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

# 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 - Compatibility requirements
• CODE_STYLE_GUIDE.md - Required code patterns
• 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

// 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

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

Strategy Framework

// 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

dotnet test --configuration Release

Test Coverage

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

Building

Development Build

dotnet build --configuration Debug

Release Build

dotnet build --configuration Release

Full Verification

.\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

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