Vest: a split day's next leg gives back the day's gain plus the limit

On a split day the next Vest leg's daily-loss room now adds the day's gain
still in the account to the bot's limit (floorRoom's `gain`), never past
Vest's own floor, and the leg sizes up for the same target hold (Dingo's
next eval leg: $455k -> $842k at 1.5 h, win 28% -> 56%). Other platforms
are unchanged: dllRoom still never widens on a green day.

The gain only widens a leg all but sure to close before Vest's 8 PM ET
reset (resetClearStop, held to the shortest leg the day may carve), and
none of a hand claim's profit counts. The last-stand margin is measured
against the limit, so a green day can't drop a leg's stop.

Around the reset: no new Vest position opens in the last 7 minutes, and
the guard re-fits every 15 s on fresh positions instead of one pass. An
account's positions share the next-day room (stops first, least at risk
first; locked-in profit counts), a hand-moved stop is fitted again, and a
close or profit-side stop that doesn't take is retried or closed.

The dashboard's next stop now reserves for the leg's notional, as fireLeg
does, so DXtrade labels read smaller (display only).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

lib/auto-trade.ts

@@ -18,7 +18,7 @@ import {
     BIG_DAY_THRESHOLD, LEG_COMPLETION_EPSILON, MAX_LEGS_PER_DAY,
     FALLBACK_COMMISSION_PER_CONTRACT, MAX_COMMISSION_PER_CONTRACT, DLL_MIN_STOP,
     CME_EVENING_OPEN_MIN, foldReason, withinFirmCaps,
-    fundRowsKey, markFinishedCycle, unbookedPayoutDrop, machineSide, stageInputsFor, floorRoom,
+    fundRowsKey, markFinishedCycle, unbookedPayoutDrop, machineSide, stageInputsFor, floorRoom, shortestNextLeg,
     type DayPlan, type FinishedCycleMark,
 } from './trading-logic';
 import { getSetting, setSetting, loadAccountMeta, saveAccountMeta } from './db';
@@ -621,7 +621,7 @@ function dailyLossGate(
     cfg: { maxPositionSize: number; firmId: string },
     cash: { amount: number; realizedPnL: number },
     combinedRealized: number,
-    remainingToday: number,
+    plan: { remainingToday: number; splitAllowed: boolean },
     singleContract: boolean,
 ): { room: number } | { reason: string } {
     if (!(dll > 0)) return { room: Infinity };
@@ -634,6 +634,7 @@ function dailyLossGate(
         room = floorRoom({
             dailyLossLimit: dll, closedBalance: cash.amount, floor,
             realizedToday: Math.min(cash.realizedPnL, combinedRealized),
+            gain: client.dayGainForRoom?.(accountId, { leg: shortestNextLeg(plan), limit: dll }) ?? 0,
         });
     } else {
         const dayStart: number | null | undefined = client.dayStartBalance?.(accountId);
@@ -651,7 +652,7 @@ function dailyLossGate(
     // could use. Percent-fee firms size by notional, which isn't known
     // here — fireLeg re-checks with the real size before any entry.
     const contractsBound = singleContract ? 1
-        : Math.min(Math.max(1, Math.ceil(remainingToday / 1000)), cfg.maxPositionSize > 0 ? cfg.maxPositionSize : Infinity);
+        : Math.min(Math.max(1, Math.ceil(plan.remainingToday / 1000)), cfg.maxPositionSize > 0 ? cfg.maxPositionSize : Infinity);
     const percentFees = (getCachedFirm(cfg.firmId)?.commissionPct ?? 0) > 0;
     const feeEstimate = percentFees ? 0 : 2 * FALLBACK_COMMISSION_PER_CONTRACT * contractsBound;
     if (!dllViable(room, dll, feeEstimate)) {
@@ -837,7 +838,7 @@ function evaluateAccountForTrade(client: any, acc: { id: number; name: string; a
     // (day done, challenge complete, leg cap) win. A daily-loss stop-out
     // leaves about the reserve plus fees, which is below what a trade needs —
     // so a stop-out benches the account for the rest of the day by itself.
-    const gate = dailyLossGate(client, acc.id, effective.dailyLossLimit, cfg, cash, combined.realizedPnL, plan.remainingToday, isExtraDay || effective.drain);
+    const gate = dailyLossGate(client, acc.id, effective.dailyLossLimit, cfg, cash, combined.realizedPnL, plan, isExtraDay || effective.drain);
     if ('reason' in gate) return { ...evaluated, eligible: false, reason: gate.reason };
     if (Number.isFinite(gate.room)) return { ...evaluated, eligible: true, reason: '', dllRoom: gate.room };
 
@@ -1868,7 +1869,7 @@ export async function fireManualLeg(accountId: number, action: 'Buy' | 'Sell' |
         // The once-a-day return comes before the daily-loss check: run it here.
         let room = ev.dllRoom;
         if (!ev.eligible) {
-            const gate = dailyLossGate(client, acc.id, ev.dll, cfg, ev.cash, ev.cash.realizedPnL, ev.plan.remainingToday, ev.drain);
+            const gate = dailyLossGate(client, acc.id, ev.dll, cfg, ev.cash, ev.cash.realizedPnL, ev.plan, ev.drain);
             if ('reason' in gate) throw new Error(gate.reason);
             room = gate.room;
         }

lib/leg-estimate.ts

@@ -11,7 +11,7 @@ import type { PlatformContract } from './platform-client';
 import type { SymbolStats } from './master-protocol';
 import {
     combineCmeSessions, computeDayPlan, resolveEffectiveConfig, obfuscationStopDollars, dllRoom as computeDllRoom,
-    planLegSize, rankForTarget, maxLossRoom, lastStand, dllStopDollars, stageInputsFor, floorRoom,
+    planLegSize, rankForTarget, maxLossRoom, lastStand, dllStopDollars, stageInputsFor, floorRoom, shortestNextLeg,
     FALLBACK_COMMISSION_PER_CONTRACT,
 } from './trading-logic';
 
@@ -27,6 +27,8 @@ export function dayLossRoom(
     dll: number,
     cash: { amount: number; realizedPnL: number },
     combinedRealized: number,
+    /** The shortest take-profit the next leg may have (shortestNextLeg). */
+    nextLeg: number,
 ): number | null {
     if (!(dll > 0)) return null;
     const floor: number | null | undefined = client.dailyLossFloor?.(accountId);
@@ -35,6 +37,7 @@ export function dayLossRoom(
         return floorRoom({
             dailyLossLimit: dll, closedBalance: cash.amount, floor,
             realizedToday: Math.min(cash.realizedPnL, combinedRealized),
+            gain: client.dayGainForRoom?.(accountId, { leg: nextLeg, limit: dll }) ?? 0,
         });
     }
     const dayStart = client.dayStartBalance?.(accountId);
@@ -143,7 +146,7 @@ function accountPlan(
     );
     if (!plan) return null;
     const dll = effective.dailyLossLimit;
-    const room = dayLossRoom(client, acc.id, dll, cash, combined.realizedPnL);
+    const room = dayLossRoom(client, acc.id, dll, cash, combined.realizedPnL, shortestNextLeg(plan));
     const obfuscation = obfuscationStopDollars(cfg, combined.dailyPnL, plan, combined.tradeDate, plan.remainingToday);
     return { cfg, cash, plan, dll, room, obfuscation };
 }

lib/platform-client.ts

@@ -125,12 +125,21 @@ export interface PlatformClient {
      * The equity the account may not fall below today, where the platform
      * states its daily-loss floor itself and moves it with the day's
      * transfers (Vest: reset balance × (1 − rate), lowered by a payout). The
-     * engine's room is then min(the stage's limit, balance − floor), so a
+     * engine's room is then what's left of the stage's limit (widened by
+     * dayGainForRoom), never more than balance − floor (floorRoom), so a
      * same-day payout that lowers the floor frees room to trade again. null =
      * the platform has one but it isn't known yet (hold); undefined = none
      * here (the engine falls back to dayStartBalance / realized P&L).
      */
     dailyLossFloor?(accountId: number): number | null | undefined;
+    /**
+     * With dailyLossFloor: how much of the day's gain a leg starting now, its
+     * take-profit `leg` away and its room `limit` before any gain, may add to
+     * its daily-loss room (floorRoom's `gain`) — the gain still in the account
+     * since the day's base, no more than keeps the leg all but sure to close
+     * before the platform's daily reset (resetClearStop).
+     */
+    dayGainForRoom?(accountId: number, o: { leg: number; limit: number }): number;
     /** Payouts made since the firm's last daily reset — what picks the stage
      *  of an account type whose stages reset each day. */
     sameDayClaims?(accountId: number): number;

lib/trading-logic.ts

@@ -1339,17 +1339,6 @@ export function dllReserve(dailyLossLimit: number, notional = 0): number {
  *  anything tighter just spends the day's room on fees. */
 export const DLL_MIN_STOP = 50;
 
-/**
- * How much the firm's day may still lose before a hard daily-loss breach.
- * Infinity when the account type has no limit.
- *
- * The day's P&L is the closed balance against the platform's snapshot at the
- * firm's daily reset when the client knows it (DXTrade: 22:00 UTC), else the
- * broker's realized P&L for the session. Only a red day counts: a green day
- * does NOT widen the room past the limit, because a position still open at
- * the next reset has its whole move counted against the NEW day — room
- * borrowed from today's profit would be a breach tomorrow.
- */
 /** The stage inputs for one account: the type's daily loss limit, and for a
  *  type whose stages reset each day, the client's count of today's payouts. */
 export function stageInputsFor(
@@ -1365,6 +1354,37 @@ export function stageInputsFor(
     };
 }
 
+/** A leg is given this many of its target holds to be done before a daily
+ *  reset counts its open loss against the next day: under a fair walk, a leg
+ *  whose take-profit and stop are within 2:1 is still open after four holds
+ *  about 1–1.5% of the time, and the reset guard fits those. */
+export const RESET_CLEAR_HOLDS = 4;
+
+/** The shortest take-profit the plan's next leg may have — what
+ *  resetClearStop is held to: a split day can carve a leg as small as
+ *  MIN_LEG (pickLegAmount), else the leg is all that remains. */
+export function shortestNextLeg(plan: { remainingToday: number; splitAllowed: boolean }): number {
+    return plan.splitAllowed ? Math.min(plan.remainingToday, MIN_LEG) : plan.remainingToday;
+}
+
+/**
+ * The widest stop a leg whose take-profit is `leg` away may carry and still
+ * be all but surely closed by a daily reset `resetInMs` away; 0 when the
+ * reset is under RESET_CLEAR_HOLDS holds off. The walk's exit time has a
+ * tail that decays as e^(−π²·t/(2g·hold)), g = (A+B)²/(A·B): a lopsided leg
+ * (a $5,000 stop on a $500 take-profit) lingers far longer than its hold. So
+ * the leg may be as lopsided as k = holds-to-reset ÷ RESET_CLEAR_HOLDS times
+ * the 2:1 shape (g = 4.5) allows — g ≤ 4.5k — which keeps its chance of
+ * still being open at the reset what a 2:1 leg's is at four holds.
+ */
+export function resetClearStop(o: { leg: number; resetInMs: number; holdHours: number }): number {
+    if (!(o.leg > 0) || !(o.holdHours > 0) || !Number.isFinite(o.resetInMs)) return 0;
+    const k = o.resetInMs / (RESET_CLEAR_HOLDS * o.holdHours * 3_600_000);
+    if (k < 1) return 0;
+    const c = 4.5 * k - 2;
+    return (o.leg * (c + Math.sqrt(c * c - 4))) / 2;
+}
+
 /**
  * dllRoom where the platform states its daily-loss floor itself (Vest: the
  * equity the account may not fall below today, already moved by the day's
@@ -1373,6 +1393,14 @@ export function stageInputsFor(
  * limit set below the firm's (Vest's 3% is $1,500; the bot's day stops at
  * $1,229) would let a day that already lost $1,111 trade the $389 Vest still
  * allows. Infinity when there is no limit.
+ *
+ * `gain` widens it: on a split day the next leg may give back what the
+ * earlier legs made, plus the limit — a $1,400 day up $2,604 gets $4,004 —
+ * as Vest's own floor does. The client says how much (dayGainForRoom): the
+ * gain still in the account, no more than keeps the leg all but sure to be
+ * closed by the reset (resetClearStop) — a leg still open there has all of
+ * its loss counted against the next day. Never more than the day's realized
+ * gain either way.
  */
 export function floorRoom(o: {
     dailyLossLimit: number;
@@ -1381,11 +1409,25 @@ export function floorRoom(o: {
     /** The day's realized P&L since its base (Vest: since this client's
      *  latest claim today, else since the reset). */
     realizedToday: number;
+    /** What of the day's gain the room may grow by; 0 (default) = none. */
+    gain?: number;
 }): number {
     if (!(o.dailyLossLimit > 0)) return Infinity;
-    return round2(Math.min(o.dailyLossLimit + Math.min(0, o.realizedToday), o.closedBalance - o.floor));
+    const widen = Math.min(Math.max(0, o.realizedToday), Math.max(0, o.gain ?? 0));
+    return round2(Math.min(o.dailyLossLimit + Math.min(0, o.realizedToday) + widen, o.closedBalance - o.floor));
 }
 
+/**
+ * How much the firm's day may still lose before a hard daily-loss breach.
+ * Infinity when the account type has no limit.
+ *
+ * The day's P&L is the closed balance against the platform's snapshot at the
+ * firm's daily reset when the client knows it (DXTrade: 22:00 UTC), else the
+ * broker's realized P&L for the session. Only a red day counts: a green day
+ * does NOT widen the room past the limit, because a position still open at
+ * the next reset has its whole move counted against the NEW day — room
+ * borrowed from today's profit would be a breach tomorrow.
+ */
 export function dllRoom(o: {
     dailyLossLimit: number;
     closedBalance: number;
@@ -1447,7 +1489,9 @@ export const LAST_STAND_FRACTION = 0.15;
  */
 export function lastStand(o: { dllRoom: number; dailyLossLimit: number; maxLossRoom: number | null }): boolean {
     if (o.maxLossRoom === null || !(o.dailyLossLimit > 0) || !Number.isFinite(o.dllRoom) || !(o.dllRoom > 0)) return false;
-    return o.maxLossRoom - o.dllRoom <= LAST_STAND_FRACTION * o.dllRoom;
+    // A full day's loss is the limit, however much a green day widened the
+    // room (floorRoom): a stop-out leaving $300 over the floor keeps a day.
+    return o.maxLossRoom - o.dllRoom <= LAST_STAND_FRACTION * Math.min(o.dllRoom, o.dailyLossLimit);
 }
 
 /** On a last stand: how far price can move against the leg before the firm's

lib/vest-class.ts

@@ -38,7 +38,7 @@
 
 import { randomUUID } from 'crypto';
 import axios from './http-client';
-import { currentTradeDateCT, rankForTarget, dllReserve } from './trading-logic';
+import { currentTradeDateCT, rankForTarget, dllReserve, resetClearStop } from './trading-logic';
 import { sizingHoldHours } from './person-size';
 import {
     saveDailyPnL, loadDailyPnL, loadAccountMeta, saveAccountMeta, loadFundTransactions, saveFundTransactions,
@@ -105,6 +105,12 @@ const ASSUMED_SPREAD_TICKS = 1;
 /** How long before the daily reset open positions are fitted to the room
  *  the reset will leave (guardReset). */
 const RESET_GUARD_MS = 5 * 60_000;
+/** No new position opens this close to the reset: the guard's window, and a
+ *  couple of minutes before it for an entry in flight to place its exits. */
+const RESET_ENTRY_BLOCK_MS = RESET_GUARD_MS + 2 * 60_000;
+/** How long a stop or close the guard just sent counts before a read of
+ *  open positions shows it. */
+const GUARD_ECHO_MS = 30_000;
 /** account_meta key of the profit claims this client made, per account. */
 const CLAIMS_META = 'vest_claims';
 /** A claim shows in Vest's transactions as a WITHDRAW of the same amount
@@ -200,8 +206,14 @@ export class VestClient implements PlatformClient {
     /** Each account's WITHDRAW transactions at the last history read, so a
      *  claim made by hand on Vest counts toward today's stage too. */
     private withdrawals = new Map<number, { at: number; amount: number }[]>();
-    /** The reset guardReset last finished for (epoch ms). */
-    private resetGuardedFor = 0;
+    /** The reset guardReset is fitting positions for (epoch ms), and the
+     *  stops it placed and closes it sent, by position, with when — a read
+     *  just after may not show them yet. */
+    private resetGuard = {
+        reset: 0, stops: new Map<string, { price: number; at: number }>(), closes: new Map<string, number>(),
+        noSessionLogged: false, unfittable: new Set<string>(),
+    };
+    private resetGuardInFlight = false;
     private capital = new Map<number, VestCapitalAccount>();
     private positionsDetail = new Map<number, VestPosition[]>();
     private openOrders = new Map<number, VestOpenOrder[]>();
@@ -708,8 +720,8 @@ export class VestClient implements PlatformClient {
     /**
      * See PlatformClient: Vest states the day's floor itself — reset balance
      * × (1 − rate), lowered by a payout the same day — so the engine's room
-     * is min(the stage's limit, balance − floor), never more than Vest
-     * leaves. null until the account has been read; undefined for an account
+     * is what's left of the stage's limit, widened by dayGainForRoom, never
+     * more than balance − floor (floorRoom). null until the account has been read; undefined for an account
      * Vest gives no daily limit.
      */
     public dailyLossFloor(accountId: number): number | null | undefined {
@@ -720,6 +732,28 @@ export class VestClient implements PlatformClient {
         return this.dailyFloorOf(a, cash.amount, Date.now()) ?? null;
     }
 
+    /**
+     * See PlatformClient: the gain since the day's base that is still in the
+     * account — since this client's own claim today, else since the reset,
+     * with no add-back for a claim made by hand (that profit is gone) — up to
+     * the stop that keeps the leg all but sure to close before the 8 PM ET
+     * reset at the firm's target hold (resetClearStop); none before Vest has
+     * captured today's reset balance.
+     */
+    public dayGainForRoom(accountId: number, o: { leg: number; limit: number }): number {
+        const now = Date.now();
+        const hold = sizingHoldHours(getCachedFirm(this.cfg.firmId));
+        const allowed = resetClearStop({ leg: o.leg, resetInMs: nextVestResetMs(now) - now, holdHours: hold }) - o.limit;
+        if (!(allowed > 0)) return 0;
+        const a = this.capital.get(accountId);
+        const cash = this.accountCashBalances[accountId];
+        if (!a || !cash) return 0;
+        const mine = this.madeClaims(accountId).filter((c) => c.at >= lastVestResetMs(now));
+        const base = mine.length > 0 ? mine[mine.length - 1].base
+            : Number.isFinite(a.dailyResetAt) && a.dailyResetAt >= lastVestResetMs(now) ? a.dailyResetBalance : undefined;
+        return base === undefined || !Number.isFinite(base) ? 0 : Math.max(0, Math.min(round2(cash.amount - base), round2(allowed)));
+    }
+
     private claimsOf(accountId: number): OwnClaim[] {
         let list = this.claims.get(accountId);
         if (!list) {
@@ -888,62 +922,139 @@ export class VestClient implements PlatformClient {
      * Before each 20:00 ET reset, fit every open position on an account with
      * a daily limit into the room the reset will leave (resetSafeStop): a
      * leg carrying more room than that — a same-day stage on the room a
-     * payout freed, a last stand — would otherwise breach the moment the
-     * floor moves up to 97% of the realized balance. Its stop comes in, or
-     * the position closes when there is no room or the mark is already past.
-     * Runs in the last RESET_GUARD_MS; a pass that fails retries next tick.
+     * payout freed, a last stand, a split day's leg widened by its gain, a
+     * hand trade — would otherwise breach the moment the floor moves up to
+     * 97% of the realized balance. Its stop comes in — on the profit side of
+     * the entry when the account's other positions took the room — or the
+     * position closes when the mark is already past that price. An account's
+     * positions share the room: those with a stop first, least at risk
+     * first, then those with none, oldest first.
+     *
+     * Every tick of the last RESET_GUARD_MS, on positions read afresh, so one
+     * opened by hand after the first pass is fitted too; no new position
+     * opens in that window (RESET_ENTRY_BLOCK_MS).
      */
     private async guardReset(): Promise<void> {
-        if (!this.syncComplete || this.intentionalDisconnect) return;
+        if (!this.syncComplete || this.intentionalDisconnect || this.resetGuardInFlight) return;
         const now = Date.now();
         const next = nextVestResetMs(now);
-        if (!Number.isFinite(next) || next - now > RESET_GUARD_MS || this.resetGuardedFor === next) return;
-        if (!vestSessionFor(this.wallet, now, USER_TOKEN_MIN_MS)) return;
-        const specs = await this.symbolSpecs();
-        let failed = 0;
-        for (const acc of this.accountList) {
-            const a = this.capital.get(acc.id);
-            const cash = this.accountCashBalances[acc.id];
-            const uuid = this.uuidById.get(acc.id);
-            if (!a || !cash || !uuid || !(a.maxDailyLossPct > 0)) continue;
-            for (const pos of this.positionsDetail.get(acc.id) ?? []) {
-                const spec = specs.get(pos.symbol);
-                if (!spec) continue;
-                await this.refreshMarks([pos.symbol]).catch(() => { /* the last mark stands */ });
-                const mark = this.marks.get(pos.symbol)?.mark ?? NaN;
-                const stopLeg = pos.stopLosses.find((l) => l.status === 'awaiting') ?? null;
-                const notional = pos.quantity * (Number.isFinite(mark) ? mark : pos.openPrice);
-                const decision = resetSafeStop({
-                    side: pos.side, quantity: pos.quantity, openPrice: pos.openPrice, mark,
-                    balance: cash.amount, dailyLossPct: a.maxDailyLossPct, maxDrawdownFloor: a.maxDrawdownLimit,
-                    reserve: dllReserve(cash.amount * a.maxDailyLossPct, notional),
-                    exitFeeRate: spec.takerFee, currentStop: stopLeg?.triggerPrice ?? null, tick: spec.tick,
-                });
-                if (decision.action === 'none') continue;
-                try {
-                    if (decision.action === 'close') {
-                        await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' });
-                        this.markOwn('closed', acc.id, pos);
-                        console.warn(`${this.tag} ${acc.name}: closed ${pos.symbol} before the 8 PM ET reset — no room for it past the reset`);
-                    } else {
-                        const triggerPrice = formatDecimal(decision.price, spec.priceDecimals);
-                        if (stopLeg) {
-                            await this.request('trade', 'PUT', '/v3/positions/stop-loss', {
-                                account: uuid,
-                                body: { positionId: pos.positionId, executionType: 'market', triggerPrice, stopLossId: stopLeg.id },
-                            });
+        if (!Number.isFinite(next) || next - now > RESET_GUARD_MS) return;
+        if (this.resetGuard.reset !== next) {
+            this.resetGuard = { reset: next, stops: new Map(), closes: new Map(), noSessionLogged: false, unfittable: new Set() };
+        }
+        const guard = this.resetGuard;
+        if (!vestSessionFor(this.wallet, now, USER_TOKEN_MIN_MS)) {
+            const open = [...this.positionsDetail.values()].flat().length;
+            if (open > 0 && !guard.noSessionLogged) {
+                guard.noSessionLogged = true;
+                console.error(`${this.tag} ${open} open position(s) can't be fitted to the 8 PM ET reset — no Vest session (open the Vest tab)`);
+            }
+            return;
+        }
+        this.resetGuardInFlight = true;
+        try {
+            const specs = await this.symbolSpecs();
+            const { data } = await this.request<{ positions?: unknown[] }>('trade', 'GET', '/v3/positions/opened');
+            const open = (data?.positions ?? []).map(parsePosition).filter((p): p is VestPosition => p !== null);
+            const now2 = Date.now();
+            for (const acc of this.accountList) {
+                const a = this.capital.get(acc.id);
+                const cash = this.accountCashBalances[acc.id];
+                const uuid = this.uuidById.get(acc.id);
+                if (!a || !cash || !uuid || !(a.maxDailyLossPct > 0)) continue;
+                // The account's positions share the room: each is fitted to
+                // what the ones before it leave — their loss at their stops,
+                // and a reserve for the slippage of all of them together.
+                // Those with a stop go first, the least at risk first, so one
+                // that already fits keeps it; those with none get the rest.
+                // The stop Vest shows wins (moved by hand after the guard, it
+                // is fitted again); one the guard just placed counts only
+                // while a read may not show it yet. A close just sent is left
+                // for the same while.
+                const stopOf = (p: VestPosition): number | null => {
+                    const placed = guard.stops.get(p.positionId);
+                    return p.stopLosses.find((l) => l.status === 'awaiting')?.triggerPrice
+                        ?? (placed && now2 - placed.at < GUARD_ECHO_MS ? placed.price : null);
+                };
+                // What the position loses at its stop — negative when the stop
+                // locks in a profit, which the others may then use.
+                const lossAt = (p: VestPosition, stop: number) => (p.side === 'long' ? p.openPrice - stop : stop - p.openPrice) * p.quantity;
+                const held = open
+                    .filter((p) => p.accountId === uuid && now2 - (guard.closes.get(p.positionId) ?? 0) >= GUARD_ECHO_MS)
+                    .map((p) => ({ pos: p, currentStop: stopOf(p) }))
+                    .sort((x, y) => (x.currentStop === null ? 1 : 0) - (y.currentStop === null ? 1 : 0)
+                        || (x.currentStop !== null && y.currentStop !== null ? lossAt(x.pos, x.currentStop) - lossAt(y.pos, y.currentStop) : 0)
+                        || x.pos.openedAt - y.pos.openedAt || x.pos.positionId.localeCompare(y.pos.positionId));
+                let committed = 0;
+                let notionalSoFar = 0;
+                for (const { pos, currentStop } of held) {
+                    const spec = specs.get(pos.symbol);
+                    if (!spec) {
+                        // Can't be fitted without its tick, but it still holds
+                        // its loss against the room the others share.
+                        notionalSoFar += pos.quantity * pos.openPrice;
+                        if (currentStop !== null) committed += lossAt(pos, currentStop);
+                        else if (!guard.unfittable.has(pos.positionId)) {
+                            guard.unfittable.add(pos.positionId);
+                            console.error(`${this.tag} ${acc.name}: ${pos.symbol} has no stop and no symbol spec — it can't be fitted to the 8 PM ET reset; close it or add a stop on Vest`);
+                        }
+                        continue;
+                    }
+                    await this.refreshMarks([pos.symbol]).catch(() => { /* the last mark stands */ });
+                    const mark = this.marks.get(pos.symbol)?.mark ?? NaN;
+                    const stopLeg = pos.stopLosses.find((l) => l.status === 'awaiting') ?? null;
+                    const notional = pos.quantity * (Number.isFinite(mark) ? mark : pos.openPrice);
+                    notionalSoFar += notional;
+                    const exitFee = spec.takerFee * notional;
+                    const decision = resetSafeStop({
+                        side: pos.side, quantity: pos.quantity, openPrice: pos.openPrice, mark,
+                        balance: cash.amount - committed, dailyLossPct: a.maxDailyLossPct, maxDrawdownFloor: a.maxDrawdownLimit,
+                        floorBalance: cash.amount,
+                        reserve: dllReserve(cash.amount * a.maxDailyLossPct, notionalSoFar),
+                        exitFeeRate: spec.takerFee, currentStop, tick: spec.tick,
+                    });
+                    const stopAt = decision.action === 'stop' ? decision.price : decision.action === 'none' ? currentStop : null;
+                    if (stopAt !== null) committed += lossAt(pos, stopAt) + exitFee;
+                    if (decision.action === 'none') continue;
+                    try {
+                        if (decision.action === 'close') {
+                            await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' });
+                            guard.closes.set(pos.positionId, Date.now());
+                            this.markOwn('closed', acc.id, pos);
+                            console.warn(`${this.tag} ${acc.name}: closed ${pos.symbol} before the 8 PM ET reset — no room for it past the reset`);
                         } else {
-                            await this.submit(uuid, '/v3/positions/stop-loss', { positionId: pos.positionId, executionType: 'market', triggerPrice });
+                            const triggerPrice = formatDecimal(decision.price, spec.priceDecimals);
+                            if (stopLeg) {
+                                await this.request('trade', 'PUT', '/v3/positions/stop-loss', {
+                                    account: uuid,
+                                    body: { positionId: pos.positionId, executionType: 'market', triggerPrice, stopLossId: stopLeg.id },
+                                });
+                            } else {
+                                await this.submit(uuid, '/v3/positions/stop-loss', { positionId: pos.positionId, executionType: 'market', triggerPrice });
+                            }
+                            guard.stops.set(pos.positionId, { price: decision.price, at: Date.now() });
+                            console.warn(`${this.tag} ${acc.name}: stop on ${pos.symbol} moved to ${triggerPrice} for the 8 PM ET reset (was ${currentStop ?? 'none'})`);
+                        }
+                    } catch (err) {
+                        console.error(`${this.tag} ${acc.name}: couldn't fit ${pos.symbol} to the reset: ${errorMessage(err)}`);
+                        // A stop on the profit side that Vest won't take: the
+                        // position can't carry its old one past the reset.
+                        if (decision.action === 'stop' && lossAt(pos, decision.price) < 0) {
+                            try {
+                                await this.submit(uuid, '/v3/positions/close', { positionId: pos.positionId, symbol: pos.symbol, orderType: 'market' });
+                                guard.closes.set(pos.positionId, Date.now());
+                                this.markOwn('closed', acc.id, pos);
+                                console.warn(`${this.tag} ${acc.name}: closed ${pos.symbol} before the 8 PM ET reset — its profit-side stop was refused`);
+                            } catch (closeErr) {
+                                console.error(`${this.tag} ${acc.name}: couldn't close ${pos.symbol} either: ${errorMessage(closeErr)}`);
+                            }
                         }
-                        console.warn(`${this.tag} ${acc.name}: stop on ${pos.symbol} moved to ${triggerPrice} for the 8 PM ET reset (was ${stopLeg?.triggerPrice ?? 'none'})`);
                     }
-                } catch (err) {
-                    failed++;
-                    console.error(`${this.tag} ${acc.name}: couldn't fit ${pos.symbol} to the reset: ${errorMessage(err)}`);
                 }
             }
+        } finally {
+            this.resetGuardInFlight = false;
         }
-        if (failed === 0) this.resetGuardedFor = next;
     }
 
     private settleSuspects(): void {
@@ -1374,6 +1485,13 @@ export class VestClient implements PlatformClient {
         const now = Date.now();
 
         const board: { symbol: string; score: number | null; note: string; contract?: PlatformContract }[] = [];
+        // No new position this close to the reset: nothing picked, and the
+        // last survey's candidates stay up for the dashboard.
+        const toReset = nextVestResetMs(now) - now;
+        if (root !== 'survey' && toReset <= RESET_ENTRY_BLOCK_MS) {
+            console.log(`${this.tag} ${root} → nothing tradable — Vest's 8 PM ET reset in ${Math.ceil(toReset / 60_000)} min`);
+            return null;
+        }
         for (const symbol of symbols) {
             const spec = specs.get(symbol);
             if (!spec) { board.push({ symbol, score: null, note: 'unknown symbol' }); continue; }
@@ -1552,6 +1670,10 @@ export class VestClient implements PlatformClient {
             if (!meta || meta.status !== VEST_STATUS_ACTIVE) {
                 throw new OrderNotPlacedError(`account status is ${meta?.status ?? 'unknown'} — order not sent`);
             }
+            const toReset = nextVestResetMs(Date.now()) - Date.now();
+            if (toReset <= RESET_ENTRY_BLOCK_MS) {
+                throw new OrderNotPlacedError(`Vest's 8 PM ET reset is ${Math.ceil(toReset / 60_000)} min away — no new position until it passes`);
+            }
             const opposite = side === 'long' ? 'short' : 'long';
             const hedged = [...this.positionsDetail.values()].flat().some((p) => p.symbol === symbol && p.side === opposite)
                 || this.openingSides.get(symbol)?.side === opposite;

lib/vest-helpers.ts

@@ -112,15 +112,20 @@ export function nextVestResetMs(now: number): number {
  *   'none'  — its stop is already at least that tight;
  *   'stop'  — move (or place) the stop at `price`, on the tick grid, rounded
  *             toward the position's safe side;
- *   'close' — no room at all, or the mark is already past that price.
+ *   'close' — the mark is already past that price (with no room left by
+ *             the account's other positions, it sits on the profit side),
+ *             or no room and no mark to tell.
  */
 export function resetSafeStop(o: {
     side: 'long' | 'short';
     quantity: number;
     openPrice: number;
     mark: number;
-    /** Realized balance, collateral included — what the reset captures. */
+    /** Realized balance, collateral included — what the reset captures —
+     *  less what the account's other positions may lose at their stops. */
     balance: number;
+    /** The realized balance the floor is set from; default `balance`. */
+    floorBalance?: number;
     dailyLossPct: number;
     maxDrawdownFloor: number | undefined;
     reserve: number;
@@ -129,10 +134,14 @@ export function resetSafeStop(o: {
     currentStop: number | null;
     tick: number;
 }): { action: 'none' } | { action: 'stop'; price: number } | { action: 'close' } {
-    const floor = Math.max(o.balance * (1 - o.dailyLossPct), o.maxDrawdownFloor ?? -Infinity);
+    const floor = Math.max((o.floorBalance ?? o.balance) * (1 - o.dailyLossPct), o.maxDrawdownFloor ?? -Infinity);
     const exitFee = o.exitFeeRate * o.quantity * (Number.isFinite(o.mark) && o.mark > 0 ? o.mark : o.openPrice);
     const allowed = o.balance - floor - o.reserve - exitFee;
-    if (!(allowed > 0) || !(o.quantity > 0)) return { action: 'close' };
+    if (!(o.quantity > 0)) return { action: 'close' };
+    // No room to lose (the account's other positions took it): the stop must
+    // lock in at least the shortfall — on the profit side of the entry,
+    // which a position already that far up can still carry.
+    if (!(allowed > 0) && !Number.isFinite(o.mark)) return { action: 'close' };
     const long = o.side === 'long';
     const raw = long ? o.openPrice - allowed / o.quantity : o.openPrice + allowed / o.quantity;
     const price = o.tick > 0