# **Repository Setup Package** ## **SETUP INSTRUCTIONS** ### **Step 1: Create Repository Structure** Create this exact directory structure in your repository: ``` nt8-institutional-sdk/ ├── .gitea/ │ └── workflows/ │ ├── build.yml │ ├── test.yml │ └── release.yml ├── .devcontainer/ │ ├── devcontainer.json │ └── Dockerfile ├── src/ │ ├── NT8.Core/ │ │ ├── Common/ │ │ │ ├── Configuration/ │ │ │ ├── Interfaces/ │ │ │ └── Models/ │ │ ├── Risk/ │ │ ├── Sizing/ │ │ ├── Logging/ │ │ └── OMS/ │ ├── NT8.Adapters/ │ │ └── NinjaTrader/ │ ├── NT8.Strategies/ │ │ └── Examples/ │ └── NT8.Contracts/ │ └── V1/ ├── tests/ │ ├── NT8.Core.Tests/ │ ├── NT8.Integration.Tests/ │ └── NT8.Performance.Tests/ ├── tools/ │ ├── replay/ │ └── market-data/ ├── docs/ │ ├── architecture/ │ ├── api/ │ └── deployment/ ├── deployment/ │ ├── dev/ │ ├── staging/ │ └── prod/ ├── .gitignore ├── .editorconfig ├── Directory.Build.props ├── NT8-SDK.sln └── README.md ``` ### **Step 2: Copy Starter Files** Copy these files to the exact locations shown: **`.gitignore`** ```gitignore # Build results [Dd]ebug/ [Dd]ebugPublic/ [Rr]elease/ [Rr]eleases/ x64/ x86/ [Ww][Ii][Nn]32/ [Aa][Rr][Mm]/ [Aa][Rr][Mm]64/ bld/ [Bb]in/ [Oo]bj/ [Oo]ut/ [Ll]og/ [Ll]ogs/ # Visual Studio / VSCode .vs/ .vscode/settings.json .vscode/tasks.json .vscode/launch.json .vscode/extensions.json *.rsuser *.suo *.user *.userosscache *.sln.docstates # Test Results [Tt]est[Rr]esult*/ [Bb]uild[Ll]og.* *.VisualState.xml TestResult.xml nunit-*.xml *.trx *.coverage *.coveragexml coverage*.json coverage*.xml coverage*.info # NuGet *.nupkg *.snupkg .nuget/ packages/ !packages/build/ *.nuget.props *.nuget.targets # .NET Core project.lock.json project.fragment.lock.json artifacts/ # Development containers .devcontainer/.env # Local configuration files appsettings.local.json appsettings.*.local.json config/local.json # Temporary files *.tmp *.temp .tmp/ .temp/ # IDE specific *.swp *.swo *~ # OS specific .DS_Store Thumbs.db # NinjaTrader specific *.ninjatrader *.nt8addon # Custom tools and scripts output tools/output/ market-data/*.csv replay-data/ ``` **`Directory.Build.props`** ```xml net6.0 10.0 enable true true true NT8 Institutional NT8 SDK Copyright © 2025 0.1.0 0.1.0.0 0.1.0.0 true 6.0 DEBUG;TRACE portable TRACE true pdbonly all runtime; build; native; contentfiles; analyzers ``` **`.editorconfig`** ```ini # EditorConfig is awesome: https://EditorConfig.org # top-most EditorConfig file root = true [*] indent_style = space charset = utf-8 trim_trailing_whitespace = true insert_final_newline = true [*.{cs,csx,vb,vbx}] indent_size = 4 end_of_line = crlf [*.{json,js,yml,yaml,xml}] indent_size = 2 [*.md] trim_trailing_whitespace = false # C# formatting rules [*.cs] # Organize usings dotnet_sort_system_directives_first = true dotnet_separate_import_directive_groups = false # this. preferences dotnet_style_qualification_for_field = false:suggestion dotnet_style_qualification_for_property = false:suggestion dotnet_style_qualification_for_method = false:suggestion dotnet_style_qualification_for_event = false:suggestion # Language keywords vs BCL types preferences dotnet_style_predefined_type_for_locals_parameters_members = true:suggestion dotnet_style_predefined_type_for_member_access = true:suggestion # Modifier preferences dotnet_style_require_accessibility_modifiers = for_non_interface_members:suggestion dotnet_style_readonly_field = true:suggestion # Expression-level preferences dotnet_style_object_initializer = true:suggestion dotnet_style_collection_initializer = true:suggestion dotnet_style_explicit_tuple_names = true:suggestion dotnet_style_null_propagation = true:suggestion dotnet_style_coalesce_expression = true:suggestion dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion dotnet_style_prefer_inferred_tuple_names = true:suggestion dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion # C# preferences csharp_prefer_var_for_built_in_types = false:suggestion csharp_prefer_var_when_type_is_apparent = true:suggestion csharp_prefer_var_elsewhere = false:suggestion ``` **`.gitea/workflows/build.yml`** ```yaml name: Build and Test on: push: branches: [ main, develop ] pull_request: branches: [ main ] jobs: build: runs-on: ubuntu-latest steps: - uses: actions/checkout@v3 - name: Setup .NET uses: actions/setup-dotnet@v3 with: dotnet-version: '6.0.x' - name: Restore dependencies run: dotnet restore - name: Build run: dotnet build --no-restore --configuration Release - name: Test run: dotnet test --no-build --configuration Release --verbosity normal --collect:"XPlat Code Coverage" - name: Upload coverage reports uses: codecov/codecov-action@v3 with: files: ./coverage.cobertura.xml ``` **`README.md`** ```markdown # NT8 Institutional SDK Professional-grade algorithmic trading SDK for NinjaTrader 8, built for institutional use with comprehensive risk management and deterministic execution. ## 🚀 Quick Start ### Prerequisites - .NET 6.0 SDK - Visual Studio Code + Docker Desktop (recommended) - Git ### Setup (5 minutes) ```bash # Clone repository git clone cd nt8-institutional-sdk # Verify setup dotnet build && dotnet test ``` ## 📋 Project Structure ``` src/ ├── NT8.Core/ # Core SDK functionality │ ├── Risk/ # Risk management system │ ├── Sizing/ # Position sizing algorithms │ ├── Logging/ # Structured logging │ └── Common/ # Shared interfaces and models ├── NT8.Strategies/ # Strategy implementations ├── NT8.Adapters/ # NinjaTrader integration └── NT8.Contracts/ # API contracts tests/ # Comprehensive test suite tools/ # Development and deployment tools docs/ # Technical documentation ``` ## 🏗️ Architecture Principles - **Risk First**: All trades pass through risk management before execution - **Deterministic**: Identical inputs produce identical outputs for testing - **Modular**: Strategies are thin plugins, SDK handles infrastructure - **Observable**: Structured logging with correlation IDs throughout ## 📊 Current Status: Phase 0 Development ### ✅ Completed - Development environment and tooling - Core interfaces and models - Basic project structure ### 🚧 In Progress - Risk management implementation - Position sizing algorithms - Basic strategy framework - Comprehensive unit testing ### 📅 Next (Phase 1) - Order management system - NinjaTrader integration - Market data handling - Advanced testing and validation ## 📄 License Proprietary - Internal use only ``` ### **Step 3: Create Solution and Projects** Run these commands to create the .NET solution and projects: ```bash # Create solution file dotnet new sln -n NT8-SDK # Create core projects dotnet new classlib -n NT8.Core -o src/NT8.Core --framework net6.0 dotnet new classlib -n NT8.Adapters -o src/NT8.Adapters --framework net6.0 dotnet new classlib -n NT8.Strategies -o src/NT8.Strategies --framework net6.0 dotnet new classlib -n NT8.Contracts -o src/NT8.Contracts --framework net6.0 # Create test projects dotnet new xunit -n NT8.Core.Tests -o tests/NT8.Core.Tests --framework net6.0 dotnet new xunit -n NT8.Integration.Tests -o tests/NT8.Integration.Tests --framework net6.0 # Add projects to solution dotnet sln add src/NT8.Core/NT8.Core.csproj dotnet sln add src/NT8.Adapters/NT8.Adapters.csproj dotnet sln add src/NT8.Strategies/NT8.Strategies.csproj dotnet sln add src/NT8.Contracts/NT8.Contracts.csproj dotnet sln add tests/NT8.Core.Tests/NT8.Core.Tests.csproj dotnet sln add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj ``` ### **Step 4: Add Required NuGet Packages** ```bash # Add packages to NT8.Core dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Configuration dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Configuration.Json dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.Logging dotnet add src/NT8.Core/NT8.Core.csproj package Microsoft.Extensions.DependencyInjection dotnet add src/NT8.Core/NT8.Core.csproj package Newtonsoft.Json dotnet add src/NT8.Core/NT8.Core.csproj package FluentValidation # Add test packages dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package FluentAssertions dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package Bogus dotnet add tests/NT8.Core.Tests/NT8.Core.Tests.csproj package Moq dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package FluentAssertions dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package Bogus dotnet add tests/NT8.Integration.Tests/NT8.Integration.Tests.csproj package Moq ``` ### **Step 5: Validation** Run this command to verify everything is set up correctly: ```bash dotnet build --configuration Release ``` **Expected Result:** Build succeeds with 0 warnings and 0 errors If you see any errors, check: 1. All directories were created correctly 2. All files were copied to the right locations 3. .NET 6.0 SDK is installed 4. All NuGet packages were added successfully ## **SUCCESS CRITERIA** ✅ Repository structure matches specification exactly ✅ All starter files are in correct locations ✅ Solution builds successfully with 0 warnings ✅ All NuGet packages are properly referenced ✅ CI/CD pipeline configuration is in place **Once this is complete, you're ready for Step 2: Core Interfaces**