chore: Add project configuration and documentation

- Kilocode AI agent rules and guidelines
- Setup and implementation guides
- Architecture documentation
- Build and verification references

.kilocode/rules/coding_patterns.md

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+# Mandatory Coding Patterns
+
+These patterns MUST be followed in all code you write for the NT8 SDK.
+
+## Thread Safety - Dictionary Access
+
+ALL access to shared dictionaries MUST use locks.
+
+### ❌ WRONG - No Lock
+```csharp
+_activeOrders[orderId] = orderStatus;  // DANGEROUS!
+```
+
+### ✅ CORRECT - With Lock
+```csharp
+lock (_lock)
+{
+    _activeOrders[orderId] = orderStatus;
+}
+```
+
+### Rule
+Every class with shared state MUST have:
+```csharp
+private readonly object _lock = new object();
+```
+
+Every access to shared collections MUST be inside:
+```csharp
+lock (_lock)
+{
+    // Dictionary/List operations here
+}
+```
+
+## Error Handling - Try-Catch Required
+
+ALL public methods MUST have try-catch blocks.
+
+### ❌ WRONG - No Error Handling
+```csharp
+public async Task<string> SubmitOrder(OrderRequest request)
+{
+    var orderId = GenerateOrderId();
+    await _nt8Adapter.SubmitToNT8(orderStatus);
+    return orderId;
+}
+```
+
+### ✅ CORRECT - With Error Handling
+```csharp
+public async Task<string> SubmitOrder(OrderRequest request)
+{
+    if (request == null)
+        throw new ArgumentNullException("request");
+    
+    try
+    {
+        request.Validate();
+    }
+    catch (ArgumentException ex)
+    {
+        _logger.LogError("Order validation failed: {0}", ex.Message);
+        throw;
+    }
+    
+    try
+    {
+        var orderId = GenerateOrderId();
+        await _nt8Adapter.SubmitToNT8(orderStatus);
+        return orderId;
+    }
+    catch (Exception ex)
+    {
+        _logger.LogError("Order submission failed: {0}", ex.Message);
+        throw;
+    }
+}
+```
+
+### Pattern Template
+```csharp
+public ReturnType MethodName(Type parameter)
+{
+    // 1. Validate parameters (throw ArgumentNullException/ArgumentException)
+    if (parameter == null)
+        throw new ArgumentNullException("parameter");
+    
+    // 2. Try-catch for operation-specific errors
+    try
+    {
+        // Main logic
+    }
+    catch (SpecificException ex)
+    {
+        _logger.LogError("Specific error: {0}", ex.Message);
+        // Handle or re-throw
+        throw;
+    }
+    catch (Exception ex)
+    {
+        _logger.LogError("Unexpected error: {0}", ex.Message);
+        throw;
+    }
+}
+```
+
+## Logging - Structured and Consistent
+
+Use structured logging with string.Format (NOT string interpolation).
+
+### Log Levels
+
+#### LogTrace - Detailed Flow
+```csharp
+_logger.LogTrace("Entering method {0} with parameter {1}", methodName, param);
+```
+
+#### LogDebug - Normal Operations
+```csharp
+_logger.LogDebug("Order {0} state is {1}", orderId, state);
+```
+
+#### LogInformation - Important Events
+```csharp
+_logger.LogInformation("Order {0} submitted successfully at {1}", orderId, timestamp);
+_logger.LogInformation("Order {0} filled: {1} contracts @ {2:F2}", orderId, qty, price);
+```
+
+#### LogWarning - Recoverable Issues
+```csharp
+_logger.LogWarning("Order validation failed: {0}", validationError);
+_logger.LogWarning("Maximum active orders reached: {0}", maxOrders);
+```
+
+#### LogError - Failures
+```csharp
+_logger.LogError("Failed to submit order {0} to NT8: {1}", orderId, ex.Message);
+_logger.LogError("Invalid state transition: {0} -> {1}", fromState, toState);
+```
+
+#### LogCritical - System Integrity Issues
+```csharp
+_logger.LogCritical("Emergency flatten failed for {0}: {1}", symbol, ex.Message);
+```
+
+### ❌ WRONG - String Interpolation
+```csharp
+_logger.LogInformation($"Order {orderId} submitted");  // C# 6+ feature!
+```
+
+### ✅ CORRECT - string.Format
+```csharp
+_logger.LogInformation("Order {0} submitted", orderId);
+```
+
+## XML Documentation - Required
+
+ALL public and protected members MUST have XML documentation.
+
+### ❌ WRONG - No Documentation
+```csharp
+public interface IOrderManager
+{
+    Task<string> SubmitOrder(OrderRequest request);
+}
+```
+
+### ✅ CORRECT - With Documentation
+```csharp
+/// <summary>
+/// Order management interface - manages complete order lifecycle
+/// </summary>
+public interface IOrderManager
+{
+    /// <summary>
+    /// Submit new order for execution
+    /// </summary>
+    /// <param name="request">Order request with all parameters</param>
+    /// <returns>Unique order ID for tracking</returns>
+    /// <exception cref="ArgumentNullException">Request is null</exception>
+    /// <exception cref="ArgumentException">Request validation fails</exception>
+    Task<string> SubmitOrder(OrderRequest request);
+}
+```
+
+### Template
+```csharp
+/// <summary>
+/// Brief description of what this does (one line)
+/// </summary>
+/// <param name="paramName">What this parameter represents</param>
+/// <returns>What this method returns</returns>
+/// <exception cref="ExceptionType">When this exception is thrown</exception>
+public ReturnType MethodName(Type paramName)
+{
+    // Implementation
+}
+```
+
+## Constructor Pattern
+
+### ❌ WRONG - No Validation
+```csharp
+public BasicOrderManager(ILogger logger, INT8OrderAdapter adapter)
+{
+    _logger = logger;
+    _adapter = adapter;
+}
+```
+
+### ✅ CORRECT - Validate Dependencies
+```csharp
+public BasicOrderManager(ILogger<BasicOrderManager> logger, INT8OrderAdapter adapter)
+{
+    if (logger == null)
+        throw new ArgumentNullException("logger");
+    if (adapter == null)
+        throw new ArgumentNullException("adapter");
+    
+    _logger = logger;
+    _adapter = adapter;
+    
+    _activeOrders = new Dictionary<string, OrderStatus>();
+    _completedOrders = new Dictionary<string, OrderStatus>();
+    
+    // Register callbacks
+    _adapter.RegisterOrderCallback(OnNT8OrderUpdate);
+    
+    _logger.LogInformation("BasicOrderManager initialized");
+}
+```
+
+## Event Raising Pattern
+
+NEVER raise events inside locks (prevents deadlocks).
+
+### ❌ WRONG - Event Inside Lock
+```csharp
+lock (_lock)
+{
+    order.State = newState;
+    OrderStateChanged?.Invoke(this, eventArgs);  // DEADLOCK RISK!
+}
+```
+
+### ✅ CORRECT - Event Outside Lock
+```csharp
+OrderState previousState;
+OrderState newState;
+
+lock (_lock)
+{
+    previousState = order.State;
+    order.State = newState;
+    // Update state inside lock
+}
+
+// Raise event OUTSIDE lock
+RaiseOrderStateChanged(orderId, previousState, newState, reason);
+```
+
+## Verification Checklist
+
+Before completing ANY method, verify:
+- [ ] Parameter validation (ArgumentNullException/ArgumentException)
+- [ ] Try-catch on operation
+- [ ] Logging at appropriate level
+- [ ] Lock around shared state access
+- [ ] Events raised outside locks
+- [ ] XML documentation on public members
+- [ ] C# 5.0 syntax only (no $, ?., =>, etc.)

.kilocode/rules/csharp_50_syntax.md

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+# C# 5.0 Syntax Requirements
+
+You are working on a .NET Framework 4.8 project that MUST use C# 5.0 syntax only.
+
+## Forbidden C# 6+ Features
+
+### String Interpolation (C# 6)
+❌ NEVER use: `$"Order {orderId} at {price}"`
+✅ ALWAYS use: `string.Format("Order {0} at {1}", orderId, price)`
+
+### Null-Conditional Operators (C# 6)
+❌ NEVER use: `var name = order?.Name`
+❌ NEVER use: `var value = dict?[key]`
+✅ ALWAYS use explicit null checks:
+```csharp
+var name = order != null ? order.Name : null;
+if (dict != null && dict.ContainsKey(key)) { }
+```
+
+### Null-Coalescing Assignment (C# 8)
+❌ NEVER use: `value ??= defaultValue;`
+✅ ALWAYS use: `if (value == null) value = defaultValue;`
+
+### Expression-Bodied Members (C# 6)
+❌ NEVER use: `public int Property => value;`
+❌ NEVER use: `public void Method() => DoSomething();`
+✅ ALWAYS use full syntax:
+```csharp
+public int Property 
+{ 
+    get { return value; } 
+}
+
+public void Method()
+{
+    DoSomething();
+}
+```
+
+### nameof Operator (C# 6)
+❌ NEVER use: `throw new ArgumentNullException(nameof(param));`
+✅ ALWAYS use: `throw new ArgumentNullException("param");`
+
+### Auto-Property Initializers (C# 6)
+❌ NEVER use: `public int Property { get; set; } = 10;`
+✅ ALWAYS use constructor initialization:
+```csharp
+public int Property { get; set; }
+
+public ClassName()
+{
+    Property = 10;
+}
+```
+
+### Using Static (C# 6)
+❌ NEVER use: `using static System.Math;`
+✅ ALWAYS use: `System.Math.Floor(...)`
+
+### Tuple Syntax (C# 7)
+❌ NEVER use: `var tuple = (name: "test", value: 1);`
+✅ ALWAYS use: `Tuple<string, int>` or custom classes
+
+### Pattern Matching (C# 7+)
+❌ NEVER use: `if (obj is string str)`
+✅ ALWAYS use: `if (obj is string) { var str = (string)obj; }`
+
+### Local Functions (C# 7)
+❌ NEVER use functions inside methods
+✅ ALWAYS use private methods
+
+### Out Variables (C# 7)
+❌ NEVER use: `if (dict.TryGetValue(key, out var value))`
+✅ ALWAYS use:
+```csharp
+OrderStatus value;
+if (dict.TryGetValue(key, out value))
+{
+    // Use value
+}
+```
+
+## Verification
+After writing ANY code, verify C# 5.0 compliance:
+- No `$` signs except in string literals
+- No `?.` or `?[` operators
+- No `=>` except in lambda expressions
+- No inline variable declarations in out parameters

.kilocode/rules/file_boundaries.md

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+# File Modification Boundaries
+
+You are implementing the OMS (Order Management System) for the NT8 SDK project.
+
+## Allowed Modifications
+
+You MAY create and modify files in these directories ONLY:
+
+### Core OMS Implementation
+- `src/NT8.Core/OMS/*.cs` - All OMS implementation files
+- `src/NT8.Core/OMS/**/*.cs` - Any subdirectories under OMS
+
+### Testing
+- `tests/NT8.Core.Tests/OMS/*.cs` - OMS unit tests
+- `tests/NT8.Core.Tests/OMS/**/*.cs` - OMS test subdirectories
+- `tests/NT8.Core.Tests/Mocks/*.cs` - Mock implementations (MockNT8OrderAdapter)
+
+## Strictly Forbidden Modifications
+
+You MUST NOT modify any existing files in these locations:
+
+### Core Interfaces and Models
+- `src/NT8.Core/Common/**` - Existing interfaces and base models
+- `src/NT8.Core/Risk/**` - Risk management system (completed)
+- `src/NT8.Core/Sizing/**` - Position sizing system (completed)
+- `src/NT8.Core/Logging/**` - Logging infrastructure
+
+### Build Configuration
+- `Directory.Build.props` - Global build properties
+- `*.csproj` files - Project files (unless adding new files to OMS project)
+- `.gitignore`
+
+### Documentation (Read-Only)
+- `nt8_phasing_plan.md`
+- `nt8_dev_spec.md`
+- `NT8_Integration_Guidelines_for_AI_Agents.md`
+- `AI_Agent_Workflow_and_Code_Templates.md`
+
+### NT8 Adapters
+- `src/NT8.Adapters/**` - NT8 integration (future phase)
+
+## New File Creation Rules
+
+### When creating new files:
+1. Use proper namespace: `NT8.Core.OMS` for implementation, `NT8.Core.Tests.OMS` for tests
+2. Include XML documentation on all public members
+3. Follow existing file naming patterns (PascalCase, descriptive names)
+4. Add to appropriate project file if needed
+
+### File naming examples:
+✅ `BasicOrderManager.cs` - Implementation class
+✅ `OrderModels.cs` - Model classes
+✅ `IOrderManager.cs` - Interface
+✅ `BasicOrderManagerTests.cs` - Test class
+✅ `MockNT8OrderAdapter.cs` - Mock for testing
+
+## Verification
+Before any file operation, ask yourself:
+1. Is this file in an allowed directory?
+2. Am I modifying an existing Core interface? (FORBIDDEN)
+3. Am I creating a new file in the correct location?
+
+If unsure, DO NOT proceed - ask for clarification first.

.kilocode/rules/project_context.md

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+# Project Context
+
+You are working on the **NT8 SDK** - an institutional-grade trading SDK for NinjaTrader 8.
+
+## Project Purpose
+
+This is production trading software used for automated futures trading (ES, NQ, MES, MNQ, CL, GC). Code quality is critical because:
+- Bugs can cause real financial losses
+- System runs 24/5 during market hours
+- Performance requirements are strict (<200ms latency)
+- This is institutional-grade, not hobbyist code
+
+## Current Phase: Phase 1 - Core Trading Loop
+
+You are implementing the **OMS (Order Management System)** component.
+
+### OMS Responsibilities
+- Manage complete order lifecycle (Pending → Working → Filled/Cancelled)
+- Thread-safe order tracking
+- State machine enforcement
+- Integration with NT8 platform
+- Position flattening capability
+
+### What OMS Does NOT Do (Other Components Handle)
+- Risk validation (IRiskManager handles this)
+- Position sizing (IPositionSizer handles this)
+- Strategy logic (IStrategy handles this)
+- Direct NT8 calls (NT8Adapter handles this)
+
+## Architecture Overview
+
+```
+Strategy Layer (IStrategy)
+        ↓ generates StrategyIntent
+Risk Layer (IRiskManager)
+        ↓ validates and produces RiskDecision
+Sizing Layer (IPositionSizer)
+        ↓ calculates contracts and produces SizingResult
+OMS Layer (IOrderManager) ← YOU ARE HERE
+        ↓ manages order lifecycle
+NT8 Adapter Layer (INT8OrderAdapter)
+        ↓ bridges to NinjaTrader 8
+NinjaTrader 8 Platform
+```
+
+## Your Current Task
+
+Implement the **Basic OMS** with these deliverables:
+
+### Phase 1 Deliverables
+1. ✅ `OrderModels.cs` - Order request/status models and enums
+2. ✅ `IOrderManager.cs` - Core interface definition
+3. ✅ `INT8OrderAdapter.cs` - Adapter interface
+4. ✅ `BasicOrderManager.cs` - Implementation with state machine
+5. ✅ `MockNT8OrderAdapter.cs` - Mock for testing
+6. ✅ Unit tests - Comprehensive test coverage (>80%)
+
+### Out of Scope (Future Phases)
+- ❌ Partial fill aggregation (Phase 2)
+- ❌ Retry logic (Phase 2)
+- ❌ Position reconciliation (Phase 2)
+- ❌ Advanced order types (Phase 3)
+- ❌ Smart order routing (Phase 3)
+
+## Key Design Principles
+
+### 1. Risk-First Architecture
+ALL trading operations flow through IRiskManager before OMS.
+The pattern is: Strategy → Risk → Sizing → OMS → NT8
+**NEVER bypass risk checks.**
+
+### 2. State Machine Discipline
+Order states follow strict transitions:
+```
+Pending → Working → PartiallyFilled → Filled
+              ↓           ↓
+          Cancelled   Cancelled
+              ↓
+          Rejected
+```
+Invalid transitions MUST be rejected and logged.
+
+### 3. Thread Safety
+This system will run with:
+- Multiple NT8 callbacks firing simultaneously
+- UI queries happening while orders process
+- State changes from external events
+
+ALL shared state MUST be protected with locks.
+
+### 4. Performance Targets
+- Order submission: <5ms (excluding NT8 adapter)
+- State transition: <1ms
+- Query operations: <1ms
+- Overall tick-to-trade: <200ms
+
+### 5. Determinism
+Order processing must be deterministic for:
+- Backtesting accuracy
+- Replay debugging
+- Audit trails
+
+## Technology Constraints
+
+### Language & Framework
+- C# 5.0 syntax ONLY (no C# 6+)
+- .NET Framework 4.8 (not .NET Core/5+/6+)
+- Target: Windows desktop environment
+
+### Libraries
+- ✅ Newtonsoft.Json (for serialization)
+- ✅ Microsoft.Extensions.Logging (for logging)
+- ✅ Microsoft.Extensions.DependencyInjection (for DI)
+- ❌ System.Text.Json (not available)
+- ❌ Any .NET Core/5+/6+ libraries
+
+### Testing
+- xUnit for test framework
+- FluentAssertions for assertions
+- Bogus for test data generation (if needed)
+- Mock adapters for isolation
+
+## Reference Documents
+
+You have access to these design documents:
+- `OMS_Design_Specification.md` - Complete technical design
+- `Kilocode_Implementation_Guide.md` - Step-by-step tasks
+- `OMS_Test_Scenarios.md` - Comprehensive test cases
+
+When uncertain about design decisions, reference these documents.
+
+## Success Criteria
+
+Your implementation is complete when:
+- [ ] All 6 deliverables created
+- [ ] `verify-build.bat` passes
+- [ ] >80% test coverage
+- [ ] All tests passing
+- [ ] No C# 6+ syntax
+- [ ] State machine validated
+- [ ] Thread safety verified
+- [ ] Performance targets met
+- [ ] Integration points tested
+- [ ] Documentation complete
+
+## Communication
+
+When you need clarification:
+1. Check `OMS_Design_Specification.md` first
+2. Check existing code patterns in `src/NT8.Core/Risk/` or `src/NT8.Core/Sizing/`
+3. If still uncertain, ask before implementing
+
+**Remember:** This is production trading code. When in doubt, ask rather than guess.

.kilocode/rules/verification_requirements.md

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+# Verification Requirements
+
+You MUST verify your work at each checkpoint to ensure code quality and prevent errors.
+
+## After EVERY File Creation or Modification
+
+### Step 1: Run Build Verification
+```bash
+.\verify-build.bat
+```
+
+**Expected Output:**
+```
+✅ All checks passed!
+```
+
+**If build fails:**
+1. Read the error message carefully
+2. Fix the error immediately
+3. Re-run verify-build.bat
+4. DO NOT proceed to next file until build passes
+
+### Step 2: Verify File Location
+Check that the file is in an allowed directory:
+- ✅ `src/NT8.Core/OMS/` - Implementation files
+- ✅ `tests/NT8.Core.Tests/OMS/` - Test files
+- ✅ `tests/NT8.Core.Tests/Mocks/` - Mock files
+- ❌ Anywhere else - STOP and ask
+
+### Step 3: Check Syntax Compliance
+Scan your code for forbidden patterns:
+- ❌ No `$"..."` - Use `string.Format()`
+- ❌ No `?.` or `?[` - Use explicit null checks
+- ❌ No `=>` in properties/methods - Use full syntax
+- ❌ No `nameof()` - Use string literals
+
+## After Completing Each Class
+
+### Step 4: Run Unit Tests (if applicable)
+```bash
+dotnet test tests\NT8.Core.Tests --filter "FullyQualifiedName~OMS"
+```
+
+**Expected Output:**
+```
+Passed! - Failed: 0, Passed: X
+```
+
+### Step 5: Review Against Checklist
+- [ ] All public members have XML documentation
+- [ ] All dictionary access uses `lock (_lock)`
+- [ ] All public methods have try-catch
+- [ ] All logging uses `string.Format()`
+- [ ] No C# 6+ syntax anywhere
+- [ ] File compiles without warnings
+
+## After Completing Full Task
+
+### Step 6: Comprehensive Build
+```bash
+dotnet build NT8-SDK.sln --configuration Release
+```
+
+### Step 7: Full Test Suite
+```bash
+dotnet test tests\NT8.Core.Tests --verbosity normal
+```
+
+### Step 8: Code Coverage (Optional but Recommended)
+```bash
+dotnet test tests\NT8.Core.Tests --collect:"XPlat Code Coverage"
+```
+
+**Target:** >80% coverage for new code
+
+## Common Verification Failures
+
+### "Feature 'string interpolation' is not available"
+**Cause:** Used `$"text {var}"`
+**Fix:** Replace with `string.Format("text {0}", var)`
+
+### "Feature 'null-conditional operator' is not available"
+**Cause:** Used `obj?.Property`
+**Fix:** Replace with explicit null check
+
+### "Cannot access member before initialization"
+**Cause:** Used auto-property initializer
+**Fix:** Move initialization to constructor
+
+### Lock-related warnings
+**Cause:** Dictionary access outside lock
+**Fix:** Wrap in `lock (_lock) { ... }`
+
+## Emergency Stop Conditions
+
+STOP immediately and ask for help if:
+1. ❌ Build fails with errors you don't understand
+2. ❌ Tests fail unexpectedly after your changes
+3. ❌ You need to modify files outside allowed directories
+4. ❌ You're unsure about a design decision
+5. ❌ Performance is severely degraded
+
+## Verification Workflow Summary
+
+```
+Write Code
+    ↓
+Run verify-build.bat
+    ↓
+Build passes? → NO → Fix errors, repeat
+    ↓ YES
+Check syntax (no C# 6+)
+    ↓
+Check patterns (locks, try-catch, logging)
+    ↓
+Check documentation (XML docs)
+    ↓
+Run unit tests (if applicable)
+    ↓
+All pass? → NO → Fix tests, repeat
+    ↓ YES
+Mark file complete ✅
+    ↓
+Move to next file
+```
+
+## Quality Gates
+
+Your code MUST pass these gates before being considered complete:
+
+### Gate 1: Compilation
+- ✅ `verify-build.bat` outputs "All checks passed!"
+- ✅ No compiler warnings
+- ✅ All references resolve
+
+### Gate 2: Syntax Compliance
+- ✅ No C# 6+ features detected
+- ✅ Only .NET Framework 4.8 APIs used
+- ✅ Proper using statements
+
+### Gate 3: Pattern Compliance
+- ✅ Thread-safe operations
+- ✅ Error handling present
+- ✅ Logging at correct levels
+- ✅ XML documentation complete
+
+### Gate 4: Testing
+- ✅ Unit tests written and passing
+- ✅ Coverage >80% (target)
+- ✅ Edge cases tested
+
+## Self-Check Questions
+
+Before marking a file complete, ask:
+1. Does `verify-build.bat` pass?
+2. Did I use any C# 6+ syntax?
+3. Is all dictionary access inside locks?
+4. Do all public methods have try-catch?
+5. Does all logging use string.Format?
+6. Do all public members have XML docs?
+7. Are there unit tests for this code?
+8. Do the tests pass?
+
+**If any answer is "No" or "I'm not sure" → DO NOT PROCEED**

BUILD_WARNINGS_REFERENCE.md

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+# Build Warnings - Quick Fix Guide
+
+**Date:** February 15, 2026  
+**Build Status:** ✅ SUCCESS (with warnings)
+
+---
+
+## Current Warnings Summary
+
+### CS1998: Async method without await (12 occurrences)
+
+**Location:** 
+- `OrderManager.cs` (7 warnings)
+- `OrderManagerTests.cs` (2 warnings)
+
+**Issue:** Methods marked as `async` but don't use `await`
+
+**Fix Options:**
+
+#### Option 1: Remove async if not needed
+```csharp
+// BEFORE (Warning)
+public async Task<string> MethodName()
+{
+    return "result";
+}
+
+// AFTER (Fixed)
+public Task<string> MethodName()
+{
+    return Task.FromResult("result");
+}
+```
+
+#### Option 2: Add await if async operation exists
+```csharp
+// If you have async operations
+public async Task<string> MethodName()
+{
+    await SomeAsyncOperation();
+    return "result";
+}
+```
+
+---
+
+### CS0169/CS0414: Unused fields (5 occurrences)
+
+**Location:** `SimpleORBNT8Wrapper.cs`
+
+**Issue:** Fields declared but never used
+
+**Fields:**
+- `_rangeSize`
+- `_openingRangeHigh`
+- `_openingRangeStart`
+- `_openingRangeLow`
+- `_openingRangeCalculated`
+
+**Fix Options:**
+
+#### Option 1: Remove if truly unused
+```csharp
+// Remove these lines if not needed:
+private double _openingRangeHigh;
+private double _openingRangeLow;
+```
+
+#### Option 2: Use the fields
+```csharp
+// If you plan to use them, implement the logic
+private double _openingRangeHigh = 0;
+
+void CalculateRange()
+{
+    _openingRangeHigh = High[0]; // Use the field
+}
+```
+
+#### Option 3: Suppress if placeholder for future
+```csharp
+#pragma warning disable CS0169
+private double _openingRangeHigh; // Will be used in Phase 2
+#pragma warning restore CS0169
+```
+
+---
+
+## Action Items
+
+### Priority 1: Critical for OMS
+❌ **None** - OMS implementation hasn't started yet
+
+### Priority 2: Existing Code Cleanup
+These warnings are in **existing code** (not OMS):
+- `OrderManager.cs` - 7 async warnings
+- `SimpleORBNT8Wrapper.cs` - 5 unused field warnings
+- `OrderManagerTests.cs` - 2 async warnings
+
+**Recommendation:** Fix these **after** OMS implementation to avoid modifying existing code.
+
+---
+
+## For Kilocode: Warning Rules
+
+### ✅ ALLOWED: Warnings in existing code
+Kilocode can ignore warnings in:
+- `src/NT8.Adapters/**` (existing wrapper)
+- Existing `OrderManager.cs` (if it exists before OMS work)
+- Existing test files
+
+### ❌ FORBIDDEN: Warnings in new OMS code
+Kilocode MUST NOT introduce warnings in new code:
+- New `src/NT8.Core/OMS/**` files
+- New `tests/NT8.Core.Tests/OMS/**` files
+
+### Rule for Kilocode:
+```
+When creating new OMS files:
+- NO CS1998 warnings (remove async or add await)
+- NO CS0169/CS0414 warnings (use all declared fields)
+- Build with ZERO warnings for new code
+```
+
+---
+
+## Build Verification
+
+### Current Status
+```
+Build: ✅ SUCCESS
+Warnings: 17 total
+- 12 × CS1998 (async without await)
+- 5 × CS0169/CS0414 (unused fields)
+
+All warnings in EXISTING code (not OMS)
+```
+
+### Target for OMS
+```
+Build: ✅ SUCCESS
+New OMS files: ZERO warnings
+Existing warnings: Can remain (cleanup later)
+```
+
+---
+
+## Quick Fix Script (Optional)
+
+If you want to clean up existing warnings before OMS work:
+
+```powershell
+# Fix unused fields in SimpleORBNT8Wrapper.cs
+# Option 1: Comment out unused fields
+# Option 2: Implement ORB calculation logic
+# Option 3: Add #pragma warning disable
+
+# Fix async warnings in OrderManager.cs
+# Review each method and either:
+# - Remove async keyword + return Task.FromResult()
+# - Add await operations
+# - Keep as-is if async needed for interface
+```
+
+---
+
+## Summary
+
+**For OMS Implementation:**
+- ✅ Build is working correctly
+- ✅ Existing warnings are acceptable
+- ✅ Kilocode should NOT modify existing code
+- ✅ New OMS code must have ZERO warnings
+
+**After OMS Complete:**
+- Clean up existing warnings
+- Review async patterns
+- Remove unused fields or implement them
+
+---
+
+**Build status: Ready for OMS implementation!** 🚀
+
+The warnings are in existing code, not a blocker for starting OMS work.

KILOCODE_SETUP_COMPLETE.md

@@ -0,0 +1,229 @@
+# ✅ Kilocode Configuration - Installation Complete!
+
+## Installation Summary
+
+**Date:** February 15, 2026  
+**Repository:** C:\dev\nt8-sdk  
+**Status:** ✅ **COMPLETE**
+
+---
+
+## Files Installed
+
+### Kilocode Custom Rules (5 files in `.kilocode\rules\`)
+✅ `csharp_50_syntax.md` - C# 5.0 syntax enforcement  
+✅ `file_boundaries.md` - File modification boundaries  
+✅ `coding_patterns.md` - Mandatory coding patterns  
+✅ `verification_requirements.md` - Verification requirements  
+✅ `project_context.md` - Project context and architecture
+
+### VS Code Configuration (2 files in `.vscode\`)
+✅ `settings.json` - IDE settings and Kilocode configuration  
+✅ `tasks.json` - Quick build and test tasks
+
+### Editor Configuration (1 file in root)
+✅ `.editorconfig` - C# 5.0 enforcement at editor level
+
+---
+
+## What This Configuration Does
+
+### Automatic C# 5.0 Enforcement
+- ❌ Prevents string interpolation (`$"..."`)
+- ❌ Prevents null-conditional operators (`?.`, `?[`)
+- ❌ Prevents expression-bodied members (`=>`)
+- ❌ Prevents all C# 6+ features
+- ✅ Kilocode will only suggest C# 5.0 compatible code
+
+### File Boundary Protection
+- ✅ Kilocode can only modify OMS-related files
+- ❌ Cannot modify Core/Risk/Sizing (existing systems)
+- ❌ Cannot modify build configuration
+- ❌ Cannot modify documentation
+
+### Mandatory Patterns Enforcement
+- ✅ Thread-safe dictionary access (locks required)
+- ✅ Try-catch on all public methods
+- ✅ Structured logging with string.Format
+- ✅ XML documentation on all public members
+- ✅ Event raising outside locks
+
+### Verification After Every File
+- ✅ Reminds Kilocode to run `verify-build.bat`
+- ✅ Checks for C# 5.0 compliance
+- ✅ Validates coding patterns
+
+### Project Context Awareness
+- ✅ Kilocode knows it's working on OMS
+- ✅ Understands NT8 SDK architecture
+- ✅ Knows performance targets (<200ms latency)
+- ✅ Understands this is production trading code
+
+---
+
+## Quick Start with Kilocode
+
+### Step 1: Restart VS Code
+Close and reopen VS Code to load the new configuration.
+
+### Step 2: Verify Rules Loaded
+1. Open Kilocode panel
+2. Click the law icon (⚖️) in bottom right
+3. You should see **5 rules** listed and enabled:
+   - csharp_50_syntax
+   - file_boundaries
+   - coding_patterns
+   - verification_requirements
+   - project_context
+
+### Step 3: Test Quick Tasks
+Press `Ctrl+Shift+B` - this should run `verify-build.bat`
+
+### Step 4: Start Your First Kilocode Session
+In Kilocode chat, type:
+
+```
+I'm ready to implement the OMS (Order Management System).
+
+I will follow the task breakdown in Kilocode_Implementation_Guide.md
+starting with Task A1: Create OrderModels.cs
+
+Please confirm you've loaded all rules from .kilocode/rules/ 
+and understand the C# 5.0 syntax requirements.
+```
+
+Kilocode should respond acknowledging the rules and confirming it's ready to start.
+
+---
+
+## Configuration Details
+
+### Kilocode Settings (in `.vscode\settings.json`)
+```json
+{
+  "kilocode.customRulesPath": ".kilocode/rules",
+  "kilocode.enableAutoApproval": false,
+  "kilocode.maxTokens": 4000
+}
+```
+
+### Default Build Task (Ctrl+Shift+B)
+Runs: `.\verify-build.bat`
+
+### Other Available Tasks
+- `test-oms` - Run OMS-specific tests
+- `test-all` - Run full test suite
+- `build-release` - Build in Release mode
+- `test-with-coverage` - Run tests with coverage
+
+Access via: `Ctrl+Shift+P` → "Tasks: Run Task"
+
+---
+
+## Troubleshooting
+
+### Rules Not Loading?
+1. Check files exist in `.kilocode\rules\`
+2. Restart VS Code
+3. Check Kilocode extension is active
+4. Click law icon (⚖️) to verify rules list
+
+### Tasks Not Working?
+1. Check `.vscode\tasks.json` exists
+2. Try `Ctrl+Shift+P` → "Tasks: Run Task"
+3. Manually run: `.\verify-build.bat`
+
+### EditorConfig Not Applied?
+1. Check `.editorconfig` exists in repository root
+2. Restart VS Code
+3. Check EditorConfig extension is installed
+
+---
+
+## Expected Behavior
+
+### When You Open a .cs File
+- 4-space indentation enforced
+- Trailing whitespace removed on save
+- CRLF line endings
+- Using statements organized on save
+
+### When You Use Kilocode
+- Suggests only C# 5.0 compatible code
+- Respects file modification boundaries
+- Follows mandatory coding patterns
+- Runs verification after changes
+- Understands project context
+
+### When You Press Ctrl+Shift+B
+- Runs `verify-build.bat` automatically
+- Shows output in terminal
+- Success: "✅ All checks passed!"
+
+---
+
+## What's Already in Your .kilocode\rules\ Directory
+
+I noticed your `.kilocode\rules\` directory already has these files:
+- archon.md
+- CODE_REVIEW_CHECKLIST.md
+- CODE_STYLE_GUIDE.md
+- Compile error guidance.md
+- development_workflow.md
+- Guidelines.md
+- nt8compilespec.md
+
+**Good news:** Kilocode will load ALL of these together! The new files I added complement your existing rules.
+
+**Total Rules:** 12 files (5 new + 7 existing)
+
+---
+
+## Next Steps
+
+1. ✅ **Restart VS Code** to load configuration
+2. ✅ **Verify rules loaded** (click law icon ⚖️)
+3. ✅ **Test Ctrl+Shift+B** (runs verify-build.bat)
+4. ✅ **Begin OMS implementation** following Kilocode_Implementation_Guide.md
+
+---
+
+## File Locations Summary
+
+```
+C:\dev\nt8-sdk\
+├── .kilocode\
+│   └── rules\
+│       ├── csharp_50_syntax.md ✅ NEW
+│       ├── file_boundaries.md ✅ NEW
+│       ├── coding_patterns.md ✅ NEW
+│       ├── verification_requirements.md ✅ NEW
+│       ├── project_context.md ✅ NEW
+│       ├── archon.md (existing)
+│       ├── CODE_REVIEW_CHECKLIST.md (existing)
+│       ├── CODE_STYLE_GUIDE.md (existing)
+│       ├── Compile error guidance.md (existing)
+│       ├── development_workflow.md (existing)
+│       ├── Guidelines.md (existing)
+│       └── nt8compilespec.md (existing)
+├── .vscode\
+│   ├── settings.json ✅ NEW
+│   └── tasks.json ✅ NEW
+├── .editorconfig ✅ NEW
+└── [your existing files...]
+```
+
+---
+
+## Success! 🎉
+
+Your repository is now fully configured for Kilocode development!
+
+**Estimated time savings:** 2+ hours on OMS implementation  
+**ROI:** ~25x return on 5-minute setup
+
+**Ready to start building!**
+
+---
+
+*Configuration installed by Claude on February 15, 2026*

OMS_IMPLEMENTATION_START.md

@@ -0,0 +1,169 @@
+# ✅ OMS Implementation - Ready to Start!
+
+**Date:** February 15, 2026  
+**Repository:** C:\dev\nt8-sdk  
+**Status:** ALL FILES READY
+
+---
+
+## 📋 OMS Documentation Files (In Repository)
+
+✅ **OMS_Design_Specification.md** (42 KB)
+   - Complete technical design
+   - Interface definitions
+   - State machine specification
+   - Implementation requirements
+
+✅ **Kilocode_Implementation_Guide.md** (40 KB)
+   - Step-by-step task breakdown
+   - Phase A-E detailed instructions
+   - Code templates and examples
+   - Verification steps
+
+✅ **OMS_Test_Scenarios.md** (18 KB)
+   - 50+ comprehensive test cases
+   - Edge case coverage
+   - Performance benchmarks
+   - Test data builders
+
+---
+
+## 🎯 Ready to Start with Kilocode
+
+### OPTION 1: Code Mode (Recommended)
+
+**Use this for direct implementation following the guide.**
+
+**Paste into Kilocode Code Mode:**
+
+```
+I'm ready to implement the OMS (Order Management System).
+
+I will follow the task breakdown in Kilocode_Implementation_Guide.md
+starting with Task A1: Create OrderModels.cs
+
+Please confirm you've loaded all rules from .kilocode/rules/ 
+and understand:
+- C# 5.0 syntax requirements (no $, ?., =>)
+- File modification boundaries (OMS directories only)
+- Mandatory coding patterns (locks, try-catch, logging)
+- Verification requirements (verify-build.bat after each file)
+- Project context (production trading code)
+
+Let's start with creating OrderModels.cs in src/NT8.Core/OMS/
+```
+
+---
+
+### OPTION 2: Architect Mode (If You Want Design Review First)
+
+**Use this if you want Kilocode to review the design before coding.**
+
+**Paste into Kilocode Architect Mode:**
+
+```
+Review the OMS design in OMS_Design_Specification.md and
+Kilocode_Implementation_Guide.md
+
+Analyze:
+1. Are there any design issues or improvements needed?
+2. Is the implementation plan optimal?
+3. Any risks or concerns before we start coding?
+
+After review, we'll switch to Code Mode for implementation.
+```
+
+---
+
+## 📂 File Locations
+
+All documentation is in your repository root:
+
+```
+C:\dev\nt8-sdk\
+├── OMS_Design_Specification.md      ✅ 42 KB
+├── Kilocode_Implementation_Guide.md ✅ 40 KB
+├── OMS_Test_Scenarios.md            ✅ 18 KB
+├── KILOCODE_SETUP_COMPLETE.md       ✅ Setup guide
+└── BUILD_WARNINGS_REFERENCE.md      ✅ Build info
+```
+
+Implementation code will go in:
+```
+src/NT8.Core/OMS/                    ← Implementation files
+tests/NT8.Core.Tests/OMS/            ← Unit tests
+tests/NT8.Core.Tests/Mocks/          ← Mock adapters
+```
+
+---
+
+## ⏱️ Implementation Timeline
+
+**Total Estimated Time:** 6 hours
+
+| Phase | Task | Time | Files |
+|-------|------|------|-------|
+| **A** | Core Models & Interfaces | 30 min | 3 files |
+| **B** | BasicOrderManager | 2 hours | 1 file |
+| **C** | Mock Adapter | 30 min | 1 file |
+| **D** | Unit Tests | 2 hours | 5 test files |
+| **E** | Verification | 30 min | Validation |
+
+---
+
+## 🚀 Next Actions
+
+**STEP 1:** Open Kilocode panel in VS Code
+
+**STEP 2:** Choose your mode:
+- **Code Mode** → Direct implementation (faster)
+- **Architect Mode** → Design review first (safer)
+
+**STEP 3:** Paste the appropriate starter prompt from above
+
+**STEP 4:** Confirm Kilocode has loaded the rules (should see 12 rules)
+
+**STEP 5:** Begin implementation following the guide
+
+---
+
+## ✅ Pre-Flight Checklist
+
+Before starting, verify:
+
+- [ ] VS Code restarted (to load Kilocode rules)
+- [ ] Kilocode panel open
+- [ ] Law icon (⚖️) shows 12 rules loaded
+- [ ] Build is clean (`Ctrl+Shift+B` works)
+- [ ] All 3 OMS documents visible in repo root
+- [ ] Ready to commit ~6 hours to implementation
+
+---
+
+## 💡 Recommendation
+
+**Use Code Mode** because:
+1. ✅ Design is complete and detailed
+2. ✅ Implementation guide is step-by-step
+3. ✅ Rules enforce quality automatically
+4. ✅ Faster path to working OMS
+
+Switch to Architect Mode only if you hit unexpected design issues.
+
+---
+
+## 📞 During Implementation
+
+If you need to:
+- **Pause**: Just stop, Kilocode will resume from last file
+- **Switch modes**: Close and reopen Kilocode in different mode
+- **Get help**: Reference the design spec or test scenarios
+- **Verify**: Run `Ctrl+Shift+B` after each file
+
+---
+
+**Everything is ready. Choose your mode and start!** 🚀
+
+---
+
+*Documentation copied to repository: February 15, 2026*

docs/architecture/interface_stability_contract.md

@@ -0,0 +1,727 @@
+# Interface Stability Contract - SDK ↔ Adapter Boundary
+
+**Version**: 1.0  
+**Date**: February 14, 2026  
+**Status**: DRAFT - Needs Review & Approval
+
+---
+
+## Purpose
+
+This document defines the **stable API contract** between:
+- **NT8.Core.dll** (SDK - platform-agnostic)
+- **NT8.Adapters.dll** (Adapters - platform-specific)
+
+**Goal**: Ensure SDK updates don't break adapters, and vice versa.
+
+---
+
+## Design Principles
+
+### 1. **Stable Interfaces, Evolving Implementations**
+- Interfaces are contracts (change rarely)
+- Implementations can evolve freely (change often)
+- Adapters depend on interfaces, NOT implementations
+
+### 2. **Semantic Versioning**
+- **MAJOR**: Breaking changes to interfaces
+- **MINOR**: New features (backward compatible)
+- **PATCH**: Bug fixes (no API changes)
+
+### 3. **Explicit Deprecation Cycle**
+- Deprecated methods stay for 2+ minor versions
+- Mark with `[Obsolete]` attribute
+- Provide migration path in docs
+
+---
+
+## Current Interface Contract (v1.0)
+
+### Core SDK Interfaces (STABLE)
+
+These interfaces define the boundary. **Changes require MAJOR version bump.**
+
+#### 1. Strategy Interface
+
+```csharp
+// src/NT8.Core/Common/Interfaces/IStrategy.cs
+// VERSION: 1.0.0
+// STABILITY: STABLE
+
+public interface IStrategy
+{
+    // Properties
+    StrategyMetadata Metadata { get; }
+    
+    // Methods
+    void Initialize(StrategyConfig config, IMarketDataProvider dataProvider, ILogger logger);
+    StrategyIntent OnBar(BarData bar, StrategyContext context);
+    StrategyIntent OnTick(TickData tick, StrategyContext context);
+    Dictionary<string, object> GetParameters();
+    void SetParameters(Dictionary<string, object> parameters);
+}
+```
+
+**Stability Guarantee:**
+- ✅ Method signatures won't change
+- ✅ Method names won't change
+- ✅ Return types won't change (may add properties to returned objects)
+- ✅ Parameter types won't change (may add optional parameters)
+
+**Allowed Changes:**
+- ➕ Add new optional methods with default implementations
+- ➕ Add properties to `StrategyMetadata`
+- ➕ Add properties to `StrategyConfig`
+- ❌ Cannot remove existing methods
+- ❌ Cannot change existing method signatures
+
+---
+
+#### 2. Data Models (STABLE)
+
+```csharp
+// src/NT8.Core/Common/Models/BarData.cs
+// VERSION: 1.0.0
+// STABILITY: STABLE
+
+public class BarData
+{
+    // Core properties (IMMUTABLE)
+    public string Symbol { get; set; }
+    public DateTime Time { get; set; }
+    public double Open { get; set; }
+    public double High { get; set; }
+    public double Low { get; set; }
+    public double Close { get; set; }
+    public long Volume { get; set; }
+    public TimeSpan BarSize { get; set; }
+    
+    // Constructor (IMMUTABLE signature)
+    public BarData(
+        string symbol,
+        DateTime time,
+        double open,
+        double high,
+        double low,
+        double close,
+        long volume,
+        TimeSpan barSize)
+    { ... }
+}
+```
+
+**Stability Guarantee:**
+- ✅ Existing properties keep same names
+- ✅ Existing properties keep same types
+- ✅ Constructor signature won't change (may add overloads)
+- ✅ Property getters/setters won't change behavior
+
+**Allowed Changes:**
+- ➕ Add new properties (with sensible defaults)
+- ➕ Add new constructor overloads
+- ➕ Add helper methods
+- ❌ Cannot rename existing properties
+- ❌ Cannot change property types
+- ❌ Cannot remove properties
+
+---
+
+#### 3. Strategy Intent (STABLE)
+
+```csharp
+// src/NT8.Core/Common/Models/StrategyIntent.cs
+// VERSION: 1.0.0
+// STABILITY: STABLE
+
+public class StrategyIntent
+{
+    // Core properties (IMMUTABLE)
+    public string IntentId { get; private set; }
+    public DateTime Timestamp { get; private set; }
+    public string Symbol { get; set; }
+    public OrderSide Side { get; set; }
+    public OrderType EntryType { get; set; }
+    public double? LimitPrice { get; set; }
+    public int StopTicks { get; set; }
+    public int? TargetTicks { get; set; }
+    public double Confidence { get; set; }
+    public string Reason { get; set; }
+    public Dictionary<string, object> Metadata { get; set; }
+    
+    // Constructor (IMMUTABLE signature)
+    public StrategyIntent(
+        string symbol,
+        OrderSide side,
+        OrderType entryType,
+        double? limitPrice,
+        int stopTicks,
+        int? targetTicks,
+        double confidence,
+        string reason,
+        Dictionary<string, object> metadata)
+    { ... }
+    
+    // Validation (IMMUTABLE signature)
+    public bool IsValid() { ... }
+}
+```
+
+**Stability Guarantee:**
+- ✅ All property names fixed
+- ✅ All property types fixed
+- ✅ `IsValid()` signature fixed
+- ✅ Enums can add new values (but not remove)
+
+**Allowed Changes:**
+- ➕ Add new optional properties
+- ➕ Add new validation methods
+- ➕ Add enum values to `OrderSide`, `OrderType`
+- ❌ Cannot remove properties
+- ❌ Cannot change property types
+- ❌ Cannot remove enum values
+
+---
+
+#### 4. Strategy Context (STABLE)
+
+```csharp
+// src/NT8.Core/Common/Models/StrategyContext.cs
+// VERSION: 1.0.0
+// STABILITY: STABLE
+
+public class StrategyContext
+{
+    // Core properties (IMMUTABLE)
+    public string Symbol { get; set; }
+    public DateTime CurrentTime { get; set; }
+    public Position CurrentPosition { get; set; }
+    public AccountInfo Account { get; set; }
+    public MarketSession Session { get; set; }
+    public Dictionary<string, object> CustomData { get; set; }
+    
+    // Constructor (IMMUTABLE signature)
+    public StrategyContext(
+        string symbol,
+        DateTime currentTime,
+        Position currentPosition,
+        AccountInfo account,
+        MarketSession session,
+        Dictionary<string, object> customData)
+    { ... }
+}
+```
+
+**Stability Guarantee:**
+- ✅ Context structure is stable
+- ✅ Nested objects (`Position`, `AccountInfo`, `MarketSession`) can add properties
+- ✅ `CustomData` dictionary for extensibility
+
+**Allowed Changes:**
+- ➕ Add properties to `Position`, `AccountInfo`, `MarketSession`
+- ➕ Add new top-level properties to `StrategyContext`
+- ❌ Cannot remove existing properties
+- ❌ Cannot change property types
+
+---
+
+### Adapter Interface (SEMI-STABLE)
+
+This is platform-specific. Can evolve more freely.
+
+```csharp
+// src/NT8.Adapters/NinjaTrader/INT8Adapter.cs
+// VERSION: 1.0.0
+// STABILITY: SEMI-STABLE (can evolve between minor versions)
+
+public interface INT8Adapter
+{
+    // Initialization
+    void Initialize(IRiskManager riskManager, IPositionSizer positionSizer);
+    
+    // Data conversion (SDK models as return types = STABLE)
+    BarData ConvertToSdkBar(string symbol, DateTime time, double open, double high, double low, double close, long volume, int barSize);
+    AccountInfo ConvertToSdkAccount(double equity, double buyingPower, double dailyPnL, double maxDrawdown, DateTime lastUpdate);
+    Position ConvertToSdkPosition(string symbol, int quantity, double averagePrice, double unrealizedPnL, double realizedPnL, DateTime lastUpdate);
+    
+    // Intent execution (SDK models as parameters = STABLE)
+    void ExecuteIntent(StrategyIntent intent, SizingResult sizing);
+    
+    // NT8 callbacks (NT8-specific parameters = CAN CHANGE)
+    void OnOrderUpdate(string orderId, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, string orderState, DateTime time, string errorCode, string nativeError);
+    void OnExecutionUpdate(string executionId, string orderId, double price, int quantity, string marketPosition, DateTime time);
+}
+```
+
+**Stability Guarantee:**
+- ✅ Methods that return SDK models are stable
+- ✅ Methods that accept SDK models are stable
+- 🟡 NT8-specific signatures can evolve (minor versions)
+
+**Allowed Changes:**
+- ➕ Add new conversion methods
+- ➕ Add optional parameters to NT8-specific methods
+- ➕ Add new callback methods
+- ❌ Cannot change SDK model signatures
+- 🟡 Can change NT8-specific signatures (with deprecation)
+
+---
+
+## Versioning Strategy
+
+### SDK Core (NT8.Core.dll)
+
+```
+Version Format: MAJOR.MINOR.PATCH
+
+1.0.0 → Initial release (Phase 1)
+1.1.0 → Add new optional features (Phase 2)
+1.2.0 → More new features (Phase 3)
+2.0.0 → Breaking interface changes (major refactor)
+```
+
+**Breaking Changes (MAJOR bump):**
+- Remove methods from `IStrategy`
+- Change method signatures in core interfaces
+- Remove properties from data models
+- Change property types in data models
+
+**Compatible Changes (MINOR bump):**
+- Add new optional interface methods (with defaults)
+- Add new properties to data models
+- Add new data models
+- Add new interfaces
+
+**Bug Fixes (PATCH bump):**
+- Fix bugs in implementations
+- Performance improvements
+- Internal refactoring
+- Documentation updates
+
+---
+
+### Adapters (NT8.Adapters.dll)
+
+```
+Version Format: Matches SDK version for compatibility
+
+NT8.Core 1.0.0 → NT8.Adapters 1.0.x (compatible)
+NT8.Core 1.1.0 → NT8.Adapters 1.1.x (compatible)
+NT8.Core 2.0.0 → NT8.Adapters 2.0.x (requires rewrite)
+```
+
+**Adapter versions MUST match SDK MAJOR.MINOR**
+
+---
+
+## Interface Evolution Examples
+
+### Example 1: Adding Optional Feature (MINOR version)
+
+**Scenario**: Add support for multiple targets
+
+```csharp
+// v1.0.0 - Original
+public class StrategyIntent
+{
+    public int? TargetTicks { get; set; }
+    // ...
+}
+
+// v1.1.0 - Enhanced (BACKWARD COMPATIBLE)
+public class StrategyIntent
+{
+    public int? TargetTicks { get; set; }      // Keep for compatibility
+    
+    // NEW: Optional multiple targets
+    public List<int> TargetTicksList { get; set; }  // Defaults to null
+    
+    // Helper to maintain compatibility
+    public int? GetPrimaryTarget()
+    {
+        if (TargetTicksList != null && TargetTicksList.Count > 0)
+            return TargetTicksList[0];
+        return TargetTicks;
+    }
+}
+```
+
+**Adapter Impact**: ✅ None - old code still works  
+**Strategy Impact**: ✅ None - can optionally use new feature
+
+---
+
+### Example 2: Deprecating Old Method (MINOR version with warning)
+
+**Scenario**: Rename method for clarity
+
+```csharp
+// v1.0.0 - Original
+public interface IStrategy
+{
+    StrategyIntent OnBar(BarData bar, StrategyContext context);
+}
+
+// v1.1.0 - Add new, deprecate old
+public interface IStrategy
+{
+    [Obsolete("Use OnBarClose instead. Will be removed in v2.0.0")]
+    StrategyIntent OnBar(BarData bar, StrategyContext context);
+    
+    // NEW preferred method
+    StrategyIntent OnBarClose(BarData bar, StrategyContext context);
+}
+
+// v1.2.0 - Still support both
+// ... same as v1.1.0 ...
+
+// v2.0.0 - Remove old (BREAKING CHANGE)
+public interface IStrategy
+{
+    StrategyIntent OnBarClose(BarData bar, StrategyContext context);
+}
+```
+
+**Migration Timeline**:
+- v1.1.0: Add new method, deprecate old (warning)
+- v1.2.0: Keep both (warning)
+- v2.0.0: Remove old (breaking change, requires adapter update)
+
+---
+
+### Example 3: Breaking Change (MAJOR version)
+
+**Scenario**: Change position model to support multi-symbol
+
+```csharp
+// v1.x.x - Original
+public class StrategyContext
+{
+    public Position CurrentPosition { get; set; }  // Single position
+}
+
+// v2.0.0 - Breaking change
+public class StrategyContext
+{
+    public Dictionary<string, Position> Positions { get; set; }  // Multi-symbol
+    
+    // Helper for single-symbol strategies
+    public Position GetPosition(string symbol) 
+    {
+        return Positions.ContainsKey(symbol) ? Positions[symbol] : null;
+    }
+}
+```
+
+**Adapter Impact**: ❌ Must update - breaking change  
+**Migration Required**: Yes, all adapters need rewrite  
+**Version Bump**: 1.x.x → 2.0.0
+
+---
+
+## Compatibility Matrix
+
+### SDK ↔ Adapter Compatibility
+
+| SDK Version | Adapter Version | Compatible? | Notes |
+|-------------|-----------------|-------------|-------|
+| 1.0.0 | 1.0.x | ✅ Yes | Perfect match |
+| 1.1.0 | 1.0.x | ✅ Yes | Forward compatible |
+| 1.1.0 | 1.1.x | ✅ Yes | Perfect match |
+| 1.2.0 | 1.1.x | ✅ Yes | Forward compatible |
+| 2.0.0 | 1.x.x | ❌ No | Breaking change |
+| 2.0.0 | 2.0.x | ✅ Yes | Perfect match |
+
+**Rule**: Adapter MINOR can be less than SDK MINOR (forward compatible)  
+**Rule**: Adapter MAJOR must equal SDK MAJOR
+
+---
+
+## Contract Testing
+
+### Automated Contract Tests
+
+Create tests that verify interface stability:
+
+```csharp
+// tests/NT8.Core.Tests/Contracts/InterfaceStabilityTests.cs
+
+[Fact]
+public void IStrategy_Interface_Should_Be_Stable()
+{
+    var type = typeof(IStrategy);
+    
+    // Verify method count hasn't decreased
+    var methods = type.GetMethods();
+    Assert.True(methods.Length >= 5, "IStrategy methods removed!");
+    
+    // Verify specific methods exist
+    Assert.NotNull(type.GetMethod("OnBar"));
+    Assert.NotNull(type.GetMethod("OnTick"));
+    Assert.NotNull(type.GetMethod("Initialize"));
+    
+    // Verify method signatures
+    var onBarMethod = type.GetMethod("OnBar");
+    Assert.Equal(typeof(StrategyIntent), onBarMethod.ReturnType);
+    
+    var parameters = onBarMethod.GetParameters();
+    Assert.Equal(2, parameters.Length);
+    Assert.Equal(typeof(BarData), parameters[0].ParameterType);
+    Assert.Equal(typeof(StrategyContext), parameters[1].ParameterType);
+}
+
+[Fact]
+public void BarData_Properties_Should_Be_Stable()
+{
+    var type = typeof(BarData);
+    
+    // Verify required properties exist
+    Assert.NotNull(type.GetProperty("Symbol"));
+    Assert.NotNull(type.GetProperty("Time"));
+    Assert.NotNull(type.GetProperty("Open"));
+    Assert.NotNull(type.GetProperty("High"));
+    Assert.NotNull(type.GetProperty("Low"));
+    Assert.NotNull(type.GetProperty("Close"));
+    Assert.NotNull(type.GetProperty("Volume"));
+    
+    // Verify property types haven't changed
+    Assert.Equal(typeof(string), type.GetProperty("Symbol").PropertyType);
+    Assert.Equal(typeof(DateTime), type.GetProperty("Time").PropertyType);
+    Assert.Equal(typeof(double), type.GetProperty("Open").PropertyType);
+}
+
+[Fact]
+public void StrategyIntent_Constructor_Should_Be_Stable()
+{
+    var type = typeof(StrategyIntent);
+    
+    // Verify constructor exists with expected parameters
+    var constructor = type.GetConstructor(new[]
+    {
+        typeof(string),              // symbol
+        typeof(OrderSide),           // side
+        typeof(OrderType),           // entryType
+        typeof(double?),             // limitPrice
+        typeof(int),                 // stopTicks
+        typeof(int?),                // targetTicks
+        typeof(double),              // confidence
+        typeof(string),              // reason
+        typeof(Dictionary<string, object>)  // metadata
+    });
+    
+    Assert.NotNull(constructor);
+}
+```
+
+**Run these tests** in CI/CD to catch accidental breaking changes!
+
+---
+
+## Adapter-Safe Practices
+
+### For SDK Developers
+
+**DO:**
+- ✅ Add optional parameters with defaults
+- ✅ Add new properties with sensible defaults
+- ✅ Add new interfaces for new features
+- ✅ Add helper methods to existing classes
+- ✅ Mark deprecated methods with `[Obsolete]`
+- ✅ Run contract tests before release
+
+**DON'T:**
+- ❌ Remove existing methods
+- ❌ Change method signatures
+- ❌ Rename properties
+- ❌ Change property types
+- ❌ Remove enum values
+- ❌ Break existing constructors
+
+### For Adapter Developers
+
+**DO:**
+- ✅ Depend only on interfaces, not implementations
+- ✅ Use factory patterns for object creation
+- ✅ Handle new optional properties gracefully
+- ✅ Catch and log unknown enum values
+- ✅ Version-check SDK at runtime if needed
+
+**DON'T:**
+- ❌ Depend on internal implementation details
+- ❌ Assume fixed property counts
+- ❌ Hard-code enum values
+- ❌ Access private members via reflection
+
+---
+
+## Naming Conventions (IMMUTABLE)
+
+These naming patterns are **contracts** and won't change:
+
+### Interface Names
+```
+Pattern: I{Concept}
+Examples: IStrategy, IRiskManager, IPositionSizer, ILogger
+```
+
+### Model Classes
+```
+Pattern: {Concept}{Type}
+Examples: BarData, TickData, StrategyIntent, StrategyContext
+```
+
+### Enums
+```
+Pattern: {Concept}{Optional Suffix}
+Examples: OrderSide, OrderType, TickType, RiskLevel
+```
+
+### Methods
+```
+Pattern: {Verb}{Noun}
+Examples: OnBar, OnTick, Initialize, ValidateOrder, CalculateSize
+```
+
+### Properties
+```
+Pattern: {Noun} or {Adjective}{Noun}
+Examples: Symbol, Timestamp, CurrentPosition, DailyPnL
+```
+
+**These patterns are STABLE and won't change.**
+
+---
+
+## Extension Points (For Future Growth)
+
+### 1. Metadata Dictionaries
+```csharp
+public Dictionary<string, object> Metadata { get; set; }
+```
+**Use for**: Adding data without breaking compatibility
+
+### 2. Optional Parameters
+```csharp
+public void Initialize(
+    StrategyConfig config, 
+    IMarketDataProvider dataProvider, 
+    ILogger logger,
+    Dictionary<string, object> options = null)  // Extension point
+```
+
+### 3. Interface Composition
+```csharp
+// Instead of changing IStrategy, create new interface
+public interface IAdvancedStrategy : IStrategy
+{
+    void OnMarketDepth(MarketDepthData depth);
+}
+```
+
+### 4. Feature Flags
+```csharp
+public class StrategyMetadata
+{
+    public Dictionary<string, bool> SupportedFeatures { get; set; }
+}
+```
+
+**Adapters can check**: `if (metadata.SupportedFeatures["MultiTarget"]) { ... }`
+
+---
+
+## Documentation Requirements
+
+### For Every Interface Change
+
+**Must Document:**
+1. **What changed** (method/property added/removed/changed)
+2. **Why it changed** (business reason)
+3. **Version** it changed in
+4. **Migration path** for adapters
+5. **Deprecation timeline** (if applicable)
+
+**Example**:
+```markdown
+## v1.1.0 - January 2026
+
+### Added
+- `StrategyIntent.TargetTicksList` - Support for multiple profit targets
+  - **Migration**: Not required. Old code using `TargetTicks` still works.
+  - **New feature**: Strategies can now specify multiple targets.
+  
+### Deprecated
+- `IStrategy.OnBar()` - Deprecated in favor of `OnBarClose()`
+  - **Reason**: Clearer naming for bar-close strategies
+  - **Timeline**: Will be removed in v2.0.0 (12+ months)
+  - **Migration**: Replace `OnBar` with `OnBarClose` (same signature)
+```
+
+---
+
+## Approval Process
+
+### Before Releasing Interface Changes
+
+**Required Reviews:**
+1. ✅ Technical review (breaking vs. non-breaking)
+2. ✅ Contract tests pass
+3. ✅ Documentation updated
+4. ✅ Migration guide written (if needed)
+5. ✅ Version number updated correctly
+
+**For Breaking Changes:**
+1. ✅ All of the above, plus:
+2. ✅ Deprecation period completed (2+ minor versions)
+3. ✅ Adapter developers notified 30+ days in advance
+4. ✅ Migration tooling provided (if possible)
+
+---
+
+## Summary
+
+### The Contract
+
+**SDK Core provides:**
+- Stable interfaces (`IStrategy`, `IRiskManager`, `IPositionSizer`)
+- Stable data models (`BarData`, `StrategyIntent`, `StrategyContext`)
+- Versioned API (semantic versioning)
+- Backward compatibility within MAJOR versions
+
+**Adapters rely on:**
+- Interface contracts (not implementations)
+- Data model structures
+- Method signatures
+- Enum values
+
+**The promise:**
+- SDK can evolve WITHOUT breaking adapters (within MAJOR version)
+- Adapters can evolve WITHOUT rewriting SDK
+- Clear versioning communicates compatibility
+- Deprecation gives time to migrate
+
+---
+
+## Action Items
+
+### Immediate (Before Phase 1 Release)
+
+- [ ] Review all public interfaces for stability
+- [ ] Add contract tests to CI/CD
+- [ ] Document current interface versions
+- [ ] Establish version numbering (start at 1.0.0)
+- [ ] Get team approval on this contract
+
+### Ongoing
+
+- [ ] Run contract tests on every build
+- [ ] Review all PR's for interface stability
+- [ ] Document changes in CHANGELOG.md
+- [ ] Notify adapter developers of deprecations
+- [ ] Maintain compatibility matrix
+
+---
+
+**Version History:**
+- v1.0 (2026-02-14): Initial draft
+- [Future versions will be listed here]
+

plans/nt8_sdk_analysis_report.md

@@ -0,0 +1,212 @@
+# NT8 SDK Analysis Report
+
+## Executive Summary
+
+The NT8 Institutional SDK represents a well-structured, risk-first trading framework designed for NinjaTrader 8 integration. The codebase demonstrates a clear architectural separation of concerns with strong emphasis on risk management, position sizing, and deterministic behavior. The project has successfully completed Phase 0 and is positioned for Phase 1 development focused on NT8 integration.
+
+## Current Configuration Analysis
+
+### 1. Architecture Overview
+
+#### Core Components
+- **NT8.Core**: Contains the fundamental building blocks including risk management, position sizing, and order management
+- **NT8.Adapters**: Houses NinjaTrader 8 integration adapters
+- **NT8.Strategies**: Placeholder for trading strategies (to be implemented in Phase 1)
+- **NT8.Contracts**: Data contracts layer (to be implemented in Phase 1)
+
+#### Framework Configuration
+- **Target Framework**: .NET Framework 4.8 (compliant with NinjaTrader 8)
+- **Language Level**: C# 5.0 (maintaining compatibility with NT8)
+- **Build System**: MSBuild with Directory.Build.props ensuring consistent configuration
+- **Testing**: MSTest framework with >90% coverage for core components
+
+### 2. Risk Management System
+
+#### BasicRiskManager Implementation
+- Implements Tier 1 risk controls with thread-safe operations
+- Features:
+  - Daily loss cap enforcement
+  - Per-trade risk limiting
+  - Position count limiting
+  - Emergency flatten functionality
+  - Risk level escalation (Low/Medium/High/Critical)
+- Uses locks for thread safety in state management
+- Comprehensive logging with correlation IDs
+
+#### Risk Decision Pipeline
+```
+Strategy Intent → Risk Validation → Risk Decision → Position Sizing → Order Execution
+```
+
+### 3. Position Sizing System
+
+#### BasicPositionSizer Implementation
+- Supports two primary sizing methods:
+  - Fixed contracts: Configurable number of contracts with min/max clamping
+  - Fixed dollar risk: Calculates contracts based on risk parameters and stop distance
+- Includes conservative rounding (floor) for contract quantities
+- Multi-symbol support with accurate tick values
+- Configuration validation with detailed error reporting
+
+### 4. Order Management System
+
+#### IOrderManager Interface
+Comprehensive interface supporting:
+- Order submission, cancellation, and modification
+- Algorithmic execution (TWAP, VWAP, Iceberg)
+- Smart order routing
+- Risk integration
+- Performance metrics and monitoring
+
+#### OrderManager Implementation
+- Fully featured OMS with:
+  - Smart routing logic based on cost, speed, and reliability factors
+  - Algorithmic execution capabilities
+  - Execution venue management
+  - Performance metrics collection
+- Proper state management with thread safety
+
+### 5. Adapter Layer
+
+#### NT8 Integration Architecture
+- **INT8Adapter**: Defines the interface for NT8 integration
+- **NT8Adapter**: Main implementation coordinating data, orders, and logging
+- **NT8OrderAdapter**: Handles order execution and updates
+- **NT8DataAdapter**: Manages data conversion between NT8 and SDK formats
+- **NT8LoggingAdapter**: Provides logging services
+
+## Strengths of Current Implementation
+
+### 1. Architectural Excellence
+- **Risk-First Design**: All trading activity flows through risk validation
+- **Thin Strategy Pattern**: Strategies focus solely on signal generation
+- **Separation of Concerns**: Clear boundaries between risk, sizing, and execution
+- **Interface-Based Architecture**: Enables extensibility and testability
+
+### 2. Robust Risk Controls
+- **Multiple Risk Tiers**: Tier 1 controls implemented with framework for higher tiers
+- **Thread Safety**: Proper locking mechanisms protect shared state
+- **Comprehensive Validation**: Multiple layers of risk checks
+- **Emergency Procedures**: Built-in flatten functionality
+
+### 3. Compatibility Focus
+- **NT8 Compliance**: Strict adherence to .NET Framework 4.8 and C# 5.0
+- **Backward Compatibility**: Avoids modern C# features incompatible with NT8
+- **Build Verification**: Comprehensive build validation script
+
+### 4. Observability
+- **Structured Logging**: Consistent logging across components
+- **Performance Metrics**: Detailed metrics collection
+- **Monitoring Capabilities**: Health checks and status reporting
+
+## Weaknesses and Areas for Improvement
+
+### 1. State Management in OMS
+- **Immutable Metrics**: OmsMetrics class has read-only properties, making metric updates difficult
+- **Limited State Persistence**: No clear mechanism for persisting state across sessions
+
+### 2. Configuration Management
+- **Hardcoded Values**: Some values (e.g., daily loss limits in BasicRiskManager) are hardcoded
+- **Limited Flexibility**: Configuration parameters could be more dynamic
+
+### 3. Error Handling
+- **Generic Exceptions**: Some areas could benefit from more specific exception types
+- **Retry Logic**: Limited automatic retry mechanisms for transient failures
+
+## Recommendations for Next Steps (Phase 1)
+
+### 1. NinjaTrader 8 Integration (Priority: High)
+- **Complete NT8 Adapter Implementation**: 
+  - Implement actual order execution methods (EnterLong, EnterShort, SetStopLoss, etc.)
+  - Integrate with NT8's market data feeds
+  - Connect order update and execution handlers
+
+- **Data Provider Implementation**:
+  - Create concrete implementation of IMarketDataProvider
+  - Integrate with NT8's historical and real-time data systems
+  - Implement data quality validation
+
+### 2. Enhanced Risk Controls (Priority: High)
+- **Tier 2 Implementation**:
+  - Add per-symbol risk limits
+  - Implement correlation risk controls
+  - Add sector/group risk management
+  - Add VaR and CVaR calculations
+
+- **Risk Configuration Enhancement**:
+  - Make risk limits configurable rather than hardcoded
+  - Implement dynamic risk adjustment based on market conditions
+
+### 3. Order Management Improvements (Priority: Medium)
+- **Advanced Algorithms**:
+  - Complete TWAP algorithm with volume profile integration
+  - Implement VWAP with proper volume-weighted calculations
+  - Enhance Iceberg with randomized visibility
+
+- **Smart Routing Enhancement**:
+  - Integrate with real execution venues
+  - Implement real-time venue performance tracking
+  - Add latency and cost optimization
+
+### 4. Performance Optimization (Priority: Medium)
+- **Memory Management**:
+  - Optimize allocation patterns in hot paths
+  - Implement object pooling for frequently created objects
+  - Reduce garbage collection pressure
+
+- **Execution Speed**:
+  - Optimize critical paths in risk validation
+  - Implement caching for frequently accessed data
+  - Profile and optimize algorithmic execution
+
+### 5. Testing and Validation (Priority: High)
+- **Integration Testing**:
+  - Develop comprehensive integration tests with NT8
+  - Create realistic market data simulation
+  - Test edge cases and error conditions
+
+- **Performance Testing**:
+  - Load testing for high-frequency scenarios
+  - Stress testing under adverse conditions
+  - Latency measurement and optimization
+
+### 6. Documentation and Examples (Priority: Medium)
+- **Developer Documentation**:
+  - API documentation for all public interfaces
+  - Integration guides for NT8
+  - Best practices and patterns
+
+- **Example Strategies**:
+  - Implement sample strategies demonstrating SDK usage
+  - Create educational examples for different trading styles
+  - Provide templates for common strategy patterns
+
+## Technical Debt Items for Future Resolution
+
+### 1. OMS Metrics Immutability
+- Issue: OmsMetrics properties are read-only, preventing updates
+- Solution: Either add setters or implement a mutable wrapper
+
+### 2. Configuration Centralization
+- Issue: Configuration scattered across multiple classes
+- Solution: Create centralized configuration management system
+
+### 3. Logging Enhancement
+- Issue: Basic logging implementation
+- Solution: Implement more sophisticated structured logging with correlation IDs
+
+## Conclusion
+
+The NT8 SDK demonstrates a mature, well-designed architecture with strong risk management foundations. The project is well-positioned for Phase 1 development with its clear separation of concerns, compatibility focus, and robust testing approach. The main focus for the next phase should be completing the NinjaTrader 8 integration while enhancing risk controls and algorithmic execution capabilities.
+
+The architecture provides a solid foundation for institutional trading with its emphasis on risk management, determinism, and observability. With proper execution of the Phase 1 roadmap, this SDK will provide a powerful platform for institutional algorithmic trading within the NinjaTrader 8 ecosystem.
+
+## Immediate Action Items
+
+1. **Begin NT8 Adapter Implementation**: Start with core order execution functionality
+2. **Enhance Risk Configuration**: Replace hardcoded values with configurable parameters  
+3. **Develop Integration Tests**: Create comprehensive test suite for NT8 integration
+4. **Profile Performance**: Identify bottlenecks in critical paths
+5. **Document API**: Create comprehensive documentation for SDK interfaces
+
+This analysis confirms the codebase is in excellent shape to proceed with Phase 1 development focused on NinjaTrader 8 integration.

setup-kilocode-files.ps1

@@ -0,0 +1,42 @@
+# Kilocode Configuration Setup Script
+# Auto-generated for NT8 SDK
+
+Write-Host "=== Copying Kilocode Configuration Files ===" -ForegroundColor Cyan
+
+# Array of files to copy: source, destination
+$files = @(
+    @{src="/tmp/coding_patterns.md"; dest="C:\dev\nt8-sdk\.kilocode\rules\coding_patterns.md"},
+    @{src="/tmp/verification_requirements.md"; dest="C:\dev\nt8-sdk\.kilocode\rules\verification_requirements.md"},
+    @{src="/tmp/project_context.md"; dest="C:\dev\nt8-sdk\.kilocode\rules\project_context.md"},
+    @{src="/tmp/settings.json"; dest="C:\dev\nt8-sdk\.vscode\settings.json"},
+    @{src="/tmp/tasks.json"; dest="C:\dev\nt8-sdk\.vscode\tasks.json"},
+    @{src="/tmp/.editorconfig"; dest="C:\dev\nt8-sdk\.editorconfig"}
+)
+
+$success = 0
+$failed = 0
+
+foreach ($file in $files) {
+    try {
+        Copy-Item -Path $file.src -Destination $file.dest -Force
+        Write-Host "  ✓ Copied: $($file.dest)" -ForegroundColor Green
+        $success++
+    } catch {
+        Write-Host "  ✗ Failed: $($file.dest)" -ForegroundColor Red
+        Write-Host "    Error: $_" -ForegroundColor Red
+        $failed++
+    }
+}
+
+Write-Host "`n=== Summary ===" -ForegroundColor Cyan
+Write-Host "  Success: $success" -ForegroundColor Green
+Write-Host "  Failed: $failed" -ForegroundColor $(if ($failed -eq 0) { "Green" } else { "Red" })
+
+if ($failed -eq 0) {
+    Write-Host "`n✓ All files copied successfully!" -ForegroundColor Green
+    Write-Host "`nNext steps:" -ForegroundColor Cyan
+    Write-Host "1. Restart VS Code"
+    Write-Host "2. Open Kilocode panel"
+    Write-Host "3. Click law icon (⚖️) to verify 5 rules loaded"
+    Write-Host "4. Press Ctrl+Shift+B to test verify-build task"
+}