The tourists reached the close on day three on 88 for two in their second innings.
AB de Villiers reached his 21st test century in 144 balls and accelerated the scoring.
South Africa, 1-0 up in the three-test series, have seven wickets in hand as they start the third day.
The West Indies have won the toss and elected to bat first in the third and final Test.
Western Province fans continue to celebrate following their team's win at Newlands yesterday.
Jean de Villiers says he has made peace with the fact he will probably never win a Currie Cup.