nt8-sdk/.kilocode/rules/project_context.md

Project Context — NT8 SDK (Production Hardening Phase)

You are working on the NT8 SDK — an institutional-grade algorithmic trading framework for NinjaTrader 8. This is production trading software. Bugs cause real financial losses.

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What Is Already Built (Do Not Touch)

All core trading logic is complete and has 240+ passing tests:

Layer	Status	Key Files
Risk (Tier 1-3)	✅ Complete	src/NT8.Core/Risk/
Position Sizing	✅ Complete	src/NT8.Core/Sizing/
OMS / Order Lifecycle	✅ Complete	src/NT8.Core/OMS/
Intelligence	✅ Complete	src/NT8.Core/Intelligence/
Analytics	✅ Complete	src/NT8.Core/Analytics/
Execution Utilities	✅ Complete	src/NT8.Core/Execution/
Market Data	✅ Complete	src/NT8.Core/MarketData/

NT8 Order Execution is ALREADY WIRED. NT8StrategyBase.SubmitOrderToNT8() calls EnterLong, EnterShort, SetStopLoss, and SetProfitTarget directly. The execution path works end-to-end. Do not re-implement it.

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What You Are Fixing (The Active Task List)

CRITICAL — NT8StrategyBase.cs

Gap 1 — No kill switch NT8StrategyBase has no EnableKillSwitch NinjaScript parameter and no early-exit in OnBarUpdate(). A runaway strategy cannot be stopped without killing NinjaTrader. Fix: Add EnableKillSwitch (bool NinjaScript property) and EnableVerboseLogging property. Add kill switch check as the FIRST thing in OnBarUpdate(). → See TASK-01-kill-switch.md

Gap 2 — ExecutionCircuitBreaker not wired src/NT8.Core/Execution/ExecutionCircuitBreaker.cs is complete and tested. It is never instantiated. Orders submit regardless of latency or rejection conditions. Fix: Instantiate in InitializeSdkComponents(), gate orders in SubmitOrderToNT8(), wire rejections in OnOrderUpdate(). → See TASK-02-circuit-breaker.md

HIGH — TrailingStopManager.cs

Gap 3 — Placeholder stop math returns zero CalculateNewStopPrice() FixedTrailing branch: marketPrice - (x - x) = always zero movement. ATRTrailing and Chandelier also have meaningless placeholder formulas. Fix: Replace with real calculations using TrailingStopConfig.TrailingAmountTicks and AtrMultiplier. → See TASK-03-trailing-stop.md

HIGH — BasicLogger.cs

Gap 4 — No log-level filter Every log statement writes to console unconditionally. Cannot suppress debug noise in production. Fix: Add MinimumLevel property (defaults to Information). Suppress messages below threshold. → See TASK-04-log-level.md

MEDIUM — SessionManager.cs

Gap 5 — No holiday awareness IsRegularTradingHours() checks session times only. Will attempt to trade on Christmas, Thanksgiving, etc. Fix: Add static CME holiday set for 2025/2026. Return false on those dates. → See TASK-05-session-holidays.md

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Architecture (Read Before Touching Anything)

SimpleORBStrategy.OnBar()
    ↓ returns StrategyIntent
NT8StrategyBase.OnBarUpdate()
    ↓ [TASK-01: kill switch check here, first]
    ↓ calls ProcessStrategyIntent()
    ↓ calls _riskManager.ValidateOrder()
    ↓ calls _positionSizer.CalculateSize()
    ↓ calls SubmitOrderToNT8()
    ↓ [TASK-02: circuit breaker gate here]
    ↓ calls EnterLong/EnterShort/SetStopLoss/SetProfitTarget (already works)
NT8 callbacks → OnOrderUpdate / OnExecutionUpdate
    ↓ [TASK-02: record rejections in circuit breaker here]

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Technology Constraints

• C# 5.0 only — no $"", no ?., no => on methods/properties, no nameof(), no out var
• .NET Framework 4.8 — not .NET Core/5+/6+
• NinjaScript managed orders — EnterLong, EnterShort, SetStopLoss, SetProfitTarget
• string.Format() everywhere, never string interpolation
• All Dictionary, HashSet access inside lock (_lock) blocks
• XML doc comments on all public members
• try/catch on all public methods with LogError in the catch