# NT8 SDK Repository

## Project Status: ✅ Phase 0 Complete - Ready for Phase 1

This repository contains a sophisticated institutional trading SDK designed for NinjaTrader 8 integration. The SDK implements a risk-first architecture with advanced position sizing and deterministic behavior.

## 🚨 Important: .NET Framework 4.8 Compatibility

This project targets **NinjaTrader 8** and MUST maintain compatibility with:
- **.NET Framework 4.8** (NOT .NET Core/.NET 5+)
- **C# 5.0 language features only**
- **Traditional class syntax** (NO modern C# features)

## Quick Start

### Prerequisites
- .NET Framework 4.8
- Visual Studio 2019/2022 or VSCode
- NinjaTrader 8 (for integration)

### Build Verification
```bash
# Clone and verify build
git clone <repository-url>
cd nt8-sdk
.\verify-build.bat
```

Should output: `✅ All checks passed!`

## Architecture Overview

### Core Components
- **Risk Management**: Tier 1 controls (daily loss limits, per-trade limits, position limits)
- **Position Sizing**: Fixed contracts and fixed dollar risk methods
- **Strategy Framework**: Thin plugin architecture for trading strategies
- **Logging System**: Structured logging compatible with .NET Framework 4.8

### Design Principles
1. **Risk-First**: All trades pass through risk validation before execution
2. **Deterministic**: Identical inputs produce identical outputs
3. **Modular**: Strategies are plugins, SDK handles infrastructure
4. **Observable**: Comprehensive logging with correlation IDs

## Project Structure

```
nt8-sdk/
├── src/
│   ├── NT8.Core/           # Core trading framework
│   ├── NT8.Adapters/       # NinjaTrader 8 integration (Phase 1)
│   ├── NT8.Strategies/     # Example strategies (Phase 1)
│   └── NT8.Contracts/      # Data contracts (Phase 1)
├── tests/
│   ├── NT8.Core.Tests/     # Unit tests
│   ├── NT8.Integration.Tests/
│   └── NT8.Performance.Tests/
└── docs/                   # Documentation
```

## Development Guidelines

### For AI Agents
**MUST READ** before making any changes:
- [`AI_DEVELOPMENT_GUIDELINES.md`](AI_DEVELOPMENT_GUIDELINES.md) - Compatibility requirements
- [`CODE_STYLE_GUIDE.md`](CODE_STYLE_GUIDE.md) - Required code patterns
- [`CODE_REVIEW_CHECKLIST.md`](CODE_REVIEW_CHECKLIST.md) - Pre-commit verification

### For Human Developers
1. Review the guidelines above
2. Run `.\verify-build.bat` before committing
3. Follow existing code patterns in the repository
4. Maintain .NET Framework 4.8 compatibility

## Phase Status

### ✅ Phase 0 (Complete)
- Repository structure and build system
- Core interfaces and models
- Basic risk management (Tier 1)
- Basic position sizing
- Test framework setup

### 🔄 Phase 1 (In Progress)
- NinjaTrader 8 integration adapters
- Market data provider implementation
- Order management system
- Enhanced risk controls (Tier 2)

### 📋 Future Phases
- Advanced risk controls (Phases 2-3)
- Confluence scoring system (Phase 4)
- Analytics and optimization (Phase 5)
- Production hardening (Phase 6)

## Key Features

### Risk Management
```csharp
// All trades go through risk validation
var riskDecision = riskManager.ValidateOrder(intent, context, config);
if (!riskDecision.Allow)
{
    // Trade rejected - log reason and stop
    return;
}
```

### Position Sizing
```csharp
// Intelligent position sizing with risk controls
var sizingResult = positionSizer.CalculateSize(intent, context, config);
var contracts = sizingResult.Contracts; // Final contract count
```

### Strategy Framework
```csharp
// Strategies are thin plugins - SDK handles everything else
public class MyStrategy : IStrategy
{
    public StrategyIntent OnBar(BarData bar, StrategyContext context)
    {
        // Strategy logic here - return trading intent
        return new StrategyIntent(/* parameters */);
    }
}
```

## Testing

### Run All Tests
```bash
dotnet test --configuration Release
```

### Test Coverage
- Core components: >90% coverage
- Risk scenarios: Comprehensive test suite
- Integration tests: End-to-end validation

## Building

### Development Build
```bash
dotnet build --configuration Debug
```

### Release Build
```bash
dotnet build --configuration Release
```

### Full Verification
```bash
.\verify-build.bat
```

## Contributing

### Code Changes
1. Read development guidelines (see links above)
2. Follow existing patterns
3. Add unit tests
4. Run verification script
5. Submit for review

### Architecture Changes
All architecture changes must:
- Maintain risk-first design
- Preserve deterministic behavior
- Support NinjaTrader 8 compatibility
- Include comprehensive tests

## License

[Specify your license here]

## Support

For technical issues:
1. Check build verification: `.\verify-build.bat`
2. Review development guidelines
3. Examine existing code patterns
4. Create issue with full error details

---

**Remember**: This SDK prioritizes institutional-grade risk management and NinjaTrader 8 compatibility above all else. All development must maintain these core principles.