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autofirmer-expanded/scripts/check-vest-client.mjs
T
Brandon LiandClaude Opus 5.5 b5939a06a0 Vest: only a long closure holds entries back; the maintenance hour is ridden
The close gate held every Vest entry within four holds of any close,
which with a 2 h hold meant no weekday entry from about 9 AM to 5 PM ET
for the one-hour maintenance break. That hour reopens before the reset,
as CME's daily break does for futures legs, so only a weekend or holiday
closure gates an entry now.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-10-27 14:51:00 -05:00

174 lines
9.0 KiB
JavaScript

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