Vest: stops reserve 0.02% of the position for slippage, not 0.1%

A platform may now state its own stop slippage share
(PlatformClient.stopSlippageFraction); the daily-loss reserve is the
larger of 10% of the limit and that share of the position. Vest's 9
measured stop-outs filled 0.9 points past the trigger on average and
2.25 at worst, against the ~30 points 0.1% held back. On a $1,400 day
with ~$495k of NDX the stop goes from ~$880 to ~$1,230, and the leg
sizes up for the same hold. Sizing, the placed stop, the dashboard's
next stop and the reset guard all use it; other platforms keep 0.1%.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 11:34:27 -05:00
co-authored by Claude Opus 5.5
parent f0c1569d96
commit beddbdcf6c
11 changed files with 75 additions and 18 deletions
+6 -6
View File
@@ -1,9 +1,9 @@
/**
* The hold this machine sizes DXtrade legs for. Every person's machine would
* otherwise size a like account in a like state to the same position as
* everyone else's; each person's own draw (personHoldHours) puts their sizes
* within ±PERSON_SIZE_SPREAD of the plan instead, the same for all of their
* accounts and new each trade date.
* The hold this machine sizes DXtrade and Vest legs for. Every person's
* machine would otherwise size a like account in a like state to the same
* position as everyone else's; each person's own draw (personHoldHours) puts
* their sizes within ±PERSON_SIZE_SPREAD of the plan instead, the same for
* all of their accounts and new each trade date.
*/
import { getSetting } from './db';
@@ -15,7 +15,7 @@ function personKey(): string {
return getSetting('instance_id') || getSetting('instance_name') || '';
}
/** The hold a DXtrade firm's legs are sized for on this machine today. */
/** The hold a DXtrade or Vest firm's legs are sized for on this machine today. */
export function sizingHoldHours(
firm: { targetHoldHours?: number } | null | undefined,
tradeDate: string = currentTradeDateCT(),