Vest: only a long closure holds entries back; the maintenance hour is ridden

The close gate held every Vest entry within four holds of any close,
which with a 2 h hold meant no weekday entry from about 9 AM to 5 PM ET
for the one-hour maintenance break. That hour reopens before the reset,
as CME's daily break does for futures legs, so only a weekend or holiday
closure gates an entry now.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

lib/platform-client.ts

@@ -48,9 +48,10 @@ export interface PlatformContract {
     /** Margin posted per dollar of notional (0.2 = 5:1 leverage), where the
      *  broker says — caps a position at available funds ÷ this. */
     marginRate?: number;
-    /** When the instrument's market next closes (epoch ms), where the
+    /** When the instrument's market next closes for long (epoch ms; Vest: a
-     *  platform says: no leg starts that wouldn't be done by then
+     *  weekend or holiday, not the maintenance hour), where the platform
-     *  (clearsClose), each account's at its own size (fireLeg). */
+     *  says: no leg starts that wouldn't be done by then (clearsClose), each
+     *  account's at its own size (fireLeg). */
     closesAt?: number;
 }
 

lib/vest-class.ts

@@ -1625,10 +1625,11 @@ export class VestClient implements PlatformClient {
         if (known.length > 0) await this.refreshMarks(known);
         const vols = await this.volatility(known);
         const now = Date.now();
-        // A leg its symbol's market close (the weekend, the daily maintenance
+        // A leg a long closure (a weekend, a holiday) catches open can't be
-        // hour) catches open can't be exited until the market reopens, and
+        // exited until the market reopens, and meets the reopen's gap with
-        // meets the reopen's gap with its stop: none starts under
+        // its stop: none starts under RESET_CLEAR_HOLDS holds of one — the
-        // RESET_CLEAR_HOLDS holds of the close — the daily reset's clearance.
+        // daily reset's clearance. The daily maintenance hour reopens before
+        // the reset and is ridden, as futures legs ride CME's daily break.
         // Such a symbol stays on the board (the dashboard's candidates) but
         // isn't picked (legCloseNote); fireLeg holds each account's own leg
         // to it too.
@@ -1648,8 +1649,11 @@ export class VestClient implements PlatformClient {
             const mark = this.marks.get(symbol);
             const vol = vols.get(symbol);
             let hours: { open: boolean; closesAt: number | null };
+            let gateAt: number | null;
             try {
-                hours = marketOpen(await this.marketHours(spec.assetId), now);
+                const periods = await this.marketHours(spec.assetId);
+                hours = marketOpen(periods, now);
+                gateAt = hours.closesAt !== null && longClosure(periods, hours.closesAt) ? hours.closesAt : null;
             } catch (err) {
                 board.push({ symbol, score: null, note: `market hours unknown (${errorMessage(err)})` });
                 continue;
@@ -1673,7 +1677,7 @@ export class VestClient implements PlatformClient {
                 volatilityPerHour: vol?.vol ?? null,
             });
             if (score === null) { board.push({ symbol, score: null, note: 'no volatility' }); continue; }
-            const closing = legCloseNote(hours.closesAt, hold, now);
+            const closing = legCloseNote(gateAt, hold, now);
             board.push({
                 symbol,
                 score,
@@ -1692,7 +1696,7 @@ export class VestClient implements PlatformClient {
                     spreadFraction: spread,
                     minContracts: 1,
                     marginRate: spec.marginRate || undefined,
-                    closesAt: hours.closesAt ?? undefined,
+                    closesAt: gateAt ?? undefined,
                 },
             });
         }

scripts/check-vest-client.mjs

@@ -137,22 +137,31 @@ test('the market-close guard closes a bot leg whose open came back unknown, not
     }
 });
 
-test('a symbol the close gate holds back stays on the board, and isn\'t picked', async () => {
+test('a symbol the close gate holds back stays on the board, and isn\'t picked; the maintenance hour is ridden', async () => {
     const client = testClient((method, path) => {
         throw new Error(`no gateway in this test: ${method} ${path}`);
     });
     client.refreshMarks = async () => {};
     client.volatility = async (symbols) => new Map(symbols.map((s) => [s, { vol: 0.004, candles: 168 }]));
+    const marked = () => { for (const s of ['NDX-USD', 'BTC-PERP']) client.marks.set(s, { mark: s === 'NDX-USD' ? 20000 : 70000, at: Date.now() }); };
     try {
-        // Thursday 2 PM ET: NDX's maintenance hour is 3 h off, crypto never closes.
+        // Thursday 2 PM ET: NDX's maintenance hour is 3 h off, and reopens
+        // before the reset — no gate.
         clockAt('2026-10-29T18:00:00Z');
-        for (const s of ['NDX-USD', 'BTC-PERP']) client.marks.set(s, { mark: s === 'NDX-USD' ? 20000 : 70000, at: Date.now() });
+        marked();
+        await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
+        const thursday = client.lastCandidates.find((c) => c.id === 'NDX-USD');
+        assert.equal(thursday.closesAt, undefined);
+
+        // Friday 2 PM ET: the weekly close is 3 h off; crypto never closes.
+        clockAt('2026-10-30T18:00:00Z');
+        marked();
         const pick = await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
         assert.equal(pick.id, 'BTC-PERP');
         assert.equal(pick.closesAt, undefined);
         assert.deepEqual(client.lastCandidates.map((c) => c.id).sort(), ['BTC-PERP', 'NDX-USD']);
         const ndx = client.lastCandidates.find((c) => c.id === 'NDX-USD');
-        assert.equal(ndx.closesAt, iso('2026-10-29T21:00:00Z'));
+        assert.equal(ndx.closesAt, iso('2026-10-30T21:00:00Z'));
         // The survey keeps it up for the dashboard, though nothing is picked.
         assert.equal(await client.pickCandidate('survey', ['NDX-USD'], false), null);
         assert.deepEqual(client.lastCandidates.map((c) => c.id), ['NDX-USD']);