  We define an action of the (double of) Cohomological Hall algebra of
Kontsevich and Soibelman on the cohomology of the moduli space of spiked
instantons of Nekrasov. We identify this action with the one of the affine
Yangian of $\mathfrak{gl}(1)$. Based on that we derive the vertex algebra at
the corner $\mathcal{W}_{r_1,r_2,r_3}$ of Gaiotto and Rapcak. We conjecture
that our approach works for a big class of Calabi-Yau categories, including
those associated with toric Calabi-Yau $3$-folds.
