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>
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Claude Opus 5.5
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@@ -101,6 +101,12 @@ export function nextVestResetMs(now: number): number {
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return NaN;
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}
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/** Vest's stopSlippageFraction: 0.02% of the position, about 6 NDX points.
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* Measured 2026-10-27 on 9 bot stop-outs (Me, $74k–$132k): fills 0.9 points
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* past the trigger on average, 2.25 at worst — the 0.1% default held back
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* about 30. The flat 10% of the limit still applies under it. */
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export const VEST_STOP_SLIPPAGE_FRACTION = 0.0002;
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/**
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* What to do with an open position before the daily reset so the reset can't
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* breach it. At 20:00 ET Vest captures the realized balance (collateral in,
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