Brandon LiandClaude Opus 5.5
95cc3bd23f
Vest's position history (GET /v3/positions) gives each position's size, open and close price, P&L, fees, funding and why it closed. The client reads it hourly and a minute after a position closes (or a flat balance moves) into a new trades table, and stores open positions as they appear. Vest can't tell an API order from a click, so the bot marks its own opens and closes as it sends them; an unmarked trade since marking began was someone else's. The dashboard's Vest firm row gets a Trades button listing every trade on its accounts with who opened it and how it closed; the account page shows its own. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
299 lines
18 KiB
JavaScript
299 lines
18 KiB
JavaScript
// Checks for the Vest client's pure helpers (lib/vest-helpers.ts) and the
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// relayed-session store (lib/vest-session.ts).
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//
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// npm run check
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//
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// Both files import only Node built-ins, so Node strips their types and loads
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// them directly; .mjs keeps this file out of Next's type check. The samples are
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// shaped like the gateway's real answers (captured 2026-10-26).
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import { test } from 'node:test';
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import assert from 'node:assert/strict';
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import {
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isVestWalletAddress, vestAccountId, num, toMs, formatDecimal, vestDayOf, lastVestResetMs, parseCapitalAccount,
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vestAccountName, parsePosition, awaitingLegs, parseOpenOrder, unrealizedPnl, parseTxn, bookTxns, txnKind, VEST_TXN,
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hourlyVolatility, marketOpen, MIN_HOURLY_RETURNS, nextVestResetMs, resetSafeStop, parseHistoryPosition,
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} from '../lib/vest-helpers.ts';
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import { putVestSession, vestSessionFor, dropVestSession, listVestSessions } from '../lib/vest-session.ts';
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const iso = (s) => Date.parse(s);
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test('wallet addresses and account ids', () => {
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assert.equal(isVestWalletAddress('0x7ce10771819f80130e204ddb5ca1522e48a9b451'), true);
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assert.equal(isVestWalletAddress('0x7CE10771819F80130E204DDB5CA1522E48A9B451'), true);
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assert.equal(isVestWalletAddress('0x7ce1'), false);
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assert.equal(isVestWalletAddress(''), false);
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const id = vestAccountId('843f60e2-e013-5a0e-8b6c-face84bc5509');
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assert.equal(id, vestAccountId('843F60E2-E013-5A0E-8B6C-FACE84BC5509'));
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assert.notEqual(id, vestAccountId('102566b2-515a-51c5-9ad7-4a7eae0a6a2a'));
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assert.ok(id >= 2 ** 50 && Number.isSafeInteger(id));
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});
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test('numbers, times and decimals as the gateway writes them', () => {
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assert.equal(num('49968.511115'), 49968.511115);
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assert.equal(num(''), undefined);
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assert.equal(num(null), undefined);
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assert.equal(toMs(1793035089), 1793035089000);
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assert.equal(toMs(1793035089277), 1793035089277);
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assert.equal(toMs('2026-10-26T18:41:02.886Z'), iso('2026-10-26T18:41:02.886Z'));
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assert.ok(Number.isNaN(toMs(undefined)));
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assert.equal(formatDecimal(29554.5, 2), '29554.5');
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assert.equal(formatDecimal(50, 2), '50');
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assert.equal(formatDecimal(3 * 0.0001, 4), '0.0003');
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assert.equal(formatDecimal(42.65449999, 4), '42.6545');
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assert.equal(formatDecimal(1e-7, 4), '0');
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});
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test("Vest's day turns at 20:00 New York, summer and winter", () => {
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// EDT (UTC−4): 20:00 ET is 00:00 UTC.
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assert.equal(vestDayOf(iso('2026-10-26T23:59:00Z')), '2026-10-26');
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assert.equal(vestDayOf(iso('2026-10-27T00:00:00Z')), '2026-10-27');
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assert.equal(vestDayOf(iso('2026-10-26T22:05:00Z')), '2026-10-26'); // the bots' 6:05 PM ET open
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// EST (UTC−5): 20:00 ET is 01:00 UTC.
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assert.equal(vestDayOf(iso('2026-12-01T00:30:00Z')), '2026-11-30');
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assert.equal(vestDayOf(iso('2026-12-01T01:00:00Z')), '2026-12-01');
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// Month and year ends.
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assert.equal(vestDayOf(iso('2026-12-31T23:00:00Z')), '2026-12-31');
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assert.equal(vestDayOf(iso('2027-01-01T01:30:00Z')), '2027-01-01');
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assert.equal(lastVestResetMs(iso('2026-10-26T18:00:00Z')), iso('2026-10-26T00:00:00Z'));
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assert.equal(lastVestResetMs(iso('2026-10-27T00:00:00Z')), iso('2026-10-27T00:00:00Z'));
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assert.equal(lastVestResetMs(iso('2026-12-01T00:30:00Z')), iso('2026-11-30T01:00:00Z'));
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assert.equal(lastVestResetMs(iso('2026-12-01T01:00:01Z')), iso('2026-12-01T01:00:00Z'));
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// Across the November switch back (Nov 1 2026, 2 AM ET).
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assert.equal(lastVestResetMs(iso('2026-11-01T12:00:00Z')), iso('2026-11-01T00:00:00Z'));
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assert.equal(lastVestResetMs(iso('2026-11-02T12:00:00Z')), iso('2026-11-02T01:00:00Z'));
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});
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const evalAccount = {
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payment_id: 'tailoredpay:vest-markets:production:12727557177',
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id: 'e7f69717-bd18-5cb7-9466-673cb283d0b2',
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plan_id: '86bb03f9-7422-513c-8d5c-c546cb8d221d',
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account_type: 2, stage: 1, status: 2,
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initial_capital: '50000.00000000', max_drawdown_pct: '0.060000', max_leverage: '5.0000', max_profit_split_pct: '0.8000',
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target_equity: '55000.00000000', max_drawdown_limit: '47000.00000000', max_daily_loss_pct: '0.030000',
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daily_reset_balance: '50000.00000000000000', daily_reset_equity: '50000.00000000000000',
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daily_reset_base_limit: '1500.000000000000000', daily_loss_floor: '48500.00000000000000', daily_reset_at: 1793035043842,
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origin: 'eval_purchase', plan_name: 'Vest Capital Evaluation Fee | 10% Goal | 3% Daily Loss | 80/20 | Emerald',
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plan_product_type: 'eval', step: 1, steps_total: 1, root_account_id: 'e7f69717-bd18-5cb7-9466-673cb283d0b2',
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stages: [
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{ ordinal: 1, kind: 'eval', initial_capital: '50000.00000000', profit_target: '5000.00000000', max_drawdown_pct: '0.060000' },
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{ ordinal: 2, kind: 'funded', initial_capital: '50000.00000000', profit_target: '', max_drawdown_pct: '0.060000' },
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],
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attempt_index: 34, activated_at: 1793035043834, created_at: 1793035043756, updated_at: 1793035043843,
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};
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test('capital accounts parse, and are named for their rules', () => {
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const a = parseCapitalAccount(evalAccount);
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assert.equal(a.id, evalAccount.id);
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assert.equal(a.kind, 'eval');
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assert.equal(a.status, 2);
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assert.equal(a.initialCapital, 50000);
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assert.equal(a.profitTarget, 5000);
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assert.equal(a.maxDrawdownLimit, 47000);
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assert.equal(a.dailyLossFloor, 48500);
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assert.equal(a.maxDailyLossPct, 0.03);
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assert.equal(a.dailyResetAt, 1793035043842);
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assert.equal(vestAccountName(a), 'V50K-E-D3-T10-34');
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assert.equal(vestAccountName(parseCapitalAccount({ ...evalAccount, stage: 2 })), 'V50K-F-D3-34');
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assert.equal(vestAccountName(parseCapitalAccount({ ...evalAccount, max_daily_loss_pct: '0' })), 'V50K-E-D0-T10-34');
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assert.equal(vestAccountName(parseCapitalAccount({
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...evalAccount, initial_capital: '5000.00000000', attempt_index: 12, stage: 2, steps_total: 2,
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stages: [
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{ ordinal: 1, kind: 'eval', profit_target: '500.00000000' },
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{ ordinal: 2, kind: 'eval', profit_target: '250.00000000' },
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{ ordinal: 3, kind: 'funded', profit_target: '' },
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],
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})), 'V5K-E-D3-T5-12');
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assert.equal(vestAccountName(parseCapitalAccount({
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...evalAccount, plan_product_type: 'instant_funded', initial_capital: '25000.00000000', max_daily_loss_pct: '0', attempt_index: 7,
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stages: [{ ordinal: 1, kind: 'funded', profit_target: '' }],
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})), 'V25K-I-7');
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assert.equal(vestAccountName(parseCapitalAccount({
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...evalAccount, plan_product_type: 'instant_funded', initial_capital: '500.00000000', attempt_index: 1,
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stages: [{ ordinal: 1, kind: 'funded', profit_target: '' }],
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})), 'V500-I-1');
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assert.equal(parseCapitalAccount({ nope: true }), null);
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});
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const openPosition = {
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positionId: 'afe96d7e-f5ac-4b8a-aae8-f5b63b74e508', accountId: '843f60e2-e013-5a0e-8b6c-face84bc5509', accountType: 2,
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symbol: 'NDX-USD-PERP', side: 'short', quantity: '42.6545', openPrice: '29529.250000000', closePrice: '290.250000000',
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openDate: 1793035089277, pnl: '0', fee: '31.488885', funding: '-5.423271000000000000', collateral: '24944.027426', leverage: '50',
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createdAt: 1793035089244, updatedAt: 1793037621104,
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stopLosses: [{ id: 'e22311d2-fbd9-4ab8-b65f-c2921f58fefc', triggerPrice: '29554.500000000', sizeMode: 'full_position', executionType: 'market', status: 'awaiting' }],
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takeProfits: [],
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};
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test('positions, their legs and unrealized P&L', () => {
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const p = parsePosition(openPosition);
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assert.equal(p.side, 'short');
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assert.equal(p.quantity, 42.6545);
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assert.equal(p.collateral, 24944.027426);
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assert.equal(p.openedAt, 1793035089277);
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assert.equal(awaitingLegs(p).length, 1);
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assert.equal(awaitingLegs({ ...p, stopLosses: [{ ...p.stopLosses[0], status: 'triggered' }] }).length, 0);
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// Short 42.6545 from 29529.25, marked at 29477.50: +51.75 points each.
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assert.ok(Math.abs(unrealizedPnl(p, 29477.5) - 42.6545 * 51.75) < 1e-6);
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assert.equal(unrealizedPnl(p, NaN), 0);
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assert.equal(parsePosition({ ...openPosition, quantity: '0' }), null);
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assert.equal(parseOpenOrder({ order_id: 'o1', account_id: 'a1', position_id: 'p1', symbol: 'GC-PERP', created_at: 1 }).positionId, 'p1');
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assert.equal(parseOpenOrder({ symbol: 'x' }), null);
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});
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test('transactions book into daily P&L and fund rows by Vest day', () => {
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assert.equal(txnKind(VEST_TXN.FEE), 'trade');
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assert.equal(txnKind(VEST_TXN.REALIZED_PNL), 'trade');
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assert.equal(txnKind(VEST_TXN.FUNDING), 'trade');
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assert.equal(txnKind(VEST_TXN.WITHDRAW), 'fund');
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assert.equal(txnKind(VEST_TXN.FILL_MARGIN), 'margin');
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assert.equal(txnKind(VEST_TXN.ORDER_MARGIN_RELEASE), 'margin');
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const w = parseTxn({ account_type: 3, action_id: 'a9', amount: '1200', created_at: iso('2026-10-26T15:00:00Z'), transaction_type: 2 });
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assert.equal(w.amount, -1200);
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assert.equal(w.kind, 'fund');
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assert.equal(parseTxn({ amount: 'x', transaction_type: 9, created_at: 1 }), null);
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const rows = [
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{ action_id: 'd', amount: '50000', created_at: iso('2026-10-20T14:00:00Z'), transaction_type: 1 },
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{ action_id: 'o', amount: '-24944.02', created_at: iso('2026-10-26T17:18:00Z'), transaction_type: 6 },
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{ action_id: 'f1', amount: '-31.49', created_at: iso('2026-10-26T17:18:00Z'), transaction_type: 8 },
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// After 20:00 ET on the 26th: the 27th's day.
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{ action_id: 'r1', amount: '812.5', created_at: iso('2026-10-27T00:30:00Z'), transaction_type: 9 },
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{ action_id: 'f2', amount: '-31.2', created_at: iso('2026-10-27T00:30:00Z'), transaction_type: 8 },
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{ action_id: 'u1', amount: '-5.42', created_at: iso('2026-10-27T01:00:00Z'), transaction_type: 10 },
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].map(parseTxn);
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const { daily, funds } = bookTxns(rows);
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assert.deepEqual([...funds.entries()], [['2026-10-20', 50000]]);
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assert.ok(Math.abs(daily.get('2026-10-26').pnl - -31.49) < 1e-9);
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assert.ok(Math.abs(daily.get('2026-10-27').pnl - (812.5 - 31.2 - 5.42)) < 1e-9);
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assert.ok(Math.abs(daily.get('2026-10-27').fees - 31.2) < 1e-9);
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});
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test('hourly volatility leaves out the gaps', () => {
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const start = iso('2026-10-19T00:00:00Z');
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const kl = [];
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let price = 29000;
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for (let h = 0; h < 60; h++) {
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price *= h % 2 === 0 ? 1.001 : 1 / 1.001;
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kl.push([start + h * 3_600_000, '0', '0', '0', String(price), '1']);
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}
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const base = hourlyVolatility(kl);
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assert.ok(base > 0.0009 && base < 0.0011, `σ ${base}`);
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// A weekend gap with a 3% jump: not an hour's move, so σ doesn't change.
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const gapped = [...kl, [start + 120 * 3_600_000, '0', '0', '0', String(price * 1.03), '1']];
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assert.ok(Math.abs(hourlyVolatility(gapped) - base) < 1e-12);
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// Any order in, the same σ out.
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assert.equal(hourlyVolatility([...kl].reverse()), base);
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assert.equal(hourlyVolatility(kl.slice(0, MIN_HOURLY_RETURNS)), null);
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});
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test('market hours: open stretches, closures and crypto', () => {
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const periods = [
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{ fromMs: 0, toMs: 100, state: { session: 'unspecified', closure: 'weekly', tradingStatus: 'CLOSE', price: { allow: false } } },
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{ fromMs: 100, toMs: 200, state: { session: 'overnight', closure: 'unspecified', tradingStatus: 'OPEN', price: { allow: true } } },
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{ fromMs: 200, toMs: 300, state: { session: 'regular', closure: 'unspecified', tradingStatus: 'OPEN', price: { allow: true } } },
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{ fromMs: 300, toMs: 400, state: { session: 'unspecified', closure: 'maintenance', tradingStatus: 'OPEN', price: { allow: true } } },
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{ fromMs: 400, toMs: 500, state: { session: 'overnight', closure: 'unspecified', tradingStatus: 'OPEN', price: { allow: true } } },
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];
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assert.deepEqual(marketOpen(periods, 50), { open: false, closesAt: null });
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assert.deepEqual(marketOpen(periods, 150), { open: true, closesAt: 300 });
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assert.deepEqual(marketOpen(periods, 350), { open: false, closesAt: null });
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assert.deepEqual(marketOpen(periods, 450), { open: true, closesAt: 500 });
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assert.deepEqual(marketOpen(periods, 600), { open: false, closesAt: null });
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assert.deepEqual(marketOpen([], 600), { open: true, closesAt: null });
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});
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test('relayed sessions: taken, kept fresher, dropped, never listed with tokens', () => {
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const now = iso('2026-10-26T18:40:00Z');
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const jwt = (n) => `eyJhbGciOiJIUzI1NiJ9.eyJzdWIiOiIke${n}In0.sig${n}`;
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const wallet = '0x7CE10771819F80130E204DDB5CA1522E48A9B451';
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assert.equal(putVestSession({ accessToken: 'nope', expiresAt: now + 900_000, primaryAddr: wallet, userId: 'u' }, now), 'accessToken is not a JWT');
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assert.equal(putVestSession({ accessToken: jwt(1), expiresAt: now + 10_000, primaryAddr: wallet, userId: 'u' }, now), 'token already expired');
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assert.equal(putVestSession({ accessToken: jwt(1), expiresAt: now + 900_000, primaryAddr: '0x12', userId: 'u' }, now), 'primaryAddr is not a wallet address');
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assert.equal(putVestSession({ accessToken: jwt(1), expiresAt: now + 900_000, primaryAddr: wallet, userId: 'u' }, now), null);
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// An older token relayed late doesn't replace the fresher one.
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assert.equal(putVestSession({ accessToken: jwt(0), expiresAt: now + 300_000, primaryAddr: wallet, userId: 'u' }, now), null);
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assert.equal(vestSessionFor(wallet.toLowerCase(), now).accessToken, jwt(1));
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assert.equal(vestSessionFor(wallet, now + 890_000), null); // under 30s left
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const listed = listVestSessions();
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assert.equal(listed.length, 1);
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assert.equal(listed[0].primaryAddr, wallet.toLowerCase());
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assert.equal('accessToken' in listed[0], false);
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dropVestSession(wallet, jwt(0)); // not the held one: kept
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assert.ok(vestSessionFor(wallet, now));
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dropVestSession(wallet, jwt(1));
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assert.equal(vestSessionFor(wallet, now), null);
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});
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test('the next 8 PM ET reset, across both time changes', () => {
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assert.equal(nextVestResetMs(iso('2026-10-26T18:00:00Z')), iso('2026-10-27T00:00:00Z'));
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assert.equal(nextVestResetMs(iso('2026-10-27T00:00:00Z')), iso('2026-10-28T00:00:00Z'));
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assert.equal(nextVestResetMs(iso('2026-10-31T23:59:00Z')), iso('2026-11-01T00:00:00Z'));
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// Nov 1 2026, the clocks go back: that evening's reset is 01:00 UTC.
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assert.equal(nextVestResetMs(iso('2026-11-01T12:00:00Z')), iso('2026-11-02T01:00:00Z'));
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assert.equal(nextVestResetMs(iso('2026-12-01T00:30:00Z')), iso('2026-12-01T01:00:00Z'));
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});
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test('resetSafeStop: fit an open position into the room the reset will leave', () => {
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// A stage-2 leg after a claim: balance $50,000, 3% → the reset floor is
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// $48,500 (above the $47k drawdown floor). $150 reserve, a $3 fee: $1,347 to lose.
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const base = {
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side: 'long', quantity: 4, openPrice: 29500, mark: 29480, balance: 50000, dailyLossPct: 0.03,
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maxDrawdownFloor: 47000, reserve: 150, exitFeeRate: 0.000025, tick: 0.25,
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};
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// No stop at all (a last stand): one comes in at open − 1347/4, rounded up to the tick.
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const fee = 0.000025 * 4 * 29480;
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const allowed = 50000 - 48500 - 150 - fee;
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const want = Math.ceil((29500 - allowed / 4) / 0.25) * 0.25;
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assert.deepEqual(resetSafeStop({ ...base, currentStop: null }), { action: 'stop', price: want });
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// A wider stop is pulled in; one already tighter is left alone.
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assert.deepEqual(resetSafeStop({ ...base, currentStop: 29000 }), { action: 'stop', price: want });
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assert.deepEqual(resetSafeStop({ ...base, currentStop: 29300 }), { action: 'none' });
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// The mark already past where the stop must go: close.
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assert.deepEqual(resetSafeStop({ ...base, mark: 29100, currentStop: null }), { action: 'close' });
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// Short: mirrored, rounded down.
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const short = resetSafeStop({ ...base, side: 'short', mark: 29510, currentStop: null });
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assert.equal(short.action, 'stop');
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assert.equal(short.price, Math.floor((29500 + (50000 - 48500 - 150 - 0.000025 * 4 * 29510) / 4) / 0.25) * 0.25);
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// No room past the reset at all: close.
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assert.deepEqual(resetSafeStop({ ...base, balance: 48600, maxDrawdownFloor: 48600 }), { action: 'close' });
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// The drawdown floor binds when it's above the daily one.
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const dd = resetSafeStop({ ...base, maxDrawdownFloor: 49000, currentStop: null });
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assert.equal(dd.action, 'stop');
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assert.ok(dd.price > want);
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});
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test('parseHistoryPosition: a closed position from GET /v3/positions', () => {
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// Shaped like the app's History tab reads it (camelCase, decimal strings).
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const t = parseHistoryPosition({
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positionId: 'bdda9024-63a9-4abc-a5a8-f83df8ba030a', accountId: '843f60e2-e013-5a0e-8b6c-face84bc5509', symbol: 'NDX-USD-PERP',
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side: 'short', quantity: '4.2712', leverage: '50', openPrice: '29529.75', closePrice: '29556.50',
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pnl: '-114.25', fee: '6.31', funding: '-0.12', collateral: '2522.54', takeProfits: [], stopLosses: [],
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openDate: 1793065590123, closeDate: 1793066346456, createdAt: 1793065590123, updatedAt: 1793066346456, closeReason: 'user_requested',
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});
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assert.deepEqual(t, {
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||
positionId: 'bdda9024-63a9-4abc-a5a8-f83df8ba030a', symbol: 'NDX-USD-PERP', side: 'short', quantity: 4.2712, leverage: 50,
|
||
openPrice: 29529.75, closePrice: 29556.5, pnl: -114.25, fee: 6.31, funding: -0.12,
|
||
openedAt: 1793065590123, closedAt: 1793066346456, closeReason: 'user_requested',
|
||
});
|
||
});
|
||
|
||
test('parseHistoryPosition: open, snake_case, seconds, and junk', () => {
|
||
const open = parseHistoryPosition({
|
||
position_id: 'p1', symbol: 'GC-PERP', side: 'LONG', quantity: '0', open_price: '4208.9', close_price: '',
|
||
pnl: '', open_date: 1793065590, close_date: null, close_reason: '',
|
||
});
|
||
assert.equal(open.side, 'long');
|
||
assert.equal(open.quantity, 0, 'a size Vest leaves out reads 0 — the store keeps the one it knows');
|
||
assert.equal(open.openPrice, 4208.9);
|
||
assert.equal(open.closePrice, null);
|
||
assert.equal(open.pnl, null);
|
||
assert.equal(open.openedAt, 1793065590000);
|
||
assert.equal(open.closedAt, null);
|
||
assert.equal(open.closeReason, null);
|
||
assert.equal(parseHistoryPosition({ symbol: 'GC-PERP', openDate: 1 }), null, 'no id');
|
||
assert.equal(parseHistoryPosition({ positionId: 'p2', symbol: 'GC-PERP' }), null, 'no open time');
|
||
assert.equal(parseHistoryPosition(null), null);
|
||
});
|