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
+10 -6
View File
@@ -17,7 +17,8 @@
* the two are not linked yet.)
*/
import { isFirmPlatform } from './master-protocol';
import { isFirmPlatform, isNotionalPlatform } from './master-protocol';
import { isVestWalletAddress } from './vest-helpers';
import { sanitizeInstruments, sanitizeInstrumentLimits, DEFAULT_MAX_ENTRY_SPREAD } from './instrument-specs';
import { normalizeAccountType } from './kept-rules';
import type {
@@ -170,7 +171,8 @@ export function getCatalogMeta(): {
}
/** Whether stored credentials are what the firm's platform logs in with — a
* TopstepX API key, or a username + password (Tradovate, DXTrade). */
* TopstepX API key, a username + password (Tradovate, DXTrade), or for Vest
* the login's wallet address (its session is relayed by the extension). */
export function hasPlatformCredentials(
platform: FirmPlatform,
creds: { username: string; password: string; apiKey: string } | null | undefined,
@@ -178,6 +180,7 @@ export function hasPlatformCredentials(
if (!creds) return false;
switch (platform) {
case 'topstepx': return !!creds.apiKey;
case 'vest': return isVestWalletAddress(creds.apiKey);
case 'tradovate':
case 'dxtrade': return !!creds.username && !!creds.password;
}
@@ -296,9 +299,10 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
warnUnknownPlatform(firm.id, firm.name, platform);
return;
}
// Percent commission and every-day trading are DXtrade settings;
// futures firms keep measured per-contract fees and the CME calendar.
const dx = platform === 'dxtrade';
// Percent commission and every-day trading are settings of the
// notional platforms (DXtrade, Vest); futures firms keep measured
// per-contract fees and the CME calendar.
const dx = isNotionalPlatform(platform);
const tradesEveryDay = dx && firm.tradesEveryDay === true;
if (!Array.isArray(firm.accountTypes)) throw new Error(`firm ${firm.name} is missing accountTypes`);
@@ -317,7 +321,7 @@ function validatePayload(raw: unknown): FirmCatalogPayload {
// The master's list when it sends one; absent from an older
// master, whose bannedSymbols / symbolMap then apply.
...(Array.isArray(firm.instruments) ? { instruments: sanitizeInstruments(platform, firm.instruments) } : {}),
...(platform !== 'dxtrade' ? { instrumentLimits: sanitizeInstrumentLimits(firm.instrumentLimits) } : {}),
...(!dx ? { instrumentLimits: sanitizeInstrumentLimits(firm.instrumentLimits) } : {}),
bannedSymbols: Array.isArray(firm.bannedSymbols) ? (firm.bannedSymbols as string[]) : [],
accountTypes,
...(keptAccountRules ? { keptAccountRules } : {}),