# Project Context — NT8 SDK (Production Hardening Phase)

You are working on the **NT8 SDK** — an institutional-grade algorithmic trading framework for NinjaTrader 8.
This is production trading software. Bugs cause real financial losses.

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## What Is Already Built (Do Not Touch)

All core trading logic is complete and has 240+ passing tests:

| Layer | Status | Key Files |
|---|---|---|
| Risk (Tier 1-3) | ✅ Complete | `src/NT8.Core/Risk/` |
| Position Sizing | ✅ Complete | `src/NT8.Core/Sizing/` |
| OMS / Order Lifecycle | ✅ Complete | `src/NT8.Core/OMS/` |
| Intelligence | ✅ Complete | `src/NT8.Core/Intelligence/` |
| Analytics | ✅ Complete | `src/NT8.Core/Analytics/` |
| Execution Utilities | ✅ Complete | `src/NT8.Core/Execution/` |
| Market Data | ✅ Complete | `src/NT8.Core/MarketData/` |

**NT8 Order Execution is ALREADY WIRED.**
`NT8StrategyBase.SubmitOrderToNT8()` calls `EnterLong`, `EnterShort`, `SetStopLoss`, and
`SetProfitTarget` directly. The execution path works end-to-end. Do not re-implement it.

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## What You Are Fixing (The Active Task List)

### CRITICAL — `NT8StrategyBase.cs`

**Gap 1 — No kill switch**
`NT8StrategyBase` has no `EnableKillSwitch` NinjaScript parameter and no early-exit in `OnBarUpdate()`.
A runaway strategy cannot be stopped without killing NinjaTrader.
**Fix:** Add `EnableKillSwitch` (bool NinjaScript property) and `EnableVerboseLogging` property.
Add kill switch check as the FIRST thing in `OnBarUpdate()`.
→ See `TASK-01-kill-switch.md`

**Gap 2 — `ExecutionCircuitBreaker` not wired**
`src/NT8.Core/Execution/ExecutionCircuitBreaker.cs` is complete and tested.
It is never instantiated. Orders submit regardless of latency or rejection conditions.
**Fix:** Instantiate in `InitializeSdkComponents()`, gate orders in `SubmitOrderToNT8()`, wire rejections in `OnOrderUpdate()`.
→ See `TASK-02-circuit-breaker.md`

### HIGH — `TrailingStopManager.cs`

**Gap 3 — Placeholder stop math returns zero**
`CalculateNewStopPrice()` FixedTrailing branch: `marketPrice - (x - x)` = always zero movement.
ATRTrailing and Chandelier also have meaningless placeholder formulas.
**Fix:** Replace with real calculations using `TrailingStopConfig.TrailingAmountTicks` and `AtrMultiplier`.
→ See `TASK-03-trailing-stop.md`

### HIGH — `BasicLogger.cs`

**Gap 4 — No log-level filter**
Every log statement writes to console unconditionally. Cannot suppress debug noise in production.
**Fix:** Add `MinimumLevel` property (defaults to `Information`). Suppress messages below threshold.
→ See `TASK-04-log-level.md`

### MEDIUM — `SessionManager.cs`

**Gap 5 — No holiday awareness**
`IsRegularTradingHours()` checks session times only. Will attempt to trade on Christmas, Thanksgiving, etc.
**Fix:** Add static CME holiday set for 2025/2026. Return `false` on those dates.
→ See `TASK-05-session-holidays.md`

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## Architecture (Read Before Touching Anything)

```
SimpleORBStrategy.OnBar()
    ↓ returns StrategyIntent
NT8StrategyBase.OnBarUpdate()
    ↓ [TASK-01: kill switch check here, first]
    ↓ calls ProcessStrategyIntent()
    ↓ calls _riskManager.ValidateOrder()
    ↓ calls _positionSizer.CalculateSize()
    ↓ calls SubmitOrderToNT8()
    ↓ [TASK-02: circuit breaker gate here]
    ↓ calls EnterLong/EnterShort/SetStopLoss/SetProfitTarget (already works)
NT8 callbacks → OnOrderUpdate / OnExecutionUpdate
    ↓ [TASK-02: record rejections in circuit breaker here]
```

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## Technology Constraints

- **C# 5.0 only** — no `$""`, no `?.`, no `=>` on methods/properties, no `nameof()`, no `out var`
- **.NET Framework 4.8** — not .NET Core/5+/6+
- **NinjaScript managed orders** — `EnterLong`, `EnterShort`, `SetStopLoss`, `SetProfitTarget`
- `string.Format()` everywhere, never string interpolation
- All `Dictionary`, `HashSet` access inside `lock (_lock)` blocks
- XML doc comments on all public members
- `try/catch` on all public methods with `LogError` in the catch
