can match.
  - Takes Vest's own max-drawdown and daily-loss floors. dayStartBalance =
    floor + the type's limit, so the engine's room is never more than
    Vest's.
  - Uses each symbol's taker fee and margin rate from exchangeInfo, and
    hourly volatility over in-session hours only.
  - Places take-profit and stop as position legs, which Vest cancels as an
    OCO pair.
- Daily P&L and fund rows come from /v3/transactions by Vest's 20:00 ET
  day. A books check holds an account, naming the transaction types, when
  the balance and the transactions disagree.
- scripts/check-vest.mjs (in npm run check): Vest's day across DST, account
  names, parsing, volatility gaps, market hours, the session store.

Not yet run against Vest with a live session: the order and exit bodies
come from the app's code, and the transaction classification from its enum.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-26 14:19:31 -05:00
co-authored by Claude Opus 5.5
parent 5ec5abde6e
commit 96fdd9ca23
22 changed files with 2520 additions and 28 deletions
+82 -2
View File
@@ -195,14 +195,89 @@ function credentialNoun(platform: FirmConfig['platform']): string {
case 'topstepx': return 'TopstepX API key';
case 'dxtrade': return 'DXtrade login';
case 'tradovate': return 'Tradovate login';
case 'vest': return 'Vest wallet address';
}
}
/** Inline credential entry, shown to the right of a firm that has none.
* Tradovate and DXtrade want username + password; TopstepX wants the API key
* (username optional for now, though login needs it eventually — password
* unused). */
* unused); Vest the login's wallet address, whose session the extension
* relays from a signed-in Vest tab. */
function CredentialForm({ firm, onSaved }: { firm: FirmConfig; onSaved: () => void }) {
if (firm.platform === 'vest') return <VestWalletForm firm={firm} onSaved={onSaved} />;
return <LoginForm firm={firm} onSaved={onSaved} />;
}
/** A Vest firm's credential: the wallet its Vest login belongs to. The
* extension has relayed the session of any Vest tab signed in on this
* machine, so those wallets are offered with one click. */
function VestWalletForm({ firm, onSaved }: { firm: FirmConfig; onSaved: () => void }) {
const [wallet, setWallet] = useState('');
const [seen, setSeen] = useState<string[]>([]);
const [saving, setSaving] = useState(false);
const [error, setError] = useState('');
useEffect(() => {
fetch('/api/vest/session', { cache: 'no-store' })
.then((r) => r.json())
.then((d: { sessions?: { primaryAddr: string }[] }) => setSeen([...new Set((d.sessions ?? []).map((x) => x.primaryAddr))]))
.catch(() => setSeen([]));
}, []);
async function save(address: string) {
setSaving(true);
setError('');
try {
const res = await fetch(`/api/firms/${firm.id}/credentials`, {
method: 'PUT',
headers: { 'Content-Type': 'application/json' },
body: JSON.stringify({ apiKey: address.trim() }),
});
if (!res.ok) throw new Error((await res.json().catch(() => ({}))).error ?? 'Failed');
setWallet('');
onSaved();
} catch (err) {
setError(err instanceof Error ? err.message : 'Failed');
} finally {
setSaving(false);
}
}
const valid = /^0x[0-9a-fA-F]{40}$/.test(wallet.trim());
return (
<div className="flex items-center gap-1.5" onClick={(e) => e.stopPropagation()}>
{seen.map((address) => (
<button
key={address}
onClick={() => void save(address)}
disabled={saving}
title="The wallet of the Vest tab signed in on this machine"
className="px-2 py-1 bg-emerald-100 hover:bg-emerald-200 disabled:opacity-50 text-emerald-800 text-xs font-mono rounded-md"
>
Use {address.slice(0, 6)}…{address.slice(-4)}
</button>
))}
<input
className="border border-slate-200 rounded-md px-2 py-1 text-xs bg-white focus:outline-none focus:ring-1 focus:ring-blue-400 w-72 font-mono"
placeholder={seen.length > 0 ? 'or another wallet 0x…' : 'Vest wallet 0x… (sign in to Vest in Chrome first)'}
value={wallet}
onChange={(e) => setWallet(e.target.value)}
onKeyDown={(e) => { if (e.key === 'Enter' && valid) void save(wallet); }}
/>
<button
onClick={() => void save(wallet)}
disabled={saving || !valid}
className="px-2.5 py-1 bg-blue-100 hover:bg-blue-200 disabled:opacity-50 text-blue-700 text-xs font-semibold rounded-md transition-colors"
>
{saving ? '…' : 'Save'}
</button>
{error && <span className="text-xs text-red-500">{error}</span>}
</div>
);
}
function LoginForm({ firm, onSaved }: { firm: FirmConfig; onSaved: () => void }) {
const isTopstepX = firm.platform === 'topstepx';
const [username, setUsername] = useState('');
const [password, setPassword] = useState('');
@@ -503,7 +578,7 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
<td className="px-4 py-3.5">
<div className="flex items-center gap-2.5">
<span className="font-bold text-sm text-slate-800">{firm.firm}</span>
{firm.platform !== 'dxtrade' && tradeSymbol !== 'Auto' && !firm.instruments?.includes(tradeSymbol) && (
{firm.platform !== 'dxtrade' && firm.platform !== 'vest' && tradeSymbol !== 'Auto' && !firm.instruments?.includes(tradeSymbol) && (
<span className="text-xs bg-red-100 text-red-700 px-1.5 py-0.5 rounded font-semibold" title="Not on this firm's instrument list (master Firms page) — it sits this symbol out">
{tradeSymbol} not listed
</span>
@@ -518,6 +593,11 @@ function FirmRows({ state, firm, hideDead, privacy, sortKey, sortDir, tradeSymbo
DXtrade
</span>
)}
{firm.platform === 'vest' && (
<span className="text-xs bg-violet-100 text-violet-700 px-1.5 py-0.5 rounded font-semibold" title="Trades through the session the extension relays from a signed-in Vest tab">
Vest
</span>
)}
{firm.platform === 'topstepx' && hasCredentials && !firm.username && (
<span
className="text-xs bg-amber-100 text-amber-700 px-1.5 py-0.5 rounded font-semibold"