Vest: report on Vest's day, and close a leg whose open came back unknown
The reporter and the dashboard take each firm's own trade date (tradeDateFor), as the engine does: between 5 PM CT and Vest's 8 PM ET reset the Central date counted the open Vest day as a prior day and as today's P&L both, and could report a pass the master keeps for good. The completion check's settle window now follows the client's own roll. An open whose outcome came back unknown is marked the bot's once a read shows the position it made, so the market-close guard closes it before a long closure; an unmarked leg is no longer logged as a hand trade. A symbol the close gate holds back stays on the candidate board for the dashboard and the report, and fireLeg holds each account's leg to the close at its own size, not just the batch lead's. check-vest-client.mjs drives the guard and the board with every gateway call answered locally. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
co-authored by
Claude Opus 5.5
Claude Opus 5.5
parent
ec3e6ea388
commit
ef15200e5e
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// Checks for the Vest client's own wiring (lib/vest-class.ts), past what its
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// pure helpers show: the market-close guard closing a leg whose open came back
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// unknown, and the candidate board keeping a symbol the close gate holds back.
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//
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// npm run check
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//
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// A scratch database, a fake clock, and every gateway call answered here —
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// nothing reaches Vest.
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import { after, test } from 'node:test';
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import assert from 'node:assert/strict';
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import { mkdtempSync, readFileSync, rmSync } from 'node:fs';
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import { tmpdir } from 'node:os';
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import { join } from 'node:path';
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import { fileURLToPath } from 'node:url';
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import { registerHooks, stripTypeScriptTypes } from 'node:module';
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// Resolve the extensionless local imports used by Next, without a build.
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function resolveTypes(specifier, context, nextResolve) {
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try {
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return nextResolve(specifier, context);
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} catch (err) {
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if (err.code !== 'ERR_MODULE_NOT_FOUND' || !specifier.startsWith('.')) throw err;
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return nextResolve(`${specifier}.ts`, context);
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}
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}
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// The client's classes use parameter properties, which plain type
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// stripping refuses: transform them instead.
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function loadTypes(url, context, nextLoad) {
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if (!url.startsWith('file:') || !url.endsWith('.ts')) return nextLoad(url, context);
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const source = stripTypeScriptTypes(readFileSync(fileURLToPath(url), 'utf8'), { mode: 'transform' });
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return { format: 'module', source, shortCircuit: true };
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}
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registerHooks({ resolve: resolveTypes, load: loadTypes });
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const directory = mkdtempSync(join(tmpdir(), 'autofirmer-vest-client-'));
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process.env.AUTOFIRMER_DB = join(directory, 'test.sqlite');
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delete process.env.NEXT_PHASE;
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after(() => rmSync(directory, { recursive: true, force: true }));
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// No request leaves this process: axios refuses every one, and each client's
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// gateway is a function in this file — from construction on, since the
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// constructor starts a sync.
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const { default: axios } = await import('../lib/http-client.ts');
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axios.defaults.adapter = (config) => Promise.reject(new Error(`no network in this test: ${config.method} ${config.url}`));
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const { VestClient } = await import('../lib/vest-class.ts');
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let gateway = null;
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VestClient.prototype.request = async function (bucket, method, path, opts = {}) {
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if (!gateway) throw new Error(`no gateway in this test: ${method} ${path}`);
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return gateway(method, path, opts);
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};
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const { putVestSession } = await import('../lib/vest-session.ts');
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const { botOpenedPositions } = await import('../lib/db.ts');
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const { vestDayOf, VEST_STATUS_ACTIVE } = await import('../lib/vest-helpers.ts');
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const { encodeContractName } = await import('../lib/dxtrade-helpers.ts');
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const iso = (s) => Date.parse(s);
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const WALLET = '0x7ce10771819f80130e204ddb5ca1522e48a9b451';
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// The clock the client reads (Date.now), set to an instant and running on.
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const realNow = Date.now;
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after(() => { Date.now = realNow; });
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let tokens = 0;
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function clockAt(when) {
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const start = realNow();
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const t0 = iso(when);
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Date.now = () => t0 + (realNow() - start);
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tokens += 1;
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assert.equal(putVestSession({ accessToken: `eyJ.test${tokens}.sig`, expiresAt: Date.now() + 3_600_000, primaryAddr: WALLET, userId: 'u' }), null);
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}
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// The week of NDX hours from check-vest.mjs: maintenance at 21:00 UTC
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// (17:00 ET) Thursday, the weekly close at 21:00 UTC Friday.
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const open = (from, to) => ({ fromMs: iso(from), toMs: iso(to), state: { session: 'overnight', closure: 'unspecified', tradingStatus: 'OPEN', price: { allow: true } } });
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const shut = (from, to, closure) => ({ fromMs: iso(from), toMs: iso(to), state: { session: 'unspecified', closure, tradingStatus: closure === 'weekly' ? 'CLOSE' : 'OPEN', price: { allow: closure !== 'weekly' } } });
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const week = [
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open('2026-10-28T22:00:00Z', '2026-10-29T21:00:00Z'),
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shut('2026-10-29T21:00:00Z', '2026-10-29T22:00:00Z', 'maintenance'),
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open('2026-10-29T22:00:00Z', '2026-10-30T21:00:00Z'),
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shut('2026-10-30T21:00:00Z', '2026-11-01T23:00:00Z', 'weekly'),
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open('2026-11-01T23:00:00Z', '2026-11-02T22:00:00Z'),
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];
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const spec = (symbol, assetId) => ({
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symbol, assetId, sizeDecimals: 3, priceDecimals: 2, tick: 0.01, takerFee: 0.0001, marginRate: 0.05, tradingStatus: 'TRADING', capitalTradingStatus: 'TRADING',
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});
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const specs = new Map([['NDX-USD', spec('NDX-USD', 7)], ['BTC-PERP', spec('BTC-PERP', 9)]]);
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/** A client with no sync running, its gateway answered by `answer`. */
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function testClient(answer) {
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gateway = null;
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const client = new VestClient({ firmId: 'vest-test', firmName: 'Vest test', wallet: WALLET }, async () => {});
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clearInterval(client.syncInterval);
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clearInterval(client.watchdogInterval);
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gateway = answer;
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client.specs = specs;
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client.symbolSpecs = async () => specs;
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client.marketHours = async (assetId) => (assetId === 7 ? week : []);
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client.accountList = [{ id: 1, name: 'V50K-F-D3-1', active: true }, { id: 2, name: 'V50K-F-D3-2', active: true }];
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client.uuidById.set(1, 'acc-1');
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client.uuidById.set(2, 'acc-2');
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client.capital.set(1, { status: VEST_STATUS_ACTIVE });
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client.capital.set(2, { status: VEST_STATUS_ACTIVE });
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return client;
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}
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test('the market-close guard closes a bot leg whose open came back unknown, not a hand trade', async () => {
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let positions = [];
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const closes = [];
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const client = testClient((method, path, opts) => {
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if (method === 'GET' && path === '/v3/positions/opened') return { data: { positions } };
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if (method === 'POST' && path === '/v3/positions/open') throw new Error('socket hang up');
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if (method === 'POST' && path === '/v3/positions/close') { closes.push({ account: opts.account, ...opts.body }); return { data: {} }; }
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throw new Error(`no gateway in this test: ${method} ${path}`);
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});
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try {
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// Friday 8:30 AM ET: the entry's send fails in transit, but it filled.
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clockAt('2026-10-30T12:30:00Z');
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await assert.rejects(client.sendOrder(1, encodeContractName('NDX-USD', 0.001), 500, 'Buy', 'Market'), /outcome unknown/);
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const raw = (positionId, accountId, openDate) => ({
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positionId, accountId, symbol: 'NDX-USD', side: 'LONG', quantity: '0.500', openPrice: '20000', collateral: '500', leverage: '20', openDate,
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stopLosses: [], takeProfits: [],
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});
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positions = [raw('9001', 'acc-1', iso('2026-10-30T12:30:01Z')), raw('9002', 'acc-2', iso('2026-10-30T11:00:00Z'))];
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client.positionsDetail.set(1, []);
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client.positionsDetail.set(2, [{ positionId: '9002', accountId: 'acc-2', symbol: 'NDX-USD', side: 'long', quantity: 0.5 }]);
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client.syncComplete = true;
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// 4:56 PM ET: four minutes to the weekly close.
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clockAt('2026-10-30T20:56:00Z');
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await client.guardClose();
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assert.deepEqual(closes, [{ account: 'acc-1', positionId: '9001', symbol: 'NDX-USD', orderType: 'market' }]);
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assert.deepEqual([...botOpenedPositions(['9001', '9002'])], ['9001']);
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// A close just sent isn't sent again while a read may not show it.
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await client.guardClose();
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assert.equal(closes.length, 1);
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} finally {
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client.disconnect();
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}
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});
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test('a symbol the close gate holds back stays on the board, and isn\'t picked', async () => {
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const client = testClient((method, path) => {
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throw new Error(`no gateway in this test: ${method} ${path}`);
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});
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client.refreshMarks = async () => {};
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client.volatility = async (symbols) => new Map(symbols.map((s) => [s, { vol: 0.004, candles: 168 }]));
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try {
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// Thursday 2 PM ET: NDX's maintenance hour is 3 h off, crypto never closes.
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clockAt('2026-10-29T18:00:00Z');
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for (const s of ['NDX-USD', 'BTC-PERP']) client.marks.set(s, { mark: s === 'NDX-USD' ? 20000 : 70000, at: Date.now() });
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const pick = await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
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assert.equal(pick.id, 'BTC-PERP');
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assert.equal(pick.closesAt, undefined);
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assert.deepEqual(client.lastCandidates.map((c) => c.id).sort(), ['BTC-PERP', 'NDX-USD']);
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const ndx = client.lastCandidates.find((c) => c.id === 'NDX-USD');
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assert.equal(ndx.closesAt, iso('2026-10-29T21:00:00Z'));
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// The survey keeps it up for the dashboard, though nothing is picked.
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assert.equal(await client.pickCandidate('survey', ['NDX-USD'], false), null);
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assert.deepEqual(client.lastCandidates.map((c) => c.id), ['NDX-USD']);
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// And the client's day is Vest's.
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assert.equal(client.tradeDate(iso('2026-10-27T22:30:00Z')), vestDayOf(iso('2026-10-27T22:30:00Z')));
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} finally {
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client.disconnect();
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}
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});
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