Phase 0 completion: NT8 SDK core framework with risk management and position sizing
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Billy Valentine
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project_plan.md
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project_plan.md
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# NT8 Institutional SDK - Phase 0 Implementation Plan
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## Project Overview
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This document outlines the implementation plan for the NT8 Institutional SDK Phase 0, which includes setting up the repository foundation, implementing core interfaces, risk management, and position sizing components.
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## Phase 0 Components
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Based on the handoff summary, Phase 0 consists of 5 packages:
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1. Repository Setup Package
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2. Core Interfaces Package
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3. Risk Management Package
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4. Position Sizing Package
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5. Complete Validation Script
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## Detailed Implementation Plan
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### 1. Repository Setup Package
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**Objective**: Establish the complete directory structure and foundational files
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#### Directory Structure to Create:
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```
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nt8-institutional-sdk/
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├── .gitea/
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│ └── workflows/
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│ ├── build.yml
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│ ├── test.yml
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│ └── release.yml
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├── .devcontainer/
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│ ├── devcontainer.json
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│ └── Dockerfile
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├── src/
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│ ├── NT8.Core/
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│ │ ├── Common/
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│ │ ├── Configuration/
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│ │ │ ├── Interfaces/
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│ │ │ └── Models/
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│ │ ├── Risk/
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│ │ ├── Sizing/
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│ │ ├── Logging/
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│ │ └── OMS/
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│ ├── NT8.Adapters/
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│ │ └── NinjaTrader/
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│ ├── NT8.Strategies/
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│ │ └── Examples/
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│ └── NT8.Contracts/
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│ └── V1/
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├── tests/
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│ ├── NT8.Core.Tests/
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│ ├── NT8.Integration.Tests/
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│ └── NT8.Performance.Tests/
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├── tools/
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│ ├── replay/
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│ └── market-data/
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├── docs/
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│ ├── architecture/
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│ ├── api/
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│ └── deployment/
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├── deployment/
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│ ├── dev/
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│ ├── staging/
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│ └── prod/
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├── .gitignore
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├── .editorconfig
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├── Directory.Build.props
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├── NT8-SDK.sln
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└── README.md
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```
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#### Key Files to Create:
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1. **.gitignore** - Contains standard ignore patterns for .NET projects, Visual Studio, and NinjaTrader files
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2. **Directory.Build.props** - Centralized MSBuild properties for the solution
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3. **.editorconfig** - Code style and formatting conventions
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4. **.gitea/workflows/build.yml** - CI/CD workflow for building and testing
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5. **README.md** - Project overview and quick start guide
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#### Tasks:
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- [ ] Create directory structure as specified in repository_setup_package.md
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- [ ] Create .gitignore file with the exact content from specifications
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- [ ] Create Directory.Build.props file with the exact content from specifications
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- [ ] Create .editorconfig file with the exact content from specifications
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- [ ] Create .gitea/workflows directory and build.yml file
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- [ ] Create README.md file with the exact content from specifications
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- [ ] Create solution and projects using the specified dotnet commands
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- [ ] Add required NuGet packages as specified
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- [ ] Validate project structure and build
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### 2. Core Interfaces Package
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**Objective**: Implement all interface definitions and model classes
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#### Key Files to Create:
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- src/NT8.Core/Common/Interfaces/IStrategy.cs
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- src/NT8.Core/Common/Models/StrategyMetadata.cs
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- src/NT8.Core/Common/Models/StrategyIntent.cs
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- src/NT8.Core/Common/Models/StrategyContext.cs
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- src/NT8.Core/Common/Models/MarketData.cs
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- src/NT8.Core/Risk/IRiskManager.cs
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- src/NT8.Core/Sizing/IPositionSizer.cs
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#### Tasks:
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- [ ] Implement IStrategy interface
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- [ ] Implement StrategyMetadata and related models
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- [ ] Implement StrategyIntent and related enums
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- [ ] Implement StrategyContext and related models
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- [ ] Implement MarketData models and IMarketDataProvider interface
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- [ ] Implement IRiskManager interface
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- [ ] Implement IPositionSizer interface
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### 3. Risk Management Package
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**Objective**: Implement the BasicRiskManager with Tier 1 risk controls
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#### Key Files to Create:
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- src/NT8.Core/Risk/BasicRiskManager.cs
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#### Tasks:
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- [ ] Implement ValidateOrder method with all Tier 1 checks
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- [ ] Implement OnFill method for position tracking
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- [ ] Implement OnPnLUpdate method for P&L tracking
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- [ ] Implement EmergencyFlatten method for emergency halts
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- [ ] Implement GetRiskStatus method for monitoring
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- [ ] Implement thread-safe locking mechanisms
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- [ ] Add proper logging throughout the implementation
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### 4. Position Sizing Package
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**Objective**: Implement the BasicPositionSizer with fixed contracts and fixed dollar risk methods
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#### Key Files to Create:
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- src/NT8.Core/Sizing/BasicPositionSizer.cs
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#### Tasks:
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- [ ] Implement CalculateSize method with both sizing methods
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- [ ] Implement Fixed Contracts sizing approach
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- [ ] Implement Fixed Dollar Risk sizing approach
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- [ ] Implement contract clamping (min/max limits)
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- [ ] Implement multi-symbol support with accurate tick values
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- [ ] Add proper configuration validation
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- [ ] Add comprehensive error handling
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### 5. Test Suite Implementation
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**Objective**: Create comprehensive unit tests for all components
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#### Tasks:
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- [ ] Create test project structure
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- [ ] Implement test data builders
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- [ ] Create unit tests for Core Interfaces
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- [ ] Create unit tests for Risk Management
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- [ ] Create scenario tests for Risk Management
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- [ ] Create unit tests for Position Sizing
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- [ ] Create calculation validation tests for Position Sizing
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- [ ] Ensure >90% test coverage
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### 6. Validation and Documentation
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**Objective**: Validate the complete implementation and create documentation
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#### Tasks:
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- [ ] Run complete validation script
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- [ ] Verify all success criteria are met
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- [ ] Document SDK foundation and usage guidelines
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- [ ] Create developer setup guide
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- [ ] Document architecture principles
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## Development Guidelines
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All implementation must follow the guidelines specified in:
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- rules/archon.md - Archon workflow principles
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- rules/Compile error guidance.md - NT8 compile guidelines
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- rules/Guidelines.md - General development guidelines
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- rules/nt8compilespec.md - NT8 compile specifications
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## Success Criteria
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Phase 0 is considered complete when:
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1. Repository structure matches specification exactly
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2. All starter files are in correct locations
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3. Solution builds successfully with 0 warnings
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4. All NuGet packages are properly referenced
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5. CI/CD pipeline configuration is in place
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6. All core interfaces are implemented
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7. Risk management is fully functional with Tier 1 controls
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8. Position sizing works with both methods
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9. Comprehensive test suite passes with >90% coverage
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10. Complete validation script passes
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## Next Steps (Phase 1)
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After successful completion of Phase 0, the focus will shift to:
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1. Order Management System implementation
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2. NinjaTrader 8 adapter development
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3. Enhanced risk controls (Tier 2)
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4. Market data handling and validation
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5. Performance optimization
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## Timeline
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Estimated completion time: 2-3 weeks of traditional development (accelerated with AI implementation)
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## Notes
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This plan follows the Archon workflow principles:
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1. Check Current Task → Review task details and requirements
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2. Research for Task → Search relevant documentation and examples
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3. Implement the Task → Write code based on research
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4. Update Task Status → Move task from "todo" → "doing" → "review"
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5. Get Next Task → Check for next priority task
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6. Repeat Cycle
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## Implementation Approach
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Since this is being developed in Architect mode, the actual implementation will require switching to Code mode. The following files will need to be created in Code mode:
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### Configuration Files
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1. `.gitignore` - Git ignore patterns
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2. `Directory.Build.props` - MSBuild properties
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3. `.editorconfig` - Code formatting rules
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4. `.gitea/workflows/build.yml` - CI/CD workflow
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5. `README.md` - Project documentation
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### Core SDK Files
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1. `src/NT8.Core/Common/Interfaces/IStrategy.cs` - Strategy interface
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2. `src/NT8.Core/Common/Models/StrategyMetadata.cs` - Strategy metadata models
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3. `src/NT8.Core/Common/Models/StrategyIntent.cs` - Strategy intent models
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4. `src/NT8.Core/Common/Models/StrategyContext.cs` - Strategy context models
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5. `src/NT8.Core/Common/Models/MarketData.cs` - Market data models
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6. `src/NT8.Core/Risk/IRiskManager.cs` - Risk manager interface
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7. `src/NT8.Core/Risk/BasicRiskManager.cs` - Risk manager implementation
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8. `src/NT8.Core/Sizing/IPositionSizer.cs` - Position sizer interface
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9. `src/NT8.Core/Sizing/BasicPositionSizer.cs` - Position sizer implementation
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### Test Files
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1. `tests/NT8.Core.Tests/Risk/BasicRiskManagerTests.cs` - Risk manager unit tests
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2. `tests/NT8.Core.Tests/Risk/RiskScenarioTests.cs` - Risk scenario tests
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3. `tests/NT8.Core.Tests/Sizing/BasicPositionSizerTests.cs` - Position sizer unit tests
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This implementation plan should be followed when switching to Code mode for actual file creation and coding.
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