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
+2 -1
View File
@@ -16,6 +16,7 @@ import { currentTradeDateCT } from './trading-logic';
import { rootOfContract } from './contract-resolver';
import { errorMessage } from './platform-client';
import type { InstrumentCount, TradeMix } from './master-protocol';
import { isNotionalPlatform } from './master-protocol';
const TODAY_KEY = 'trade_mix_today';
const NAMES_KEY = 'trade_mix_contracts';
@@ -78,7 +79,7 @@ export function tradeMixFor(
const own = typeof client.contractRoots === 'function' ? (client.contractRoots() as Map<string, string>) : null;
for (const [id, root] of own ?? []) names.set(id, root);
for (const [id, instrument] of Object.entries(readJson<Record<string, string>>(NAMES_KEY) ?? {})) names.set(id, instrument);
const instrumentOf = (contractId: unknown): string => (firm.platform === 'dxtrade'
const instrumentOf = (contractId: unknown): string => (isNotionalPlatform(firm.platform)
? String(contractId).split('|')[0]
: names.get(String(contractId)) ?? rootOfContract(contractId as number | string) ?? `#${String(contractId)}`);