Vest: no leg opens into a market close, and accounts plan on Vest's day
Market close: a Vest entry now needs its symbol's market to stay open for RESET_CLEAR_HOLDS holds of the leg (clearsClose), the clearance the 8 PM ET reset already gets: at the target hold, and at the leg's sized hold when a leverage cap stretches it. That covers the weekly close and the daily maintenance hour as Vest's market-hours periods list them. Before a closure that runs past an 8 PM ET reset (the weekend, a holiday: longClosure), the bot's own legs still open in the last 5 minutes are closed at market, loudly; a position the bot didn't open is named in the log and left alone. Vest's day: Vest accounts are planned, and their legs and entries counted, on Vest's day (20:00 ET) instead of the Central date (tradeDateFor, PlatformClient.tradeDate). Between 5 PM CT and the reset the Central date counted the open Vest day as a prior day and as today's realized P&L both ($3,000 to go, $800 made: $2,050 left, not $1,900) and started the leg count over. Other platforms keep the Central date. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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co-authored by
Claude Opus 5.5
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ec3e6ea388
+29
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@@ -540,7 +540,19 @@ export function hourlyVolatility(klines: unknown[]): number | null {
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*/
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export function marketOpen(periods: unknown, now: number): { open: boolean; closesAt: number | null } {
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if (!Array.isArray(periods) || periods.length === 0) return { open: true, closesAt: null };
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const list = periods.flatMap((p) => {
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const list = hoursPeriods(periods);
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const i = list.findIndex((p) => p.from <= now && now < p.to);
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if (i < 0 || !list[i].open) return { open: false, closesAt: null };
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// Consecutive open periods (overnight → pre-market → regular …) are one stretch.
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let end = list[i].to;
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for (let j = i + 1; j < list.length && list[j].open && list[j].from <= end + 1; j++) end = list[j].to;
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return { open: true, closesAt: end };
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}
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/** The market-hours periods, read and in order; open = trading, with no
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* closure (see marketOpen). */
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function hoursPeriods(periods: unknown[]): { from: number; to: number; open: boolean }[] {
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return periods.flatMap((p) => {
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const r = p as {
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fromMs?: unknown; toMs?: unknown;
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state?: { tradingStatus?: unknown; closure?: unknown; price?: { allow?: unknown } };
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@@ -553,10 +565,20 @@ export function marketOpen(periods: unknown, now: number): { open: boolean; clos
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&& (closure === undefined || closure === 'unspecified');
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return [{ from, to, open }];
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}).sort((a, b) => a.from - b.from);
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const i = list.findIndex((p) => p.from <= now && now < p.to);
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if (i < 0 || !list[i].open) return { open: false, closesAt: null };
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// Consecutive open periods (overnight → pre-market → regular …) are one stretch.
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let end = list[i].to;
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for (let j = i + 1; j < list.length && list[j].open && list[j].from <= end + 1; j++) end = list[j].to;
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return { open: true, closesAt: end };
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}
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/**
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* Whether the closure that starts at `closesAt` (marketOpen's) keeps the
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* market shut across one of Vest's 8 PM ET resets — a weekend, a holiday —
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* or for as far as the periods go. A position held into it can't be exited
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* or fitted to that reset until the market reopens, and meets the reopen's
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* gap with its stop; the daily maintenance hour reopens before the reset.
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* A close the periods don't show (they just end there) isn't one.
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*/
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export function longClosure(periods: unknown, closesAt: number): boolean {
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if (!Array.isArray(periods)) return false;
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const list = hoursPeriods(periods);
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if (!list.some((p) => p.to > closesAt)) return false;
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const reopensAt = list.find((p) => p.open && p.from >= closesAt)?.from;
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return reopensAt === undefined || nextVestResetMs(closesAt) < reopensAt;
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}
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