Vex were created by crota in an attempt to open a rift in time to make himself more powerful. It's explained in the book of sorrows which describes the origin of the hive, oryx and where they intercepted with the traveler in our solar system
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Edited by NoobNotFound404: 3/22/2016 6:10:55 PMI know this is a bit late but in all due respect I'm pretty sure Vex were not created by Crota. Crota was tricked into letting them in his home world he shared with Oryx (the Fundament, and more specifically, the Osmium Throne I think). Vex had already existed but entered into that universe when Savathun (Crota's aunt; or basically Oryx's sister) tricked him into letting them invade. In fact, I highly doubt Crota would fight his own machines for a century, but he did because they were led by a difficult foe, their patron, a machine called Quria (I forgot how he came into the picture though, but he's basically a very powerful Vex unit). IMO, I don't think that the Vex were created by Crota or the Traveler. Until we get more info in the next DLC or sequel, we'll just have to assume they entered the picture really because of Savathun (who was vengeful against her sister Oryx [Aurash] because he/she had killed both her and her other sister Xivu Arath), and in that regard Crota. Though that makes me wonder how Savathun knew in the first place. Anyways.... If there is anything I missed, such as some evidence I forgot about or something of the sort, please let me know.