Production hardening: kill switch, circuit breaker, trailing stops, log level, holiday calendar

TASK-02-circuit-breaker.md

@@ -0,0 +1,140 @@
+# TASK-02: Wire ExecutionCircuitBreaker into NT8StrategyBase
+
+**File:** `src/NT8.Adapters/Strategies/NT8StrategyBase.cs`
+**Priority:** CRITICAL
+**Depends on:** TASK-01 must be done first (file already open/modified)
+**Estimated time:** 45 min
+
+---
+
+## Background
+
+`ExecutionCircuitBreaker` at `src/NT8.Core/Execution/ExecutionCircuitBreaker.cs` is complete and tested.
+Its public API is:
+- `bool ShouldAllowOrder()` — returns false when circuit is Open
+- `void OnSuccess()` — call after a successful order submission
+- `void OnFailure()` — call after a failed order submission
+- `void RecordOrderRejection(string reason)` — call when NT8 rejects an order
+- `void Reset()` — resets to Closed state
+
+The `ExecutionCircuitBreaker` constructor:
+```csharp
+public ExecutionCircuitBreaker(
+    ILogger<ExecutionCircuitBreaker> logger,
+    int failureThreshold = 3,
+    TimeSpan? timeout = null,
+    TimeSpan? retryTimeout = null,
+    int latencyWindowSize = 100,
+    int rejectionWindowSize = 10)
+```
+
+**Problem:** It is never instantiated. `NT8StrategyBase` submits orders with no circuit breaker gate.
+
+---
+
+## Exact Changes Required
+
+### 1. Add using statement at top of `NT8StrategyBase.cs`
+
+```csharp
+using NT8.Core.Execution;
+using Microsoft.Extensions.Logging.Abstractions;
+```
+
+### 2. Add private field alongside the other private fields
+
+```csharp
+private ExecutionCircuitBreaker _circuitBreaker;
+```
+
+### 3. Initialize in `InitializeSdkComponents()`, after `_positionSizer = new BasicPositionSizer(_logger);`
+
+```csharp
+_circuitBreaker = new ExecutionCircuitBreaker(
+    NullLogger<ExecutionCircuitBreaker>.Instance,
+    failureThreshold: 3,
+    timeout: TimeSpan.FromSeconds(30));
+```
+
+### 4. Gate `SubmitOrderToNT8()` — add check at top of the method
+
+```csharp
+private void SubmitOrderToNT8(OmsOrderRequest request, StrategyIntent intent)
+{
+    // Circuit breaker gate
+    if (_circuitBreaker != null && !_circuitBreaker.ShouldAllowOrder())
+    {
+        var state = _circuitBreaker.GetState();
+        Print(string.Format("[SDK] Circuit breaker OPEN — order blocked: {0}", state.Reason));
+        if (_logger != null)
+            _logger.LogWarning("Circuit breaker blocked order: {0}", state.Reason);
+        return;
+    }
+
+    try
+    {
+        // ... EXISTING submit logic unchanged ...
+        var orderName = string.Format("SDK_{0}_{1}", intent.Symbol, DateTime.Now.Ticks);
+        _executionAdapter.SubmitOrder(request, orderName);
+
+        if (request.Side == OmsOrderSide.Buy)
+        { ... existing EnterLong/EnterLongLimit/etc ... }
+        else if (request.Side == OmsOrderSide.Sell)
+        { ... existing EnterShort/etc ... }
+
+        if (intent.StopTicks > 0)
+            SetStopLoss(orderName, CalculationMode.Ticks, (int)intent.StopTicks, false);
+
+        if (intent.TargetTicks.HasValue && intent.TargetTicks.Value > 0)
+            SetProfitTarget(orderName, CalculationMode.Ticks, (int)intent.TargetTicks.Value);
+
+        // Mark success after submission
+        if (_circuitBreaker != null)
+            _circuitBreaker.OnSuccess();
+    }
+    catch (Exception ex)
+    {
+        if (_circuitBreaker != null)
+            _circuitBreaker.OnFailure();
+
+        Print(string.Format("[SDK] SubmitOrderToNT8 failed: {0}", ex.Message));
+        if (_logger != null)
+            _logger.LogError("SubmitOrderToNT8 failed: {0}", ex.Message);
+        throw;
+    }
+}
+```
+
+### 5. Wire rejections in `OnOrderUpdate()`
+
+In the existing `OnOrderUpdate()` override, after the null/name checks, add:
+
+```csharp
+// Record NT8 rejections in circuit breaker
+if (orderState == NinjaTrader.Cbi.OrderState.Rejected && _circuitBreaker != null)
+{
+    var reason = string.Format("{0} {1}", errorCode, nativeError ?? string.Empty);
+    _circuitBreaker.RecordOrderRejection(reason);
+    Print(string.Format("[SDK] Order rejected by NT8: {0}", reason));
+}
+```
+
+---
+
+## Acceptance Criteria
+
+- [ ] `ExecutionCircuitBreaker` is instantiated in `InitializeSdkComponents()`
+- [ ] `SubmitOrderToNT8()` checks `ShouldAllowOrder()` before submitting — if false, prints message and returns
+- [ ] `OnOrderUpdate()` calls `RecordOrderRejection()` when `orderState == OrderState.Rejected`
+- [ ] `OnSuccess()` called after successful order submission
+- [ ] `OnFailure()` called in catch block
+- [ ] `verify-build.bat` passes with zero errors
+- [ ] Existing 240+ tests still pass: `dotnet test NT8-SDK.sln --verbosity minimal`
+
+---
+
+## Do NOT Change
+
+- `ExecutionCircuitBreaker.cs` — already correct, just use it
+- Any Core layer files
+- Any test files