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>

lib/master-protocol.ts

@@ -409,13 +409,21 @@ export interface KeptAccountRules extends CatalogAccountType {
 
 /** Where a firm's accounts trade. A build only knows the platforms listed
  *  here; the catalog sync skips a firm on any other rather than guess. */
-export const FIRM_PLATFORMS = ['tradovate', 'topstepx', 'dxtrade'] as const;
+export const FIRM_PLATFORMS = ['tradovate', 'topstepx', 'dxtrade', 'vest'] as const;
 export type FirmPlatform = (typeof FIRM_PLATFORMS)[number];
 
 export function isFirmPlatform(value: unknown): value is FirmPlatform {
     return typeof value === 'string' && (FIRM_PLATFORMS as readonly string[]).includes(value);
 }
 
+/** Platforms whose firms trade their own symbols by notional (DXtrade's
+ *  CFDs, Vest's perps) rather than CME contracts: the firm's instrument list
+ *  is platform symbols, fees are a percent of notional, and each firm is a
+ *  scheduler lane of its own. */
+export function isNotionalPlatform(platform: string | undefined): boolean {
+    return platform === 'dxtrade' || platform === 'vest';
+}
+
 /** One symbol a DXTrade firm may trade for a CME root. Position size comes
  *  from volatility and the firm's target hold, and the commission is the
  *  firm's (an older master's notionalPerContract or per-symbol commissionPct