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
+5 -3
View File
@@ -259,7 +259,9 @@ const DXTRADE_SYMBOL = /^[A-Za-z0-9./_:-]{1,32}$/;
* specs for, or valid DXtrade symbols. Deduplicated, in order. */
export function sanitizeInstruments(platform: string, raw: unknown): string[] {
if (!Array.isArray(raw)) return [];
const futures = platform !== 'dxtrade';
// Notional platforms (DXtrade, Vest) list their own symbols. Spelled out
// here: this file has no imports (see master-protocol isNotionalPlatform).
const futures = platform !== 'dxtrade' && platform !== 'vest';
const out: string[] = [];
for (const value of raw) {
if (typeof value !== 'string') continue;
@@ -281,10 +283,10 @@ export function resolveAllowlist(
localEnabled: readonly string[],
): { roots: string[]; source: 'master' | 'legacy' } {
if (Array.isArray(firm.instruments)) return { roots: sanitizeInstruments(firm.platform, firm.instruments), source: 'master' };
if (firm.platform === 'dxtrade') {
if (firm.platform === 'dxtrade' || firm.platform === 'vest') {
const map = firm.symbolMap ?? {};
const keys = Object.keys(map).sort((a, b) => (a === '*' ? -1 : b === '*' ? 1 : a.localeCompare(b)));
return { roots: sanitizeInstruments('dxtrade', keys.flatMap((k) => (map[k] ?? []).map((c) => c.symbol))), source: 'legacy' };
return { roots: sanitizeInstruments(firm.platform, keys.flatMap((k) => (map[k] ?? []).map((c) => c.symbol))), source: 'legacy' };
}
const banned = new Set(firm.bannedSymbols ?? []);
return { roots: sanitizeInstruments(firm.platform, localEnabled.filter((r) => !banned.has(r))), source: 'legacy' };