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
+407
View File
@@ -0,0 +1,407 @@
/**
* Pure helpers for the Vest client (lib/vest-class.ts) — parsing the gateway's
* answers, naming accounts, Vest's trading day, market hours, volatility.
*
* Only Node built-ins are imported, so scripts/check-vest.mjs loads this file
* directly (node --experimental-strip-types).
*/
import { createHash } from 'crypto';
/** A Vest login's primary wallet: 0x + 40 hex. The instance's saved Vest
* "credential" is this address — it says whose relayed session to trade. */
export function isVestWalletAddress(value: unknown): value is string {
return typeof value === 'string' && /^0x[0-9a-fA-F]{40}$/.test(value.trim());
}
/** Stable numeric id for a Vest account uuid, in the same range as DXtrade's
* (dxAccountId) but keyed apart, so every numeric account table keeps
* working. */
export function vestAccountId(uuid: string): number {
const digest = createHash('sha256').update(`vest|${uuid.toLowerCase()}`).digest();
return 2 ** 50 + digest.readUIntBE(0, 6) * 16 + (digest[6] >> 4);
}
/** A decimal string or number from the gateway → a number (undefined when
* missing or not a number). */
export function num(raw: unknown): number | undefined {
if (typeof raw === 'number') return Number.isFinite(raw) ? raw : undefined;
if (typeof raw !== 'string' || raw.trim() === '') return undefined;
const n = Number(raw);
return Number.isFinite(n) ? n : undefined;
}
/** Epoch ms from the gateway's epoch ms, epoch seconds or ISO strings; NaN
* when unreadable. */
export function toMs(raw: unknown): number {
if (typeof raw === 'number' && Number.isFinite(raw)) return raw < 1e11 ? raw * 1000 : raw;
if (typeof raw === 'string' && raw.trim() !== '') {
const n = Number(raw);
if (Number.isFinite(n)) return n < 1e11 ? n * 1000 : n;
const t = Date.parse(raw);
return Number.isFinite(t) ? t : NaN;
}
return NaN;
}
/** `value` on a decimal grid, as the gateway wants it: a plain string with at
* most `decimals` places, trailing zeros trimmed (never exponent notation). */
export function formatDecimal(value: number, decimals: number): string {
const d = Math.max(0, Math.min(18, Math.floor(decimals)));
const fixed = value.toFixed(d);
return d > 0 ? fixed.replace(/\.?0+$/, '') || '0' : fixed;
}
// ── Vest's trading day ──────────────────────────────────────────────────────
const ET_PARTS = new Intl.DateTimeFormat('en-US', {
timeZone: 'America/New_York', hourCycle: 'h23',
year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit',
});
/** Vest's daily reset hour, America/New_York (its docs: 20:00 ET). */
export const VEST_RESET_HOUR_ET = 20;
/**
* The trading day a moment belongs to, YYYY-MM-DD. Vest's day runs 20:00 ET
* to 20:00 ET and is named for the date it ends on, like the CME session
* that opens the evening before — so 21:00 ET on the 26th is the 27th's day.
*/
export function vestDayOf(ms: number): string {
const parts = Object.fromEntries(ET_PARTS.formatToParts(new Date(ms)).map((p) => [p.type, p.value]));
const date = `${parts.year}-${parts.month}-${parts.day}`;
if (Number(parts.hour) < VEST_RESET_HOUR_ET) return date;
const next = new Date(`${date}T12:00:00Z`);
next.setUTCDate(next.getUTCDate() + 1);
return next.toISOString().slice(0, 10);
}
/** The last 20:00 ET at or before `now`, epoch ms. 20:00 ET is 00:00 UTC
* in summer and 01:00 UTC in winter; whichever of those hours, on this or
* an earlier UTC day, reads as 20:00 in New York is the boundary. */
export function lastVestResetMs(now: number): number {
const day = Date.UTC(new Date(now).getUTCFullYear(), new Date(now).getUTCMonth(), new Date(now).getUTCDate());
for (let back = 0; back <= 2; back++) {
for (const hour of [1, 0]) {
const t = day - back * 86_400_000 + hour * 3_600_000;
if (t > now) continue;
const parts = Object.fromEntries(ET_PARTS.formatToParts(new Date(t)).map((p) => [p.type, p.value]));
if (Number(parts.hour) === VEST_RESET_HOUR_ET) return t;
}
}
return NaN;
}
// ── accounts ────────────────────────────────────────────────────────────────
export interface VestCapitalAccount {
id: string;
planId: string;
planName: string;
/** 'eval' | 'instant_funded' | … as the gateway names the product. */
productType: string;
/** 1-based stage; stages[stage-1] is the current one. */
stage: number;
stepsTotal: number;
/** The current stage: 'eval' or 'funded'. */
kind: string;
status: number;
attemptIndex: number;
initialCapital: number;
/** The current stage's profit target in dollars (0 = none). */
profitTarget: number;
targetEquity: number | undefined;
maxDrawdownLimit: number | undefined;
maxDailyLossPct: number;
dailyResetBalance: number | undefined;
dailyLossFloor: number | undefined;
dailyResetAt: number;
activatedAt: number;
createdAt: number;
}
/** One entry of GET /v3/capital/accounts/active; null when it isn't one. */
export function parseCapitalAccount(raw: unknown): VestCapitalAccount | null {
const a = raw as Record<string, unknown>;
if (!a || typeof a.id !== 'string') return null;
const stages = Array.isArray(a.stages) ? (a.stages as Record<string, unknown>[]) : [];
const stage = num(a.stage) ?? 1;
const current = stages.find((s) => num(s.ordinal) === stage) ?? stages[stage - 1] ?? {};
return {
id: a.id,
planId: typeof a.plan_id === 'string' ? a.plan_id : '',
planName: typeof a.plan_name === 'string' ? a.plan_name : '',
productType: typeof a.plan_product_type === 'string' ? a.plan_product_type : '',
stage,
stepsTotal: num(a.steps_total) ?? 0,
kind: typeof current.kind === 'string' ? current.kind : '',
status: num(a.status) ?? -1,
attemptIndex: num(a.attempt_index) ?? 0,
initialCapital: num(a.initial_capital) ?? 0,
profitTarget: num(current.profit_target) ?? 0,
targetEquity: num(a.target_equity),
maxDrawdownLimit: num(a.max_drawdown_limit),
maxDailyLossPct: num(a.max_daily_loss_pct) ?? 0,
dailyResetBalance: num(a.daily_reset_balance),
dailyLossFloor: num(a.daily_loss_floor),
dailyResetAt: toMs(a.daily_reset_at),
activatedAt: toMs(a.activated_at),
createdAt: toMs(a.created_at),
};
}
/** The capital account status every listed live account showed (2026-10-26).
* Anything else is treated as unable to trade until seen and named. */
export const VEST_STATUS_ACTIVE = 2;
const pct = (fraction: number) => Math.round(fraction * 1000) / 10;
/**
* What the dashboard calls the account and what account-type prefixes match
* against. Vest itself only says "Account 34", so the name carries the rules
* that tell its types apart:
* V50K-E-D3-T10-34 evaluation, $50k, 3% daily loss, 10% target, attempt 34
* V50K-F-D3-34 the funded stage of an evaluation account
* V25K-I-7 instant funded (no daily loss limit, no target)
* D0 = no daily loss limit. The target is the current stage's (a 2-Step's
* second stage reads T5).
*/
export function vestAccountName(a: VestCapitalAccount): string {
const size = a.initialCapital >= 1000 ? `${+(a.initialCapital / 1000).toFixed(1)}K` : `${Math.round(a.initialCapital)}`;
const dll = `D${pct(a.maxDailyLossPct)}`;
if (/instant/i.test(a.productType)) return `V${size}-I-${a.attemptIndex}`;
if (a.kind === 'funded') return `V${size}-F-${dll}-${a.attemptIndex}`;
const target = a.initialCapital > 0 && a.profitTarget > 0 ? `-T${pct(a.profitTarget / a.initialCapital)}` : '';
return `V${size}-E-${dll}${target}-${a.attemptIndex}`;
}
// ── positions and orders ────────────────────────────────────────────────────
export interface VestLeg {
id: string;
triggerPrice: number;
executionType: string;
status: string;
}
export interface VestPosition {
positionId: string;
accountId: string;
symbol: string;
side: 'long' | 'short';
quantity: number;
openPrice: number;
/** Margin the position holds out of the free balance. */
collateral: number;
leverage: number;
openedAt: number;
stopLosses: VestLeg[];
takeProfits: VestLeg[];
}
function parseLegs(raw: unknown): VestLeg[] {
if (!Array.isArray(raw)) return [];
return raw.flatMap((l) => {
const leg = l as Record<string, unknown>;
const trigger = num(leg?.triggerPrice);
if (typeof leg?.id !== 'string' || trigger === undefined) return [];
return [{ id: leg.id, triggerPrice: trigger, executionType: String(leg.executionType ?? ''), status: String(leg.status ?? '') }];
});
}
/** One entry of GET /v3/positions/opened; null when it isn't an open one. */
export function parsePosition(raw: unknown): VestPosition | null {
const p = raw as Record<string, unknown>;
const accountId = p?.accountId ?? p?.account_id;
if (!p || typeof p.positionId !== 'string' || typeof accountId !== 'string' || typeof p.symbol !== 'string') return null;
const quantity = Math.abs(num(p.quantity) ?? 0);
if (!(quantity > 0)) return null;
return {
positionId: p.positionId,
accountId,
symbol: p.symbol,
side: String(p.side).toLowerCase() === 'short' ? 'short' : 'long',
quantity,
openPrice: num(p.openPrice) ?? NaN,
collateral: num(p.collateral) ?? 0,
leverage: num(p.leverage) ?? 0,
openedAt: toMs(p.openDate ?? p.createdAt),
stopLosses: parseLegs(p.stopLosses),
takeProfits: parseLegs(p.takeProfits),
};
}
/** Exit legs still waiting to trigger. */
export function awaitingLegs(p: VestPosition): VestLeg[] {
return [...p.stopLosses, ...p.takeProfits].filter((l) => l.status === 'awaiting');
}
export interface VestOpenOrder {
orderId: string;
accountId: string;
positionId: string | undefined;
symbol: string;
createdAt: number;
}
/** One entry of GET /v3/positions/opened-orders (snake or camel case). */
export function parseOpenOrder(raw: unknown): VestOpenOrder | null {
const o = raw as Record<string, unknown>;
const orderId = o?.order_id ?? o?.orderId ?? o?.id;
const accountId = o?.account_id ?? o?.accountId;
if (typeof orderId !== 'string' || typeof accountId !== 'string') return null;
const positionId = o.position_id ?? o.positionId;
return {
orderId,
accountId,
positionId: typeof positionId === 'string' ? positionId : undefined,
symbol: String(o.symbol ?? ''),
createdAt: toMs(o.created_at ?? o.createdAt),
};
}
/** Unrealized P&L of a position at `mark`. */
export function unrealizedPnl(p: Pick<VestPosition, 'side' | 'quantity' | 'openPrice'>, mark: number): number {
if (!Number.isFinite(mark) || !Number.isFinite(p.openPrice)) return 0;
return (p.side === 'long' ? 1 : -1) * p.quantity * (mark - p.openPrice);
}
// ── transactions ────────────────────────────────────────────────────────────
/**
* The gateway's transaction types (its app's own enum, 2026-10-26). Trading
* P&L is fees, realized P&L, funding and the adjustments that come with them;
* funds are money moved in or out; the rest only moves margin between the
* free balance and positions, and leaves the account's total alone.
*/
export const VEST_TXN = {
DEPOSIT: 1, WITHDRAW: 2, OPEN_POSITION: 3, CLOSE_POSITION: 4, CORRECTION: 5, FILL_MARGIN: 6, MARGIN_RELEASE: 7,
FEE: 8, REALIZED_PNL: 9, FUNDING: 10, LEVERAGE_RESERVE: 11, LEVERAGE_RELEASE: 12, ADD_COLLATERAL: 13,
REMOVE_COLLATERAL: 14, ORDER_MARGIN_RESERVE: 15, ORDER_MARGIN_RELEASE: 16, LIQUIDATION_DEFICIT_COVERAGE: 17,
CORPORATE_ACTION_CASH_ADJUSTMENT: 18, FUNDED_PROFIT_CREDIT: 19, AFFILIATE_PAYOUT_CREDIT: 20, COMPENSATION: 22,
BALANCE_MIGRATION: 23,
} as const;
const TRADING_TXNS = new Set<number>([
VEST_TXN.CORRECTION, VEST_TXN.FEE, VEST_TXN.REALIZED_PNL, VEST_TXN.FUNDING,
VEST_TXN.LIQUIDATION_DEFICIT_COVERAGE, VEST_TXN.CORPORATE_ACTION_CASH_ADJUSTMENT,
]);
const FUND_TXNS = new Set<number>([
VEST_TXN.DEPOSIT, VEST_TXN.WITHDRAW, VEST_TXN.FUNDED_PROFIT_CREDIT, VEST_TXN.AFFILIATE_PAYOUT_CREDIT,
VEST_TXN.COMPENSATION, VEST_TXN.BALANCE_MIGRATION,
]);
export type VestTxnKind = 'trade' | 'fund' | 'margin';
export function txnKind(type: number): VestTxnKind {
if (TRADING_TXNS.has(type)) return 'trade';
if (FUND_TXNS.has(type)) return 'fund';
return 'margin';
}
export interface VestTxn {
/** action_id, else type|time|amount — what a page overlap dedupes on. */
key: string;
type: number;
kind: VestTxnKind;
/** Signed: what it did to the account's balance. */
amount: number;
time: number;
}
/** One entry of GET /v3/transactions; null when unreadable. A withdrawal is
* always negative and a deposit positive, whatever sign the gateway used. */
export function parseTxn(raw: unknown): VestTxn | null {
const t = raw as Record<string, unknown>;
const type = num(t?.transaction_type ?? t?.transactionType);
const amount = num(t?.amount);
const time = toMs(t?.created_at ?? t?.createdAt);
if (type === undefined || amount === undefined || !Number.isFinite(time)) return null;
const signed = type === VEST_TXN.WITHDRAW ? -Math.abs(amount) : type === VEST_TXN.DEPOSIT ? Math.abs(amount) : amount;
const action = t.action_id ?? t.actionId;
return {
key: typeof action === 'string' || typeof action === 'number' ? `${action}|${type}` : `${type}|${time}|${amount}`,
type,
kind: txnKind(type),
amount: signed,
time,
};
}
/** Daily trading P&L and fund rows by Vest day, from the account's
* transactions. */
export function bookTxns(txns: VestTxn[]): { daily: Map<string, { pnl: number; fees: number }>; funds: Map<string, number> } {
const daily = new Map<string, { pnl: number; fees: number }>();
const funds = new Map<string, number>();
for (const t of txns) {
const day = vestDayOf(t.time);
if (t.kind === 'fund') {
funds.set(day, (funds.get(day) ?? 0) + t.amount);
} else if (t.kind === 'trade') {
const e = daily.get(day) ?? { pnl: 0, fees: 0 };
e.pnl += t.amount;
if (t.type === VEST_TXN.FEE) e.fees += Math.abs(t.amount);
daily.set(day, e);
}
}
return { daily, funds };
}
// ── market data ─────────────────────────────────────────────────────────────
/** Fewest hourly returns a volatility is measured from. */
export const MIN_HOURLY_RETURNS = 24;
/**
* σ of log returns per √hour from hourly klines ([openTime, o, h, l, close, …],
* any order). Only returns between consecutive hours count: an index perp
* closes for weekends and the daily maintenance hour, and a return across
* such a gap is a gap, not an hour's move. null when too few are left.
*/
export function hourlyVolatility(klines: unknown[]): number | null {
const rows = klines.flatMap((k) => {
if (!Array.isArray(k)) return [];
const t = num(k[0]);
const close = num(k[4]);
return t !== undefined && close !== undefined && close > 0 ? [{ t: toMs(t), close }] : [];
}).sort((a, b) => a.t - b.t);
const returns: number[] = [];
for (let i = 1; i < rows.length; i++) {
if (Math.abs(rows[i].t - rows[i - 1].t - 3_600_000) > 60_000) continue;
returns.push(Math.log(rows[i].close / rows[i - 1].close));
}
if (returns.length < MIN_HOURLY_RETURNS) return null;
const mean = returns.reduce((s, r) => s + r, 0) / returns.length;
const variance = returns.reduce((s, r) => s + (r - mean) ** 2, 0) / (returns.length - 1);
return Math.sqrt(variance);
}
/**
* Whether the market-hours periods (GET /v4/market-hours/{assetId}) have the
* symbol open for trading at `now`, and for how long yet. A symbol with no
* periods at all (crypto: always open) reads as open with no end. A closure
* (weekly, the daily maintenance hour) counts as closed even where the
* gateway still says OPEN: no leg should start into one.
*/
export function marketOpen(periods: unknown, now: number): { open: boolean; closesAt: number | null } {
if (!Array.isArray(periods) || periods.length === 0) return { open: true, closesAt: null };
const list = periods.flatMap((p) => {
const r = p as {
fromMs?: unknown; toMs?: unknown;
state?: { tradingStatus?: unknown; closure?: unknown; price?: { allow?: unknown } };
};
const from = num(r?.fromMs);
const to = num(r?.toMs);
if (from === undefined || to === undefined) return [];
const closure = r.state?.closure;
const open = r.state?.tradingStatus === 'OPEN' && r.state?.price?.allow !== false
&& (closure === undefined || closure === 'unspecified');
return [{ from, to, open }];
}).sort((a, b) => a.from - b.from);
const i = list.findIndex((p) => p.from <= now && now < p.to);
if (i < 0 || !list[i].open) return { open: false, closesAt: null };
// Consecutive open periods (overnight → pre-market → regular …) are one stretch.
let end = list[i].to;
for (let j = i + 1; j < list.length && list[j].open && list[j].from <= end + 1; j++) end = list[j].to;
return { open: true, closesAt: end };
}