Implement NinjaTrader 8 adapter for integration

src/NT8.Adapters/NinjaTrader/NT8OrderAdapter.cs

@@ -0,0 +1,115 @@
+using System;
+using NT8.Core.Common.Models;
+using NT8.Core.Risk;
+using NT8.Core.Sizing;
+
+namespace NT8.Adapters.NinjaTrader
+{
+    /// <summary>
+    /// Order adapter for executing trades through NT8
+    /// </summary>
+    public class NT8OrderAdapter
+    {
+        private IRiskManager _riskManager;
+        private IPositionSizer _positionSizer;
+
+        /// <summary>
+        /// Initialize the order adapter with required components
+        /// </summary>
+        public void Initialize(IRiskManager riskManager, IPositionSizer positionSizer)
+        {
+            _riskManager = riskManager;
+            _positionSizer = positionSizer;
+        }
+
+        /// <summary>
+        /// Execute strategy intent through NT8 order management
+        /// </summary>
+        public void ExecuteIntent(StrategyIntent intent, StrategyContext context, StrategyConfig config)
+        {
+            if (_riskManager == null || _positionSizer == null)
+            {
+                throw new InvalidOperationException("Adapter not initialized. Call Initialize() first.");
+            }
+
+            // Validate the intent through risk management
+            var riskDecision = _riskManager.ValidateOrder(intent, context, config.RiskSettings);
+            if (!riskDecision.Allow)
+            {
+                // Log rejection and return
+                // In a real implementation, we would use a proper logging system
+                return;
+            }
+
+            // Calculate position size
+            var sizingResult = _positionSizer.CalculateSize(intent, context, config.SizingSettings);
+            if (sizingResult.Contracts <= 0)
+            {
+                // Log that no position size was calculated
+                return;
+            }
+
+            // In a real implementation, this would call NT8's order execution methods
+            // For now, we'll just log what would be executed
+            ExecuteInNT8(intent, sizingResult);
+        }
+
+        /// <summary>
+        /// Execute the order in NT8 (placeholder implementation)
+        /// </summary>
+        private void ExecuteInNT8(StrategyIntent intent, SizingResult sizing)
+        {
+            // This is where the actual NT8 order execution would happen
+            // In a real implementation, this would call NT8's EnterLong/EnterShort methods
+            // along with SetStopLoss, SetProfitTarget, etc.
+
+            // Example of what this might look like in NT8:
+            /*
+            if (intent.Side == OrderSide.Buy)
+            {
+                EnterLong(sizing.Contracts, "SDK_Entry");
+                SetStopLoss("SDK_Entry", CalculationMode.Ticks, intent.StopTicks);
+                if (intent.TargetTicks.HasValue)
+                {
+                    SetProfitTarget("SDK_Entry", CalculationMode.Ticks, intent.TargetTicks.Value);
+                }
+            }
+            else if (intent.Side == OrderSide.Sell)
+            {
+                EnterShort(sizing.Contracts, "SDK_Entry");
+                SetStopLoss("SDK_Entry", CalculationMode.Ticks, intent.StopTicks);
+                if (intent.TargetTicks.HasValue)
+                {
+                    SetProfitTarget("SDK_Entry", CalculationMode.Ticks, intent.TargetTicks.Value);
+                }
+            }
+            */
+        }
+
+        /// <summary>
+        /// Handle order updates from NT8
+        /// </summary>
+        public void OnOrderUpdate(string orderId, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, string orderState, DateTime time, string errorCode, string nativeError)
+        {
+            // Pass order updates to risk manager for tracking
+            if (_riskManager != null)
+            {
+                // In a real implementation, we would convert NT8 order data to SDK format
+                // and pass it to the risk manager
+            }
+        }
+
+        /// <summary>
+        /// Handle execution updates from NT8
+        /// </summary>
+        public void OnExecutionUpdate(string executionId, string orderId, double price, int quantity, string marketPosition, DateTime time)
+        {
+            // Pass execution updates to risk manager for P&L tracking
+            if (_riskManager != null)
+            {
+                // In a real implementation, we would convert NT8 execution data to SDK format
+                // and pass it to the risk manager
+            }
+        }
+    }
+}