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>
174 lines
9.0 KiB
JavaScript
174 lines
9.0 KiB
JavaScript
// 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; the maintenance hour is ridden', 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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const marked = () => { 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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try {
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// Thursday 2 PM ET: NDX's maintenance hour is 3 h off, and reopens
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// before the reset — no gate.
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clockAt('2026-10-29T18:00:00Z');
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marked();
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await client.pickCandidate('Auto', ['NDX-USD', 'BTC-PERP'], false);
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const thursday = client.lastCandidates.find((c) => c.id === 'NDX-USD');
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assert.equal(thursday.closesAt, undefined);
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// Friday 2 PM ET: the weekly close is 3 h off; crypto never closes.
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clockAt('2026-10-30T18:00:00Z');
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marked();
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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('2026-10-30T21:00:00Z'));
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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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