The steady state of a vibrated granular gas confined by a movable piston on top is discussed. Particular attention is given to the hydrodynamic boundary conditions to be used when solving the inelastic Navier-Stokes equations. The relevance of an exact general condition relating the grain fluxes approaching and moving away from each of the walls is emphasized. It is shown how it can be used to get a consistent hydrodynamic description of the boundaries. The obtained expressions for the fields do not contain any undetermined parameter. Comparison of the theoretical predictions with molecular-dynamics simulation results is carried out, and a good agreement is observed for low density and not too large inelasticity. A practical way of introducing small finite density corrections to the dilute limit theory is proposed to improve the accuracy of the theory.