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>

lib/platform-client.ts

@@ -74,6 +74,11 @@ export interface PlatformClient {
     fundTransactions: { [accountId: number]: { date: string; amount: number }[] };
     priorProfit: { [accountId: number]: number };
     autoLiqThresholds: { [accountId: number]: number };
+    /** Share of a position's notional a stop may fill past its price — the
+     *  part of the daily-loss reserve that grows with size (dllReserve).
+     *  Only where this platform's stops are measured to fill closer than
+     *  DLL_SLIPPAGE_FRACTION, the default. */
+    stopSlippageFraction?: number;
 
     fetchDaysComplete: boolean;
     syncComplete: boolean;