1.8 KiB
1.8 KiB
NT8 Institutional SDK Project Overview
Project Information
- Title: NT8 Institutional SDK
- Version: 1.0
- Date: 2025-09-09
- Description: Professional-grade algorithmic trading SDK for NinjaTrader 8, built for institutional use with comprehensive risk management and deterministic execution.
Project Goals
- Create a robust, institutional-grade SDK for algorithmic trading in NinjaTrader 8
- Implement comprehensive risk management with tiered controls
- Provide flexible position sizing algorithms
- Ensure deterministic execution for reliable backtesting
- Establish modular architecture for easy strategy development
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
- Test-Driven - Comprehensive unit tests with >90% coverage
Completed Phase 0 Components
- Repository structure and configuration files
- Core interfaces and models
- Risk management implementation (BasicRiskManager)
- Position sizing implementation (BasicPositionSizer)
- Comprehensive test suite
- CI/CD pipeline configuration
- Documentation
Technology Stack
Runtime Dependencies
- .NET 6.0
- Microsoft.Extensions.Logging
- Microsoft.Extensions.Configuration
Development Dependencies
- xUnit (testing framework)
- FluentAssertions (assertion library)
- Bogus (test data generation)
- Moq (mocking framework)
Validation Status
- Solution builds successfully with 0 warnings
- All unit tests pass with >90% coverage
- Risk management scenarios validated
- Position sizing calculations verified
- Multi-symbol support confirmed